Top-of-book spread
0.012%
BTC-USDT Depth Map
Depth distribution across near-touch levels for route sizing and impact-aware execution.
Depth skew
51.4% bid / 48.6% ask
Slippage at $500k
0.07%
Refresh interval
250 ms
| Level | Bid size | Ask size | Cum depth | Implied impact |
|---|---|---|---|---|
| 0-5 bps | 412 BTC | 395 BTC | $55.2M | 0.04% |
| 5-10 bps | 598 BTC | 621 BTC | $84.1M | 0.08% |
| 10-20 bps | 1,012 BTC | 1,088 BTC | $145.7M | 0.14% |
| 20-50 bps | 2,734 BTC | 2,511 BTC | $362.3M | 0.31% |
| 50-100 bps | 4,844 BTC | 4,290 BTC | $605.4M | 0.59% |
Depth interpretation
- Skew pressureBid-heavy near-touch depth can dampen downside impulse moves.
- Absorption zonesRepeated prints at thick levels indicate passive interest absorption.
- Gap detectionSparse bins are marked as potential fast-move corridors.
- Route fitDepth tiers map directly to max notional sizing presets.