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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.

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Leverage Comprehensive Pre-Trade Data

Crypto Order Books

Every latest order book bid and ask on every supported exchange.

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Order Book Snapshots

Order book snapshots with granularity from 1min to 1 day.

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Tickers

Historical and live best bid and best ask (top of the books) for any traded instrument.

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Reference Quotes

Reference quote prices for every pair across every spot exchange, with granularity of 1s. 

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Use Cases

Price Slippage
Bid-Ask Spread
Generate Alpha
Trading Strategies

Calculate Price Slippage

Simulating price slippage is inaccurate. Amberdata provides the raw data so you can calculate accurate slippage in order to:

  • Understand 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 bid-ask spread or market depth to:

  • Understand the liquidity of an asset or market.

  • Develop profitable trading strategies around tight or large spreads.

  • Determine the fair market value of a cryptocurrency.

  • Predict volatility and price movements.

Generate Alpha

  • Identify support and resistance levels to make better-informed trades.

  • Predict future price movements and capitalize on market-making opportunities.
  • Gauge market sentiment and implement trading strategies

  • Find and execute arbitrage opportunities.

Backtest Trading Strategies

With historical order book data as far back as 2017, 

  • Study historical trends within cryptocurrency assets or markets.
  • Train models to inform future strategies.
  • Perform quantitative analysis or research.

Calculate Real-Time Price Slippage

Leverage deep order book data to quantify price slippage across assets and exchanges like GDAX or Binance.

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Delivery and Distribution

Websockets

Real-time market data with trade stamps down to the nanosecond.

 API Docs
Rest API

Robust latest and historical order books for accessing pre-trade data.  

 API Docs
FIX Protocol

Connect to retrieve Market Data via the Financial Information eXchange protocol.

 API Docs

Leverage
Order Book Data

This eBook explores order book data and discusses how to accurately calculate and leverage slippage.

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Identifying Crypto Market Trends