Bid depth within 1% of mid
Updated
What is Bid depth within 1% of mid?
Bid depth within 1% of mid is a market-data metric that BlackForge measures for every listed pair on the major spot exchanges, in real time. USD value of resting buy orders from the mid price to 1% below it. It reports what the order book or trade tape showed, not what price will do next.
The facts
| Unit | usd |
|---|---|
| Family | Near-touch depth |
| Key | bidDepth100bp |
| Quote-relative | No |
| Nullable | Yes |
| Plottable | Yes |
| Available from | Max plan |
Live across every venue
Bid depth within 1% of mid for BTC-USDT, as measured in the latest closed window on each venue. Observed . A venue with no reading for this window shows n/a. Nothing is invented.
| Venue | Symbol | Bid depth within 1% of mid |
|---|---|---|
| Binance | BTCUSDT | 17,824,872 |
| Bitget | BTCUSDT | 14,809,366 |
| Bybit | BTCUSDT | 4,350,583 |
| Coinbase | BTC-USDT | 450,383 |
| Gate | BTC_USDT | 2,443,608 |
| Kraken | BTCUSDT | 1,805,146 |
| Kucoin | BTC-USDT | 6,124,306 |
| Mexc | BTCUSDT | 5,892,762 |
| Okx | BTC-USDT | 6,143,312 |
Query it
Bid depth within 1% of mid is one field on the wide row /v1/latest returns for a pair. Set $BF to the API base and read it at .values.bidDepth100bp:
curl -H "x-api-key: $BLACKFORGE_API_KEY" \
"$BF/v1/latest?exchange=binance&symbol=BTCUSDT"
# read the value at: .values.bidDepth100bpRelated
USD resting on each side within half a percent, one percent and two percent of the mid price.
← All Near-touch depth and every other metric · Coverage by venue
What is Bid depth within 1% of mid?
Bid depth within 1% of mid is a market-data metric that BlackForge measures for every listed pair on the major spot exchanges, in real time. USD value of resting buy orders from the mid price to 1% below it. It reports what the order book or trade tape showed, not what price will do next.
How is Bid depth within 1% of mid measured?
BlackForge computes Bid depth within 1% of mid from each venue’s own order book and trades for every listed pair, in real time, and records it as usd. The value is stored exactly as observed.
Which plan includes Bid depth within 1% of mid?
Bid depth within 1% of mid is available from the Max plan upward, and on pay-per-call over x402. See pricing for the full plan ladder.
Does Bid depth within 1% of mid predict where price will go?
No. Bid depth within 1% of mid is a measurement of what the order book or trade tape showed in the window. It carries no view on future price, and BlackForge scores nothing: every metric is a measurement, not a call.