HALOWERKMarktwerk
orderbook / imbalance
Reads the visible order book of one exchange and measures how bid and ask volume sit inside a window of depth_pct around the mid. imbalance runs from -1 (only asks) to +1 (only bids) and is computed on quote turnover, not on level counts. pressure is the plain classification kauf, verkauf or ausgeglichen and the threshold behind it is returned in thresholds_used, never hidden in code. A wall is a level larger than five times the median level size in the same window; that median is part of.
POST https://markt.halowerk.com/orderbook/imbalanceEingaben
| Feld | Typ | Pflicht | Beschreibung |
|---|---|---|---|
| symbol | string | Ja | Trading pair as BASE/QUOTE, for example ETH/USDC. |
| venue | string | Nein | Exchange to read the book from. |
| depth_pct | number | Nein | Half width of the window around the mid, in percent. |
| levels | integer | Nein | Levels per side to request. Exchanges cap this differently. |
Vollständiges Eingabeschema anzeigen
{
"type": "object",
"required": [
"symbol"
],
"additionalProperties": false,
"properties": {
"symbol": {
"type": "string",
"pattern": "^[A-Za-z0-9]{2,15}/[A-Za-z0-9]{2,15}$",
"description": "Trading pair as BASE/QUOTE, for example ETH/USDC."
},
"venue": {
"type": "string",
"enum": [
"binance",
"coinbase",
"kraken",
"okx",
"bybit"
],
"default": "binance",
"description": "Exchange to read the book from."
},
"depth_pct": {
"type": "number",
"minimum": 0.1,
"maximum": 5,
"default": 1,
"description": "Half width of the window around the mid, in percent."
},
"levels": {
"type": "integer",
"minimum": 50,
"maximum": 1000,
"default": 200,
"description": "Levels per side to request. Exchanges cap this differently."
}
}
}Veröffentlichtes Eingabebeispiel
{
"symbol": "AA/AA",
"venue": "binance",
"depth_pct": 1,
"levels": 200
}Ergebnis & Dokumentation
Maschinenlesbare Dokumentation dieses Hubs
Quelle dieser Seite: der veröffentlichte HALOWERK-Katalog. Stand: 2026-11-01, 15:19 UTC.
Weitere Endpunkte dieses Hubs
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