Cryptocurrency Order Book Data
The most comprehensive suite of real-time and historical pre-trade crypto data from the most reputable exchanges. Available across spot, futures, swaps, and options markets.
Use Cases
Calculate Price Slippage
Simulating price slippage is inaccurate. 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.
- Develop sophisticated algorithms for high-frequency trading.
- Avoid large losses in volatile markets.
Leverage Bid-Ask Spread
Calculate spread or market depth to:
-
Understand the liquidity of an asset or multiple trading pairs.
-
Develop profitable trading strategies around tight or large spreads.
-
Determine the fair market value of a cryptocurrency.
-
Predict volatility and price movements.
Generate Alpha
-
Track buy and sell orders, last traded price, and trade history to make better-informed decisions.
-
Predict future price movements and capitalize on market-making opportunities.
-
Execute trades and arbitrage opportunities.
Backtest Trading Strategies
With historical order book data as far back as 2017,
- Study historical trends within cryptocurrencies, trading pairs, and bid prices.
- Train models to inform future strategies.
- Identify buy walls and sell walls.
- Anticipate market movements based on the order flow.
- Perform quantitative analysis or research.
Gauge Market Sentiment
-
Examine the order book to distinguish between the buy side (demand) and sell side (supply).
-
Monitor changes in the order book over time to understand shifts in market orders, liquidity, and trading activity for a specific trading pair.
-
Create a market depth chart to assess the distribution of buy and sell orders at a specific price level.
Calculate Price Slippage
Simulating price slippage is inaccurate. 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.
- Develop sophisticated algorithms for high-frequency trading.
- Avoid large losses in volatile markets.
Leverage Bid-Ask Spread
Calculate spread or market depth to:
-
Understand the liquidity of an asset or multiple trading pairs.
-
Develop profitable trading strategies around tight or large spreads.
-
Determine the fair market value of a cryptocurrency.
-
Predict volatility and price movements.
Generate Alpha
-
Track buy and sell orders, last traded price, and trade history to make better-informed decisions.
-
Predict future price movements and capitalize on market-making opportunities.
-
Execute trades and arbitrage opportunities.
Backtest Trading Strategies
With historical order book data as far back as 2017,
- Study historical trends within cryptocurrencies, trading pairs, and bid prices.
- Train models to inform future strategies.
- Identify buy walls and sell walls.
- Anticipate market movements based on the order flow.
- Perform quantitative analysis or research.
Gauge Market Sentiment
-
Examine the order book to distinguish between the buy side (demand) and sell side (supply).
-
Monitor changes in the order book over time to understand shifts in market orders, liquidity, and trading activity for a specific trading pair.
-
Create a market depth chart to assess the distribution of buy and sell orders at a specific price level.
Calculate Real-Time Price Slippage
Leverage deep order book data to quantify price slippage across assets and exchanges like Coinbase or Binance.
