Spot Order Book Heatmap: Where the Bids and Asks Sit
Every 5 minutes we read the spot order books of Binance, Coinbase, Kraken, Bybit and OKX and bin them into 0.1% price buckets around the mid price, in US dollars. The heatmap shows how that liquidity moved over the last hours; the walls table names the single largest buckets on each side and which venues hold them; the venue table says how deep each book really reaches, because REST books are shallow on some venues and we do not pretend otherwise.
Depth heatmap
Rows are 0.1% price buckets from 5% below mid to 5% above; columns are 5-minute snapshots; color is the USD resting in the bucket summed across venues. The white line is the mid price. Bright bands that persist are walls; bands that vanish were pulled.
Full history is a member feature. Members see 24 hours of snapshots with zoom and pan; anonymous readers get the last 6 hours. Members only →
Largest walls right now
The five biggest bid buckets and five biggest ask buckets across the five venues, with the venue split.
| Side | Price | From mid | Resting | Venues |
|---|---|---|---|---|
| ask | 11.22 | +0.65% | $769K | kraken $458K · bybit $163K · coinbase $119K · binance $19K · okx $10K |
| bid | 11.05 | -0.85% | $647K | kraken $234K · binance $184K · bybit $159K · coinbase $38K · okx $31K |
| bid | 11.06 | -0.75% | $576K | kraken $478K · coinbase $38K · okx $29K · binance $26K · bybit $5K |
| ask | 11.25 | +0.95% | $571K | kraken $228K · okx $182K · bybit $94K · binance $67K · coinbase $185 |
| ask | 11.19 | +0.35% | $509K | binance $328K · coinbase $104K · okx $54K · kraken $17K · bybit $6K |
| ask | 11.23 | +0.75% | $443K | kraken $409K · binance $19K · okx $11K · coinbase $2K · bybit $914 |
| bid | 11.07 | -0.65% | $440K | kraken $376K · coinbase $29K · binance $18K · bybit $11K · okx $6K |
| bid | 11.13 | -0.15% | $396K | coinbase $177K · kraken $97K · okx $51K · binance $48K · bybit $24K |
| bid | 11.04 | -0.95% | $350K | kraken $206K · coinbase $84K · okx $29K · bybit $27K · binance $4K |
| ask | 11.15 | +0.05% | $337K | kraken $115K · binance $95K · coinbase $64K · okx $52K · bybit $10K |
Depth by venue
USD resting within 2% of mid on each side, and how far the venue's REST book reaches in each direction. A shallow reach means the venue only exposes the top of its book, not that the book is thin.
| Venue | Mid | Bids 2% | Asks 2% | Book reach | Levels |
|---|---|---|---|---|---|
| binance | 11.15 | $575K | $788K | -5.00% / +5.00% | 8,137 |
| coinbase | 11.14 | $757K | $611K | -5.00% / +5.00% | 8,203 |
| kraken | 11.14 | $1.9M | $1.8M | -5.00% / +5.00% | 1,000 |
| bybit | 11.15 | $404K | $402K | -2.22% / +2.07% | 400 |
| okx | 11.15 | $395K | $510K | -4.12% / +4.12% | 800 |
Reach is capped at 5% (the bin span).
Methodology and honest limits
Books: Binance /api/v3/depth (5000 levels), Coinbase Exchange level 2 (the full aggregated book), Kraken Depth (500), Bybit spot orderbook (200), OKX books (400). Each level's price times quantity is added to the bucket of its distance from mid; mid is the midpoint of the best bid and ask of that venue. Buckets are 0.1% wide, 50 per side.
Coverage: a venue whose book reaches only 0.3% from mid contributes nothing to farther buckets; that is unknown depth, not zero, and the venue table shows the reach so you can read the heatmap correctly. Coinbase is the only venue whose REST book reaches the whole span.
Snapshots are 5 minutes apart, so orders placed and pulled inside a window are invisible here; walls can be spoofing and the page does not judge intent. Raw per-venue snapshots are kept 14 days and sold on the paid route; the daily CSV keeps the 00:00 UTC rows.
FAQ
Is a wall support or resistance?
A bid wall is resting demand below price, an ask wall resting supply above it. They can act as short-term support or resistance while they stay, and they can be pulled in a second; the heatmap history shows which walls persisted.
Why do Bybit and OKX look shallow?
Their public REST books return only 200 and 400 levels, which on BTC reach about 0.3% from mid. The venue table shows the reach; beyond it the book is unknown, not empty.
Is this the same as the liquidation map?
No. The LiqMap estimates where leveraged positions would be liquidated; this page shows real resting spot orders. Both are about where price may react, from opposite sides of the market.
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