HALOWERK marktwerk Order Book Imbalance is a paid API for AI agents from markt.halowerk.com, paid per call via x402, $0.003/call, status unknown (last checked 2026-09-15).
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.
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
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.
POSThttps://markt.halowerk.com/orderbook/imbalanceChoose 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.
| Field | Type | Description |
|---|---|---|
| venue | string | Exchange to read the book from. |
| levels | integer | Levels per side to request. Exchanges cap this differently. |
| symbol | string | Trading pair as BASE/QUOTE, for example ETH/USDC. |
| depth_pct | number | Half width of the window around the mid, in percent. |
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