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Date/Time: Fri, 03 May 2024 04:55:11 +0000



Post From: [User Contribution] Bid, Ask, Spread for a defined volume.

[2018-01-05 20:07:01]
gomifromparis - Posts: 244
This study will plot the bid, ask, and spread for a defined quantity, ie what price you would get if you clicked "Buy Market" or "Sell Market", for a defined quantity.

It works by adding up the DOM bid/ask price/volumes.

I enclose a chart showing different bid/ask/spread on Bitmex for 50.000, 100.000 or 200.000 USD
Date Time Of Last Edit: 2018-01-05 20:09:37
attachmentGomBidAskAtVolume.dll - Attached On 2018-01-05 20:05:21 UTC - Size: 73 KB - 344 views
attachmentGomBidAskAtVolume.cpp - Attached On 2018-01-05 20:05:29 UTC - Size: 2.47 KB - 298 views
imagebidaskspread.png / V - Attached On 2018-01-05 20:05:43 UTC - Size: 21.08 KB - 386 views