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
BinanceBTCUSDT0.00389096
BitgetBTCUSDT0.0103
BybitBTCUSDT0.00681446
CoinbaseBTC-USDT0
GateBTC_USDT0.0953
KrakenBTCUSDT0.0228
KucoinBTC-USDT0.00422163
MexcBTCUSDT0.0232
OkxBTC-USDT0.0091994

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

Pick the exchanges and pairs you watch and the dashboard opens with their history already loaded. Free plan, no card.

Start free

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

Contact

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