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Liquidity Monitor & Order Book Analysis

Monitor real-time order book depth and liquidity across exchanges.

5|1|Updated Feb 9, 2026
Search Tags:#liquidity#trading#slippage#order book#market microstructure#execution quality
One-click install
npx skills add https://github.com/kayzaa/k.i.t.-bot --skill liquidity-monitor-order-book-analysis
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Liquidity Monitor & Order Book Analysis
Source: https://github.com/kayzaa/k.i.t.-bot/tree/main/skills/liquidity-monitor
Command: npx skills add https://github.com/kayzaa/k.i.t.-bot --skill liquidity-monitor-order-book-analysis

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the challenge of executing trades optimally by providing real-time insights into market liquidity, helping users avoid slippage and identify the best execution venues.

Core Features & Use Cases

  • Order Book Depth Analysis: Track bid/ask depth to understand market depth.
  • Liquidity Scoring: Receive an A-F grade for asset liquidity.
  • Slippage Estimation: Predict potential slippage for different order sizes.
  • Use Case: Before placing a large order, use the slippage estimator to understand the potential price impact and adjust the order size or execution strategy accordingly.

Quick Start

Check the liquidity for BTC/USDT.

Frequently Asked Questions about Liquidity Monitor & Order Book Analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I estimate slippage for a large crypto order before execution?▼

To estimate slippage, this Skill monitors real-time order book depth to predict potential price impact for different order sizes before execution. It analyzes bid/ask depth across exchanges so you can adjust your order size or execution strategy accordingly.

What is liquidity scoring and how does it grade asset market depth?▼

Liquidity scoring analyzes real-time bid/ask depth and market microstructure to assign an A-F grade for asset liquidity. This helps you evaluate market depth and identify the best execution venues for optimal trading.

How do I monitor real-time order book depth across exchanges?▼

You monitor real-time order book depth by utilizing WebSocket connections and time-series databases to process live market data across exchanges. This tracks bid/ask levels continuously to detect large orders and calculate current liquidity.

Does this liquidity monitor support WebSocket connections for live market microstructure data?▼

Yes, this liquidity monitor utilizes WebSocket connections to stream live market microstructure data. It processes real-time order book data using time-series databases to analyze depth and detect large orders across exchanges.

When should I use a slippage estimator for trade execution?▼

You should use a slippage estimator before placing a large order to understand its potential price impact. It helps you adjust your order size or execution strategy to achieve optimal trade execution and avoid poor liquidity venues.

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