Order book depth + slippage
orderbook_depthHow much size a market can take: bid/ask depth within ±0.1/0.5/1/2/5%, spread, and the slippage of a $10k/$100k/$1M market order on Kraken, Coinbase or OKX. Pulls the full public L2 book and walks it. Use before sizing an order or comparing venue liquidity. slippage is vs. mid price, in basis points; null means the fetched book was too thin for that size. Price: $0.003 per call (10 free/day).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| pair | Yes | ||
| venue | No | coinbase |