Depth concentration today
venue_concentrationMeasure BTC depth concentration via HHI, effective/top venue and venue depth; detect liquidity risk. Subscriber mode adds ETH and venue failure.
Instructions
BTC two-sided depth: HHI, effective/top venue and venue depth. Subscriber exit_desk_full adds ETH and venue failure.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||