Order flowOrder book, DOM ladder and trade tape
Order book, DOM ladder and trade tape
The three live widgets for order flow: the order book with grouping, the DOM ladder with traded volume per price and pull/stack, the trade tape with filters and sound.
The order book, DOM ladder and trade tape show the market of the symbol on the chart live. You add them through Top bar → Widgets. All three are available in all plans, for cryptocurrencies; for other symbols they say, for example, “AAPL has no order book.”
All three follow the exchange aggregation: whatever is not checked there does not count. Order book and trade tape filter once more by market and exchange within this selection. You open these settings with the Widget settings gear in the widget's header; they apply only to that one widget. You can add the order book and trade tape several times, for example one for spot and one for perps.
How to arrange and swap widgets and move them to their own window is explained in the widgets overview.
Order book
The order book shows the waiting limit orders around the current price: asks (sell orders) at the top in red, bids (buy orders) at the bottom in cyan, with the mid in between.
- At the top are the Bid and Ask totals and the Spread.
- The Blocks row combines prices into levels. There are five levels to suit the coin; for Bitcoin “$100”, “$500”, “$1k”, “$2k” and “$5k”. The default is the second one.
- The columns are PRICE, SIZE (in the coin unit, such as BTC) and CUMULATIVE (summed from the mid outward).
- A bar in each row shows the size, a light background the cumulative depth.
- The mid shows the mid price, “Mid · Spread …” and the spread in basis points (bps).
| Setting | What it does | Default |
|---|---|---|
| Market | Perps, Spot or Spot + perps | Perps |
| Exchange | Aggregated or a single exchange | Aggregated |
| Show cumulative depth | The background for cumulative depth | on |
The widget calculates mid and spread from the best bid and ask of the included exchanges. In a short slot it shows fewer rows and hides first the legend and then the header.
If the widget cannot show anything, it says why, for example “Connecting…” while loading, “Order book unavailable right now.” or “No data for this selection.” with the addition “no order book for … in the exchange selection”.
DOM ladder
The DOM ladder is a price ladder with fixed levels around the spread. It combines the order book with what traded at each level.
The columns from left to right:
- Volume: the traded volume per price over the last hour, as a bar and number. The level with the most volume (the POC) is yellow.
- Bid: the waiting buy orders, below the mid.
- Price: the level. The row in the middle is highlighted and shows bid and ask.
- Ask: the waiting sell orders, above the mid.
- Pull/Stack: how the size of a level has changed in the selected time window. “+” means orders were added (stack), “−” that orders were pulled (pull). The widget shows the value only if it makes up more than 22% of the current size.
Levels with more than three times the average size are bold: these are walls. At the bottom are Bids and Asks in percent, the spread and a bar for the ratio. Quantities are in the coin unit.
Clicking a row opens the alert dialog with this price. The ladder starts centered on the spread and follows the price. If you scroll it, it stays where you moved it until you change the coin or the number of rows.
The Volume column
The Volume column counts real trades, from the last hour at most:
- The column header tells you when counting began if you hover over Volume, for example “Traded volume per price since 14:05, up to 1 h”.
- Only as long as there is no trade at all does the widget spread the volume of the last 24 candles evenly over their ranges. There is no POC then.
| Setting | What it does | Default |
|---|---|---|
| Price step | Distance between levels, 1, 2, 5 or 10 times the smallest step; for Bitcoin “$10”, “$20”, “$50” or “$100” | smallest step |
| Rows per side | 10, 16 or 24 | 16 |
| Pull/stack window | Comparison with the book 5 s, 10 s or 30 s ago | 10 s |
| Sound | Trades of $10,000 and up as a sound | off |
| Volume | Volume of the sound | 70% |
| Pitch | Low, Normal or High | Normal |
The DOM ladder's book adds up all exchanges in your exchange aggregation; it has no exchange filter of its own.
Trade tape
The trade tape lists executed trades in real time, newest at the top. Buys are cyan, sells red.
- At the top are the Buy and Sell totals of the rows shown.
- The columns show PRICE, SIZE (USD) with a bar (full at $1M), the exchange and the TIME to the second.
- At the bottom, a bar shows the ratio of Buys to Sells in percent.
- The tape combines fills on the same exchange and side within 120 milliseconds into one row, with the average price. This way a large order that breaks into many parts becomes one row.
| Setting | What it does | Default |
|---|---|---|
| Market | Spot + perps, Spot or Perps | Spot + perps |
| Exchange | Aggregated or a single exchange | Aggregated |
| Minimum size | All, 1K $, 10K $, 100K $, 250K $, 500K $ or 1M $ | All |
| Highlight large trades | Trades of $200,000 and up glow | on |
| Sound | Each trade as a short sound | off |
| Volume | Volume of the sound | 70% |
| Pitch | Low, Normal or High | Normal |
With Sound, buys sound high and sells low. Every row that appears in the tape has its sound, based on the size of the whole row: an order made up of many small trades sounds like one large trade. Large trades play a longer sequence of notes: one more note each from $500,000, $1M and $5M; if a row grows past one of these marks, the longer sequence follows. The sound follows the minimum size. Browsers only allow sound after a click; turning on Sound is that click.
If there are no trades, the tape says “No trades for this selection.” or “Trades unavailable right now.” instead of showing an empty list.
Limits
- Order book and trade tape show only what comes in live since opening; they have no history.
- If you pause live data (super search, “Pause live data”), the widgets stop. If the browser tab runs in the background, updates pause.