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Function Watch Book

Streams books from a selected exchange and trading pair into Excel in real time.

Function Watch Book
Watch Book

1. Syntax

=ST_WATCH_BOOK( exchange, symbol, [sec], [Max_rov])

2. Parameters

ParameterRequiredDescriptionExample
ExchangeYExchange name (e.g., binance, coinbase, kraken, my_exc)“binance”
SymbolYTrading pair“BTC/USDT”
SecN. Default 2Update time in seconds2.5
Max RowN Default 50Max Number of rows/trades10

Exchange

Required: Y

Description: Exchange name (e.g., binance, coinbase, kraken)

Example: “binance”

Symbol

Required: Y

Description: Trading pair

Example: “BTC/USDT”

Sec

Required: N default 0

Description: Update time in seconds

Example: 2.5

Max Row

Required: N default 50

Description: Max number of rows/trades

Example: 10

3. Return Value

ValueDescription
SideBid/Ask 
PriceBook Price up to 8 decimals
SizeBid/Ask size
TotCumulative sum of order book size

Side

Bid/Ask

Price

Book Price up to 10 decimals

Size

Bid/Ask size

Tot

Cumulative sum of order book size

4. Rate limits

This function uses a WebSocket connection and does not consume your rate limit

Tip. Use st_watch_requests() to monitor your requests.

5. Usage

The Watch Book function helps you understand the strength of buyers and sellers. When requesting the same symbol for Multiple Exchanges you can spot arbitrage opportunity 

6. Watch Book related functions