Advanced Order Book

The advanced order book shows the resting limit orders on both sides of the market, live. It has four parts that work together: the book pane (the price ladder or one of the alternative views), the depth chart, the recent trades bar, and the order entry bar along the bottom. Open it from the terminal type selector (Order Book), or in the side panel of a chart.

The depth chart is drawn from the same snapshot as the ladder and aligns to it in every position:

• Left or right of the ladder — the chart uses the ladder's own rows as its price axis. Every level is drawn on its row, the mid line sits on the spread row, and scrolling the ladder moves the chart with it.
• Above or below the ladder — the chart's mid sits on the ladder's centre divider. The bid curve fills the half above the bid column and the ask curve the half above the ask column.
• Hover a ladder row and the chart shows a crosshair and the liquidity a sweep to that level would take. Hover the chart and the matching ladder rows light up.
• Click either pane to pin a price. Both mark it, and limit orders in the order entry bar use it.

Each view reads the same book in a different way. Pick one with View in the toolbar.

Every demo in the order book articles runs on the real Binance spot book, streamed straight into the page. Pick BTC, ETH, SOL, BNB or XRP above any demo. The status badge shows updates per second and feed latency.

• Book: a REST snapshot of 1,000 levels, then the 100ms diff stream applied in sequence. A sequence gap triggers a fresh snapshot, so the local book never drifts.
• Trades: the aggTrade stream. When the buyer is the maker, the aggressor was a seller.
• One connection per symbol is shared by every demo on the page and closed when you leave it.
• The book goes through the same aggregation, stats and renderers as the terminal.
• If the exchange cannot be reached, the demo switches to a synthetic book and says so. Switch back with Live.

1. 1
   Feed

   The shared depth hook merges the broker's L2 stream, REST snapshots and top-of-book from price ticks into one book per symbol.
2. 2
   Stabilise

   Thin updates (one or two levels) refresh the touch of the last full book instead of replacing it. The tick size is fixed per symbol and can only get finer. An empty feed is held for 4 seconds before the book clears. The ladder therefore does not collapse or change its grouping when the feed briefly thins.
3. 3
   Aggregate

   Levels are folded onto the price grouping (bids round down, asks round up, so a bucket never advertises a better price than its orders). Cumulative totals, notional, deltas, walls and distance from mid are attached to each level.
4. 4
   Analyse

   Book stats (VWAPs, banded depth, slopes, walls) and the rolling imbalance history are derived from the snapshot.
5. 5
   Render

   The ladder renders in the DOM; the depth chart and alternative views render to HiDPI canvases (DPR up to 3), with layered base and overlay canvases so the cursor never redraws the book.