calculate_orderbook
Analyze order book depth and imbalance for a specific trading pair on a chosen exchange. Provides bid depth, ask depth, imbalance, mid-price, and timestamp for market insights.
Instructions
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.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| depth_percentage | No | ||
| exchange_id | Yes | ||
| symbol | Yes |
Input Schema (JSON Schema)
{
"properties": {
"depth_percentage": {
"default": 1,
"title": "Depth Percentage",
"type": "number"
},
"exchange_id": {
"title": "Exchange Id",
"type": "string"
},
"symbol": {
"title": "Symbol",
"type": "string"
}
},
"required": [
"exchange_id",
"symbol"
],
"title": "calculate_orderbookArguments",
"type": "object"
}