Kraken Orderbook Visualizer

A professional-grade real-time orderbook visualization tool with time-travel capabilities

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  • Orderbook Visualizer

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Description

https://github.com/edwardtay/kraken-orderbook-visualizer

A professional-grade real-time orderbook visualization tool with time-travel capabilities

Real-time Visualization

  • Live Orderbook: Real-time bid/ask depth ladder
  • Price Aggregation: Configurable tick size grouping
  • Spread Display: Mid-price and spread in basis points
  • Imbalance Indicator: Visual buy/sell pressure gauge

Time Travel

  • Historical Playback: Scrub through past orderbook states
  • Snapshot Storage: Efficient time-series storage with sled DB
  • Range Queries: Query orderbook state at any timestamp

Advanced Features

  • Whale Detection: Highlight large orders (5x rolling average)
  • Market Health: Stale data detection and connection status
  • Multi-Symbol: Support for XBT/USD, ETH/USD, SOL/USD