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Date/Time: Sat, 18 Jan 2025 03:49:31 +0000
Post From: [User Contribution] Bid, Ask, Spread for a defined volume.
[2018-01-05 20:07:01] |
gomifromparis - Posts: 244 |
This study will plot the bid, ask, and spread for a defined quantity, ie what price you would get if you clicked "Buy Market" or "Sell Market", for a defined quantity. It works by adding up the DOM bid/ask price/volumes. I enclose a chart showing different bid/ask/spread on Bitmex for 50.000, 100.000 or 200.000 USD Date Time Of Last Edit: 2018-01-05 20:09:37
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GomBidAskAtVolume.dll - Attached On 2018-01-05 20:05:21 UTC - Size: 73 KB - 366 views GomBidAskAtVolume.cpp - Attached On 2018-01-05 20:05:29 UTC - Size: 2.47 KB - 410 views bidaskspread.png / V - Attached On 2018-01-05 20:05:43 UTC - Size: 21.08 KB - 412 views |