Crypto SOR

A consolidated order book and simulated Smart Order Router for multiple CeFi exchanges. For more information, check out the blog post or view the source code.

Symbol
Exchanges
ExchangeSize (BTC)Price (USD)
Kraken
6.308784
83,233.60
Kraken
0.049000
83,233.50
Kraken
0.480579
83,232.90
Kraken
3.003642
83,232.20
Kraken
3.003649
83,232.10
Kraken
0.098560
83,232.00
Kraken
0.098860
83,231.90
Kraken
0.000207
83,230.90
Kraken
1.403645
83,230.80
Kraken
0.036042
83,229.80
Price (USD)Size (BTC)Exchange
83,233.70
0.152569
Kraken
83,235.40
0.084579
Kraken
83,240.10
0.036042
Kraken
83,241.30
0.079754
Kraken
83,241.40
0.120133
Kraken
83,242.50
3.003276
Kraken
83,243.30
3.003246
Kraken
83,244.40
1.268645
Kraken
83,245.20
3.003177
Kraken
83,246.10
0.001000
Kraken
red price indicates crossed price level.
Test Order
BTC

ExchangeSymbolSideSizeAvg. PriceImpact