5 votes

Why is the USD spread of the order book on GDAX kept very low most of the time?

GDAX offers 0% fee to maker (traders who's trades are being matched by a seller or buyer). That incentives traders to try to match bid and ask as close as possible thus reducing spreads.
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3 votes

Why is the USD spread of the order book on GDAX kept very low most of the time?

That's how market making works. GDAX has 0% for them, so is very attractive for liquidity providers. I'm trying to be one of them, and I don't really care where the market is, as long as I can get rid ...
1 vote

Data for market depth over time?

You can't, but you could do something similar. To start off with there isnt a single set of order books for BTC/USD, because there are dozens of exchanges each with their own set of books. ...
  • 419

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