Liquidity

ME10002 - Order Book Liquidity metrics

Order Book Liquidity

get

Real market depth, spread analysis, and slippage estimates.

Why it matters: Order books lie. 80% of displayed liquidity may be fake. Madjik filters spoofed orders.

Authorizations

ApiKeyAuth

X-API-KeystringRequired

API key for authentication

Path parameters

change_variantstring · enumRequired

• value - Absolute value
• relchg - Relative change (%)
• score - Score (0-100)

Possible values:

time_variantstring · enumRequiredPossible values:

Query parameters

assetstring · enumOptional

Filter by asset

Possible values:

exchangestring · enumOptional

Filter by exchange

Possible values:

Responses

200

Liquidity data

application/json

get

/metrics/ME10002/{change_variant}/{time_variant}

HTTPcURLJavaScriptPython

GET /v1/metrics/ME10002/{change_variant}/{time_variant} HTTP/1.1
Host: api.madjik.io
X-API-Key: YOUR_API_KEY
Accept: */*

200

Liquidity data

{
  "metric_id": "ME10002",
  "data": [
    {
      "asset": "text",
      "exchange": "text",
      "bid_depth_1pct": 1,
      "ask_depth_1pct": 1,
      "spread_bps": 1,
      "mid_price": 1
    }
  ]
}

Slippage Estimates

get

Expected slippage for various order sizes

Authorizations

ApiKeyAuth

X-API-KeystringRequired

API key for authentication

Query parameters

assetstring · enumOptional

Filter by asset

Possible values:

exchangestring · enumOptional

Filter by exchange

Possible values:

Responses

200

Slippage estimates

No content

get

/metrics/ME10002/slippage

HTTPcURLJavaScriptPython

GET /v1/metrics/ME10002/slippage HTTP/1.1
Host: api.madjik.io
X-API-Key: YOUR_API_KEY
Accept: */*

200

Slippage estimates

No content