| name | recipe-track-orderbook-depth |
| version | 1.0.0 |
| description | Monitor order book depth and bid-ask imbalance for liquidity signals. |
| metadata | {"openclaw":{"category":"recipe","domain":"market-data"},"requires":{"bins":["kraken"],"skills":["kraken-market-intel","kraken-ws-streaming"]}} |
Track Order Book Depth
PREREQUISITE: Load the following skills to execute this recipe: kraken-market-intel, kraken-ws-streaming
Monitor order book depth for a pair and detect bid-ask imbalance as a liquidity signal.
Steps
- Get a snapshot:
kraken orderbook BTCUSD --count 25 -o json 2>/dev/null
- Sum bid volume (top 10 levels) and ask volume (top 10 levels)
- Calculate imbalance ratio: bid_volume / (bid_volume + ask_volume)
- Ratio > 0.6: strong bid-side (buying pressure)
- Ratio < 0.4: strong ask-side (selling pressure)
- Start streaming for continuous monitoring:
kraken ws book BTC/USD --depth 10 -o json 2>/dev/null
- Parse each update and recalculate imbalance
- Alert when imbalance crosses threshold
- Optionally compare across pairs (one call per pair):
kraken orderbook BTCUSD --count 10 -o json 2>/dev/null then kraken orderbook ETHUSD --count 10 -o json 2>/dev/null
If you hit a mismatch between what you are trying to do and the CLI's interface or responses — including a mismatch between this skill and the installed CLI version's contract — feel free to submit feedback with kraken feedback.