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By Colin Scanes, Market Surveillance Officer at Bitstamp Introduction When analysts look at the crypto market, they often highlight narrow spreads as one of the key indicators of good liquidity. Order was completely filled and did not come to rest in the order book. The package provides a number of functions for the visualisation of limit order events and order book liquidity. The plotVolumePercentiles function plots the available volume in 25bps increments on each side of the order book in the form of a stacked area graph.
