Algorithms and data to help plan order execution to limit your implementation shortfall.
This subscription provides a continual summary of the orders required to achieve a given position as a price taker, across exchanges, at the best price after adjusting for fees and liquidity.
This is available for all Combined Orderbook pairs, and provides an execution plan of which exchanges to send orders to, at which limit price and the currently available amount of liquidity at that price.
The execution plan can be tailored by providing an amount to execute (given in USD) and either provided continuously or on-demand through subscribe/unsubscribe calls.
# Subscribe to BTCUSD spot execution plan for $100,000
channel = ['BTCUSD spot.executionplan.100000']
# Subscribe to XRPUSD perpetual execution plan for $20,000
channel = ['XRPUSD perpetual.executionplan.20000']
Get the global, fee-adjusted best bid for a given pair (e.g. BTCUSD) across all exchanges. See Combined Orderbook.
Get the global, fee-adjusted best askfor a given pair (e.g. BTCUSD) across all exchanges. See Combined Orderbook.