| calculate_orderbook | Calculate the order book depth and imbalance for a given trading pair on a specified exchange.
Args:
exchange_id: The exchange identifier (e.g., 'binance', 'kraken')
symbol: The trading pair (e.g., 'BTC/USDT')
depth_percentage: Percentage range from mid-price to calculate depth and imbalance (default: 1.0%)
Returns:
Dictionary containing bid depth, ask depth, imbalance, mid-price, and timestamp. |
| compare_orderbook | Compare order book depth and imbalance for a trading pair across multiple exchanges, returning a Markdown table.
Args:
symbol: The trading pair (e.g., 'BTC/USDT')
depth_percentage: Percentage range from mid-price to calculate depth and imbalance (default: 1.0%)
exchanges: List of exchange IDs to compare (default: all supported exchanges)
Returns:
String containing a Markdown table with exchanges as rows and bid/ask depths and imbalance as columns. |