Live Order Book

Live data from Kraken Websocket API showing the Order Book.

See the demo on Heroku…

ETHEUR Order Book

See the sources on Github

The browser does not request directly the Kraken API. Instead it opens a websocket connexion with an intermediate Node.js server. This server also requests Kraken through its Websocket API (see kraken-client.js). The server does not send a message to the browser on each incoming message from Kraken. It uses RxJS debouce operator to wait at least for 100ms (see this), thus letting enough time for D3js to display smooth animations.

Here is a quick reminder from Kraken about the Bid/Ask depth :

• Bid: “An order listed on the buy side of the order book”. The volume of those orders are sumed in the green rectangles of the order book.
• Ask: “n order listed on the sell side of the order book”. The volume of those orders are sumed in the red rectangles of the order book.
• Bid/Ask Depth: “The Bid/Ask Depth represents the cumulative volume of buy and sell orders at a particular price. The bid depth at a given price is the cumulative volume of current buy orders on the book at that price or higher, while the ask depth at a given price is the cumulative volume of current sell orders on the book at that price or lower”. Why represent a cumulative volume? The logic behind this is the following: if one is willing to buy 1ETH for 158€, then we assume that he/she is also willing to buy 1ETH for 157€, and so on.