# HALOWERK marktwerk Order Book Imbalance

> 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.

## Facts

- Endpoint: POST https://markt.halowerk.com/orderbook/imbalance
- Price: $0.003/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-15
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/halowerk-marktwerk-order-book-imbalance-04790a5e
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_yzaPfWiTK2-2gLEpvN40k

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability halowerk-marktwerk-order-book-imbalance-04790a5e -d '<json body>'
```

Example prompt: 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.

## When to prefer this

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.

## Known failure modes

- 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

## How this service works

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

## Output

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.

## Request schema (JSON Schema)

```json
{
 "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."
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/halowerk-marktwerk-order-book-imbalance-04790a5e/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from markt.halowerk.com](https://www.zero.xyz/host/markt.halowerk.com/llms.txt)