Book level change count

Updated

What is Book level change count?

Book level change count is a market-data metric BlackForge measures for every listed pair on nine spot exchanges, once per closed five-minute window. Price-level changes recorded in the window: one per level whose size actually moved, additions and removals alike, both sides. A level re-broadcast at its existing size is not counted.

The facts

Book level change count at a glance
Unitcount
FamilyBook churn
KeybookLevelChangeCount
Quote-relativeNo
NullableNo
PlottableYes
Available fromPro plan

Live across all nine venues

Book level change count for BTC-USDT, as measured in the latest closed window on each venue. Observed . A venue with no reading for this window shows an em dash — nothing is invented.

Book level change count · BTC-USDT · count
VenueSymbolBook level change count
BinanceBTCUSDT100,608
BitgetBTCUSDT0
BybitBTCUSDT47,294
CoinbaseBTC-USDT31,783
GateBTC_USDT43,844
KrakenBTCUSDT42,795
KucoinBTC-USDT166,705
MexcBTCUSDT166,412
OkxBTC-USDT100,503

Query it

Book level change count is one field on the wide row /v1/latest returns for a pair. Set $BF to the API base and read it at .values.bookLevelChangeCount:

curl -H "x-api-key: $BLACKFORGE_API_KEY" \
  "$BF/v1/latest?exchange=binance&symbol=BTCUSDT"
# read the value at: .values.bookLevelChangeCount

Related

Liquidity added and removed, price levels changed, and how long a level survives before it is pulled.

Defined in the glossary: Liquidity added and removed, Resting order lifetime.

← All Book churn and every other metric · Coverage by venue

What is Book level change count?

Book level change count is a market-data metric BlackForge measures for every listed pair on nine spot exchanges, once per closed five-minute window. Price-level changes recorded in the window: one per level whose size actually moved, additions and removals alike, both sides. A level re-broadcast at its existing size is not counted.

How is Book level change count measured?

BlackForge computes Book level change count from each venue’s own order book and trades for every listed pair, once per closed five-minute window, and records it as count. The value is stored exactly as observed.

Which plan includes Book level change count?

Book level change count is available from the Pro plan upward, and on pay-per-call over x402. See pricing for the full plan ladder.

Does Book level change count predict where price will go?

No. Book level change count 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.

See it on the pairs you actually trade

Tell us which exchanges and pairs you watch. We open a dashboard with your history already loaded. Private beta, no card.

9 exchanges · ~11,800 pairs · 120 columns per pair · 5-minute windows

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