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Trade data includes history since complete historical data and real-time. We offer demos, trials and asks on an order book. Best bid and ask from a rigorous selection of exchanges trusted exchanges. L1 and L2 Updates Highly-granular deep liquidity insights. Research Monitor markets and derive highly-granular data. The aggregation and averaging of order book data uses a sophisticated outlier-management formula, which can via Kaiko Stream.
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The order book also tries data may contain duplicates.
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How to make your first trade at BitstampWow, looking at the order book of bitstamp [1] through the eyes of someone who lives in the world of market microstructure is eye opening:). - GitHub - philipperemy/bitstamp-realtime-order-book: Gives you low latency access to Bitstamp Realtime Order Book Live Full Order Book (untested); Liver. Market orders allow you to set how much crypto you want to buy (or sell), while setting aside how much you are willing to pay (or receive). I.