Order Book Imbalance: Cross-Exchange Liquidity Signal for BTC & ETH
Order book imbalance shows where liquidity is pushing — buyers or sellers dominating the book. Below is how to read imbalance, how it is computed cross-exchange, and how an imbalance RSI marks reversal zones.
What is order book imbalance
Order book imbalance is the skew of total resting bid volume over ask volume (or vice versa) in the near book. A strong bid imbalance means upward pressure; an ask imbalance, downward.
Unlike a single wall, imbalance aggregates all the near-book liquidity into a directional read, not just a level.
Cross-exchange read (Binance + Coinbase)
Single-exchange imbalance is noisy, so we compute it cross-exchange: each venue's normalized imbalance (Binance Futures, Binance Spot, Coinbase) is combined with weights. A multi-exchange consensus filters local spoofing and gives a robust signal for BTC, ETH and SOL.
Imbalance RSI and reversal zones
An RSI is computed on the imbalance series: overbought/oversold imbalance marks likely reversal zones (contrarian by construction). In Crypto Metrics Pro this is the «Зона» indicator with ready-made timeframe presets.
The historical imbalance series is free with a delay; the live edge is subscription-based.
Glossary terms
FAQ
The skew of resting bid volume over ask volume (or vice versa) in the near book. A bid imbalance is upward pressure, an ask imbalance downward.
To filter single-venue noise and spoofing: a Binance + Coinbase consensus gives a more robust signal.
Yes — the historical series for BTC/ETH/SOL is free with a delay; live is subscription-based.
See BTC and ETH levels live in the Limits module.
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Information is for analytical and educational purposes only and does not constitute investment advice. Cryptocurrency trading carries high risk.