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Litecoin.watch · Research & practical tools

LTC/EUR liquidity and execution costs

Compare public order-book spreads and visible-depth execution estimates for €100, €1,000 and €10,000.

Latest captured books

Loading recorded observations…

Scheduled captures every 15 minutes; this is a saved observation, not a streaming quote. Venue responses overlap in time but are not synchronized.

Visible book only · no trading, funding or withdrawal fees
Venue / observationBid / ask · EURSpread · bpsDepth within 1% · EURLTC / EUR replayVWAP · EUR/LTCDepth impact · bpsCost vs midpoint · bps

Recorded spread history

Retained observations · CSVRetained metrics · JSONCapture and calculation code · Python

30-day retention begins with this collector’s first capture. Gaps over 30 minutes remain open in the SVG chart. Missing responses are not filled from earlier prices.

How to read the numbers

  1. Spread: (best ask − best bid) ÷ midpoint × 10,000. One basis point is 0.01%.
  2. Buy replay: spend the selected EUR budget through successive asks. VWAP is total EUR divided by obtained LTC.
  3. Sell replay: sell budget ÷ that venue’s best bid LTC. A €1,000 selection means nominal €1,000 at its best bid; the exact LTC amount differs by venue.
  4. Depth within 1%: summed EUR value of asks up to best ask × 1.01, or bids down to best bid × 0.99. The captured-level count describes the entire returned side, not just that band.
  5. Depth impact: buy VWAP ÷ best ask − 1, or 1 − sell VWAP ÷ best bid, in basis points.
  6. Cost vs midpoint: buy VWAP ÷ midpoint − 1, or 1 − sell VWAP ÷ midpoint. Includes the distance from midpoint to the quoted side and visible depth.
  7. Insufficient depth: partial amounts remain visible; whole-order VWAP/impact are withheld. An unavailable response is not zero liquidity.

We sort and aggregate positive levels and reject crossed books. Kraken and OKX request 100 levels; Coinbase level 2 returns its available aggregated book. Different depth limits can change coverage. Orders can disappear; hidden liquidity, queue position, latency, tick/lot rounding and price movement are excluded. These are observations, not executable offers or a venue recommendation.

Kraken level timestamps are not treated as a book-wide event time. Coinbase sequence and OKX book timestamp are retained when supplied. Request and response times are collector times. Raw downloads expose a SHA-256 response-body digest. HTTP errors, old exchange timestamps and invalid books remain failed captures.

API formats: Kraken, Coinbase Exchange, OKX.

Add your actual provider chargesBuying checklistOriginal €100 experiment