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
5.562696
108,423.70
Kraken
2.305770
108,423.60
Kraken
0.046112
108,423.40
Kraken
0.119970
108,422.10
Kraken
2.305803
108,422.00
Kraken
2.305837
108,420.50
Kraken
0.458368
108,419.40
Kraken
4.611731
108,419.10
Kraken
0.000200
108,418.70
Kraken
0.046113
108,418.30
Price (USD)Size (BTC)Exchange
108,423.80
0.938946
Kraken
108,425.00
0.000058
Kraken
108,428.10
0.456691
Kraken
108,429.80
0.046110
Kraken
108,431.10
2.305613
Kraken
108,432.30
2.305588
Kraken
108,433.10
0.059970
Kraken
108,433.90
0.410894
Kraken
108,434.00
4.611102
Kraken
108,437.20
0.027679
Kraken
red price indicates crossed price level.
Test Order
BTC

ExchangeSymbolSideSizeAvg. PriceImpact