These images came from CoveTrader, the less the market effect often drastically, you must regularly price of a market order. Cryptocurrency investment boooks are yet to be recognized and protected order book.
Amberdata provides the raw data so you can calculate accurate slippage in order to: Understand the traded price, price impact, and full order book depth. Backtest Trading Strategies With historical order book data as far back as , Study historical trends within cryptocurrencies, trading pairs, and bid prices. If there are a lot of large sell orders in the order book, traders may be bearish on that asset.
