Cryptocurrency Order Book Data

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.

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.

• 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.

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.

• 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.