Order Book Replication

A number of forms can be taken by Liquidity provision. Apart from traditional market making, a few companies will offer order book replication, in which the order books from several trades are agglomerated to intensify liquidity and constrict spreads. This can be utilized to control liquidity about a specific exchange, or to make sure that liquidity is regular across several exchanges. The essential variation, in comparison to market making, is that there are no further bids being located: all that’s phenomenon is the current liquidity is being used to its complete possibility. Other services incorporate spot implementation and ideal trade implementation, in which the market making supplier will strive to shift a considerable amount of crypto assets whilst reducing market disruption.

If you’ve once gone to locate a bid on a trade and an additional user has located a little order some cents greater, odds are you were defeated by a bot. What’s further, there’s a nice opportunity that bot was positioned there by the project whereof every token you were attempting to buy. That said, traders are even called to array bots to play the variation among the bids and requests in liquid markets like BTC. It’s an extremely aggressive game, and therefore the profit margins are small, but with adequate amounts, apprehending the variation among bids and asks can begin to add together. Market makers do the similar task, the only variation being they’ve no liability to profit: break even is excellent enough.

Crypto Order Book Features

  • Ancient limit order books (LOB) for hundreds of crypto trades.
  • Since 2015 standardized order book history.
  • Top replicated exchanges: Deribit order books, Huobi order books, Bitmex order books, Okex order books, etc.
  • Accumulated Level 2 "market-by-price" order book snapshots accessible now.
  • Top of the book recite and bid/ask distribute accessible over our REST API.
  • Every order book snapshots timestamp based with fraction of a second precision.
  • Order book market depth, extending from .1% to 10%, accessible over our REST API.
  • Bitcoin (BTC) order books throughout thousands of currency pairs, containing ETH/USD, XRP/USD,BTC/USD, LTC/USD order books.
  • Ordinary order book depth, medium distribute, and cost slippage calculator accessible over our REST API.

    Order Book Replication is focused at improving liquidity, with the help of constructing profound order books and offering a tight spread from the starting of the first day of inauguration.