Bid volume 3 to 6%

Updated

What is Bid volume 3 to 6%?

Bid volume 3 to 6% is a market-data metric BlackForge measures for every listed pair on nine spot exchanges, once per closed five-minute window. Resting buy liquidity in the slice from 3 to 6% below top of book. It reports what the order book or trade tape showed, not what price will do next.

The facts

Bid volume 3 to 6% at a glance
Unitquote
FamilyOrder ladders
KeybuyOrderVol6
Quote-relativeYes
NullableNo
PlottableYes
Available fromFree plan

Live across all nine venues

Bid volume 3 to 6% 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.

Bid volume 3 to 6% · BTC-USDT · quote
VenueSymbolBid volume 3 to 6%
BinanceBTCUSDT10,660,194
BitgetBTCUSDT0
BybitBTCUSDT0
CoinbaseBTC-USDT100,687
GateBTC_USDT674,520
KrakenBTCUSDT2,165,401
KucoinBTC-USDT502,195
MexcBTCUSDT314,859
OkxBTC-USDT0

Query it

Bid volume 3 to 6% is one field on the wide row /v1/latest returns for a pair. Set $BF to the API base and read it at .values.buyOrderVol6:

curl -H "x-api-key: $BLACKFORGE_API_KEY" \
  "$BF/v1/latest?exchange=binance&symbol=BTCUSDT"
# read the value at: .values.buyOrderVol6

Related

The shape of the resting book: how size stacks across successive rungs on each side.

Defined in the glossary: Order book imbalance.

← All Order ladders and every other metric · Coverage by venue

What is Bid volume 3 to 6%?

Bid volume 3 to 6% is a market-data metric BlackForge measures for every listed pair on nine spot exchanges, once per closed five-minute window. Resting buy liquidity in the slice from 3 to 6% below top of book. It reports what the order book or trade tape showed, not what price will do next.

How is Bid volume 3 to 6% measured?

BlackForge computes Bid volume 3 to 6% from each venue’s own order book and trades for every listed pair, once per closed five-minute window, and records it as quote. Because it is quote-relative, it is expressed in the pair’s quote asset. The value is stored exactly as observed.

Which plan includes Bid volume 3 to 6%?

Bid volume 3 to 6% is available from the Free plan upward, and on pay-per-call over x402. See pricing for the full plan ladder.

Does Bid volume 3 to 6% predict where price will go?

No. Bid volume 3 to 6% 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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