Visualizing the chronological sequence of Order Book Events for CryptoCurrency Exchanges.
The white line represents the market mid price (average price between the current best bid and ask prices). Lines or dots correspond to open limit orders at this price level. Above the mid price open orders are on the ask side, while the ones below correspond to the bid side. If there is more then one order at the same time and price volumes are summarized. The colours differentiate the volume at each level: Blue means little volume, Yellow large quantity of volume.
The thumbnails show the orderbook of the last hour. Click on the images to open a chart with a longer time range.
Depending on the current state there might be nothing interesting to see. For this case we have a few examples of some interesting recurring patterns.