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Multi-exchange depth profile

Horizontal bars per price level aggregating depth across Binance, OKX, Bybit, Bitget, Kucoin. Surfaces cross-venue walls and shows where liquidity is venue-specific vs. broad-market.

The Multi-exchange Depth Profile aggregates depth across the major perpetual venues — Binance, OKX, Bybit, Bitget, Kucoin — and paints horizontal bars per price level color-coded by venue. The panel shows you where liquidity is venue-specific (one bar dominant per level) vs. broad-market (all venues stacked). Useful for spotting trapped venue-specific orderbooks and for confirming that a wall on one venue is actually a wall across the venue cluster.

Multi-exchange depth profile bars

Anatomy

  • Vertical price axis — anchored to the chart's visible range.
  • Horizontal bars — one row per price level; segmented by venue (each venue gets its own color).
  • Wall labels — bars above a notional threshold get a WALL chip with the notional.
  • Bid / ask split — bid-side rows below current price; ask-side above.

Settings

SettingDefaultNotes
VenuesAllToggle individual venues on / off.
Aggregation tick0.1% of priceGroup depth by this percentage step.
Wall threshold$2MNotional above which bars get a WALL label.
Sort byNotionalNotional / distance-from-price.
Show venue legendOnColor → venue mapping at the top.

How to read it

  • Single-venue dominance at a level — venue-specific wall; can be venue-arb opportunity or a venue-specific accumulator (e.g. an MM working a Korean inventory).
  • Stacked across venues — broad-market wall; high-confidence S/R; respect it.
  • No bars near current price — vacuum; price will move fast through it.
  • Asymmetric stacks above vs. below — implied direction; price often falls into the lighter side.

Common pitfalls

  • Hiding the venue you trade on — even if you only trade Binance, knowing OKX's wall is bigger helps you decide whether to fade or follow.
  • Reading every venue-specific wall as suspicious — Asian-trading-heavy venues like OKX often have legitimate venue-specific walls due to regional flows.
  • Aggregation tick too tight — depth fragments across hundreds of rows; can't see the walls. Tune to 0.1-0.5% of price.

What's next