Kraken Pro Analytics
Vt is de historische volatiliteit op tijdstip t
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Pt is de sluitingsprijs van het currency-paar op tijdstip t, die steekproefsgewijs is bepaald met de gekozen steekproeffrequentie
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What it shows:
A visual chart of the cryptocurrency’s price over a chosen timeframe (1m, 15m, 1h, 4h, 1D, 5m, etc.).
How it might be used:
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Track short-term fluctuations or spot longer-term trends (e.g., a steady uptrend over a week).
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Compare price movements at specific times—like after a news announcement.
Example:
Suppose you’re looking at BTC/USD. If you see the price dropped from $30,000 to $29,500 over a few hours, you might keep an eye out for signs of a potential rebound or continued downward momentum.
What it shows:
A measure of “taker imbalance”: The difference between taker buy volume and taker sell volume during the selected sampling frequency, shown in units of the base currency.
How it might be used:
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A positive aggressor differential means more buy orders are being executed at market price than sell orders, suggesting potentially bullish short-term sentiment.
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A negative number implies the opposite—more sell-side aggression at market prices.
Example:
If you notice an aggressively positive differential (say +5 BTC in a 15-minute window), it might indicate that buyers are dominating recent trades. That doesn’t guarantee continued buying pressure, but it’s a clue about the market’s current mood.
What it shows:
The total number of individual trades filled during each interval of the selected timeframe.
How it might be used:
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A sudden spike in trade count often accompanies major news, sudden price shifts, or heightened volatility.
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A low trade count could indicate a quieter market period with less activity.
Example:
You’re monitoring ETH/USD and see the trade count jump from 20 trades per minute to 100 trades per minute right after a big protocol upgrade announcement. This surge in trades could confirm that the announcement is impacting the market.
What it shows:
The standard deviation of logarithmic returns over the chosen timeframe. Essentially, it reflects how much the price is fluctuating (the higher the volatility, the larger the swings).
How it might be used:
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Traders keep an eye on volatility to gauge potential risk. High volatility means bigger price movements (either up or down).
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Low volatility suggests relatively stable price action.
Example:
If you see rolling volatility for SOL/USD rise from 2% to 5% over a day, it means price swings are getting more dramatic. You might choose to adjust your position size or risk management strategy accordingly.
What it shows:
The total volume of the base currency traded in each interval of the selected timeframe.
How it might be used:
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Traders keep an eye on volatility to gauge potential risk. High volatility means bigger price movements (either up or down).
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Low volume can mean a price move might not be sustainable.
Example:
Looking at DOGE/USD, you notice the trading volume doubled from 1 million DOGE to 2 million DOGE in a single hour. This might imply new interest or a large buyer/seller entering the market.
What it shows:
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Order Book Imbalance: The difference between cumulative buy and sell orders at the same price distance from the mid-price.
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100k USD Slippage: The Volume-Weighted Average Price (VWAP) where $100,000 worth of the crypto could be bought or sold, showing how far the price might move due to current liquidity.
How it might be used:
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A large imbalance can indicate stronger buy or sell interest at certain price levels.
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Monitoring the 100k slippage helps you anticipate how a bigger order might impact the market price.
Example:
If the imbalance bar is predominantly green (indicating more buy orders), it may suggest buyers are piling in around certain price levels. Meanwhile, seeing that the 100k USD slippage is only a small price difference might reassure you there’s sufficient liquidity to handle larger orders.
Due to market conditions, one or more metric might not be available for some assets at higher frequencies. For example, if the 1 minute interval is selected and the historical window covered is small, the Trade count metric will have no data to show.
Summary
The Analytics page on Kraken Pro provides a wealth of real-time market data—covering everything from price changes and trading volume to volatility and order book depth. While these tools can’t predict future moves, they offer valuable insights to help you better understand market behavior.
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