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Market basics

How to read a crypto order book

The order book is the live list of every buy and sell order waiting to be filled. Learn to read it and you can see supply, demand and likely short-term moves before they happen on the chart.

Bids and asks

An order book has two sides:

The best bid (highest someone will pay) and the best ask (lowest someone will sell for) meet in the middle. Each row shows a price and the quantity resting at that price.

The spread

The gap between the best bid and the best ask is the bid-ask spread. A tight spread (small gap) means a liquid, actively traded market — easy to get in and out near the last price. A wide spread signals low liquidity: you'll pay more to cross it, and price can jump around.

On Paperex: the spread is shown between the two sides of the book, with the percentage in brackets. Watch how it tightens on busy markets and widens on quiet ones.

Depth, walls and thin books

Depth is how much quantity is stacked at each price. Reading it tells you how hard the price is to move:

The depth bars behind each row on Paperex make this visual: longer bars = more size resting at that price.

Market orders eat the book

A market order doesn't wait — it fills against the best resting orders, climbing the book until it's complete. If you buy more than sits at the best ask, you fill at the next ask up, then the next. The difference between the price you expected and the average price you got is slippage. Thin books and large orders cause more of it.

Makers vs takers

Posting a resting limit order adds liquidity to the book — you're a maker. Sending a market (or marketable) order removes liquidity — you're a taker. On real exchanges makers often pay lower fees because they help fill the book.

Try it: place a limit buy a little below the price on Paperex and watch your order sit in the book with a MY marker — that's you, as a maker, adding a bid.

See a live order book

Open Paperex and watch a real, streaming order book — then place an order into it, risk-free.

Open the order book ↗