Buy trade average size

Updated

What is Buy trade average size?

Buy trade average size is a market-data metric BlackForge measures for every listed pair on nine spot exchanges, once per closed five-minute window. Average size of taker-buy trades in base coin units. It reports what the order book or trade tape showed, not what price will do next.

The facts

Buy trade average size at a glance
Unitbase
FamilyTrade flow
KeybuyTradeSizeAvg
Quote-relativeNo
NullableNo
PlottableYes
Available fromFree plan

Live across all nine venues

Buy trade average size 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.

Buy trade average size · BTC-USDT · base
VenueSymbolBuy trade average size
BinanceBTCUSDT0.00376017
BitgetBTCUSDT0.00678492
BybitBTCUSDT0.0121
CoinbaseBTC-USDT0.00103445
GateBTC_USDT0.0742
KrakenBTCUSDT0.00194381
KucoinBTC-USDT0.00265355
MexcBTCUSDT0.0353
OkxBTC-USDT0.00530373

Query it

Buy trade average size is one field on the wide row /v1/latest returns for a pair. Set $BF to the API base and read it at .values.buyTradeSizeAvg:

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

Related

What actually traded: taker buy versus sell volume, counts, average sizes and prices.

Defined in the glossary: Taker buy and sell volume.

← All Trade flow and every other metric · Coverage by venue

What is Buy trade average size?

Buy trade average size is a market-data metric BlackForge measures for every listed pair on nine spot exchanges, once per closed five-minute window. Average size of taker-buy trades in base coin units. It reports what the order book or trade tape showed, not what price will do next.

How is Buy trade average size measured?

BlackForge computes Buy trade average size from each venue’s own order book and trades for every listed pair, once per closed five-minute window, and records it as base. The value is stored exactly as observed.

Which plan includes Buy trade average size?

Buy trade average size is available from the Free plan upward, and on pay-per-call over x402. See pricing for the full plan ladder.

Does Buy trade average size predict where price will go?

No. Buy trade average size 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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