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Market Order Book

Overview

  • Order book data for all markets on 25 exchanges is available for free.
  • Exchanges include: Bitstamp, BitMEX, Gate.io, Luno, bitFlyer, Bittrex, Okex, Binance, HitBTC, Bitfinex, CEX.IO, Gemini, Liquid, OKCoin, Huobi, Poloniex, Coinbase Pro, Bisq, Quoine, BitBay, Coinone, CryptoFacilities, Bit-Z, Kraken, Bithumb.
  • Syntax is as simple as =CRYPTOFINANCE("KRAKEN:BTC/USD", "ob")
  • Order book data is cached for 5 minutes.
  • Output is truncated at 100 orders on each side (bids and asks), with a depth of 100.
  • The data is provided by Cryptowatch Public API​

Example: Market Order Book for KRAKEN:BTC/USD

On a new sheet, in cell A2 enter:
=CRYPTOFINANCE("KRAKEN:BTC/USD", "ob")
A 4×100 table with a header will be returned, showing the market current order book.
Pro Tip — Use conditional formatting to reveal buy/sell walls
Kraken order book

Example: Grouping Orders

=CRYPTOFINANCE("KRAKEN:BTC/USD", "ob", 1000)
This will group the bids and asks in thousands.
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Last modified 21d ago
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Overview
Example: Market Order Book for KRAKEN:BTC/USD
Example: Grouping Orders