{"uid":"cap_yzaPfWiTK2-2gLEpvN40k","slug":"halowerk-marktwerk-order-book-imbalance-04790a5e","name":"HALOWERK marktwerk Order Book Imbalance","description":"Reads the visible order book of one exchange and measures how bid and ask volume sit inside a window of depth_pct around the mid. imbalance runs from -1 (only asks) to +1 (only bids) and is computed on quote turnover, not on level counts. pressure is the plain classification kauf, verkauf or ausgeglichen and the threshold behind it is returned in thresholds_used, never hidden in code. A wall is a level larger than five times the median level size in the same window; that median is part of the an","url":"https://markt.halowerk.com/orderbook/imbalance","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"venue":{"enum":["binance","coinbase","kraken","okx","bybit"],"type":"string","default":"binance","description":"Exchange to read the book from."},"levels":{"type":"integer","default":200,"maximum":1000,"minimum":50,"description":"Levels per side to request. Exchanges cap this differently."},"symbol":{"type":"string","pattern":"^[A-Za-z0-9]{2,15}/[A-Za-z0-9]{2,15}$","description":"Trading pair as BASE/QUOTE, for example ETH/USDC."},"depth_pct":{"type":"number","default":1,"maximum":5,"minimum":0.1,"description":"Half width of the window around the mid, in percent."}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.003","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.003/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_YBpVVKYbFcfK-X0ISe1El","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.003","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Measures bid/ask volume imbalance within a configurable depth window around the mid price for a trading pair on a chosen exchange, classifying market pressure and detecting order book walls.","exampleAgentPrompt":"Check the order book imbalance for ETH/USDC on Coinbase — use a 1.5% depth window and 200 levels per side — and tell me whether there's more buying or selling pressure, and if any walls are forming.","exampleUseCases":[{"title":"Pre-trade market pressure check","prompt":"Before I put in a large ETH/USDT buy order on Binance, can you check the order book imbalance within 2% of the mid using 500 levels and tell me if sellers are dominating or if there are any big ask walls I should be aware of?"},{"title":"Cross-exchange order flow comparison","prompt":"Compare the order book pressure for BTC/USDT on Kraken vs Bybit — use the default 1% depth window — and tell me which exchange has a stronger bid imbalance right now."},{"title":"Automated wall detection alert","prompt":"Monitor the SOL/USDC order book on OKX with a 0.5% depth window and 200 levels, and flag if any walls appear on either the bid or ask side that could act as support or resistance."}],"resultDescription":"Returns a numeric imbalance score from -1 (pure ask-side) to +1 (pure bid-side) computed on quote turnover, a pressure label (kauf/verkauf/ausgeglichen), the thresholds used for classification, identified wall levels with their sizes, the median level size used for wall detection, and supporting bid/ask volume breakdowns within the specified depth window.","failureModes":["Invalid symbol format (must match BASE/QUOTE pattern) returns validation error","Unsupported trading pair on the selected exchange returns a not-found or empty book error","Exchange API timeout or rate limit causes upstream failure","depth_pct outside 0.1–5 range or levels outside 50–1000 range returns schema validation error","Payment failure or insufficient funds for x402 per-call billing blocks the request"],"whenToPreferThis":"Choose this endpoint when you need a transparent, formula-driven order book imbalance signal with explicit thresholds and wall detection across major CEX venues. It is superior to rolling your own analysis when you need quote-turnover-weighted imbalance (not naive level counts), explicit wall identification with median-size anchoring, and a human-readable pressure label with the exact classification threshold returned. Prefer this over ticker endpoints when you need depth-of-book insight rather than just top-of-book price data.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T06:49:48.541Z","isFirstParty":false}