Depth of Market (DOM)
The total volume of buy and sell orders at various price levels in the order book. Deep markets have large order sizes clustered near the current price, making them harder to move. Shallow depth means the price can be pushed significantly by moderate-sized orders, increasing vulnerability to liquidation cascades.
Definition
The total volume of buy and sell orders at various price levels in the order book. Deep markets have large order sizes clustered near the current price, making them harder to move. Shallow depth means the price can be pushed significantly by moderate-sized orders, increasing vulnerability to liquidation cascades.
Live Data Example </> API
# Depth of Market (DOM) live data
$ curl command:
curl https://algotick.dev/v1/signals/depth?coin=BTC
Endpoint: /v1/signals/depth?coin=BTC
Current Depth of Market (DOM) data from the Algo Tick API:
{
"bands": [
{
"ask_depth_usd": 5748968.82,
"band_pct": 0.1,
"bid_depth_usd": 4214644.06,
"imbalance": 0.423,
"total_depth_usd": 9963612.88
},
{
"ask_depth_usd": 5748968.82,
"band_pct": 0.5,
"bid_depth_usd": 4214644.06,
"imbalance": 0.423,
"total_depth_usd": 9963612.88
},
{
"ask_depth_usd": 5748968.82,
"band_pct": 1,
"bid_depth_usd": 4214644.06,
"imbalance": 0.423,
"total_depth_usd": 9...# Fetch this yourself:
curl https://algotick.dev/v1/signals/depth?coin=BTCRelated Terms
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