Reading Market Battle from a spot book and trades
Standing offers and actual observed trades are different measurements. One source result retains exact quantities, clocks and display state.
1. Select actual spot and book depth
Open Market Battle, Actual spot · Binance, Spot pair and Levels on each side (5, 10 or 25). It reuses the original book/trade source; Open original book offers the other view. USDT is a separate quote unit, not USD. This is one spot venue, not an exchange aggregate or futures market.
The visible page periodically reads the shared source; Read now requests another read. Synchronizing, reconnecting, sequence gaps, stale events or an unavailable source do not establish a live book. Failures never automatically replace actual data with an example.
2. Depth means selected standing offers
Bid and ask depth uses two sides with a shared scale for cumulative base-asset quantity. The complete table shows price, original quantity, price × quantity in USDT and same-side cumulative totals. Spread is best ask minus bid. Only captured displayed price levels are counted, not order counts, entire liquidity or a guaranteed execution price.
3. Trades mean observed taker messages
Observed taker trades plots original time × price points, sized by quantity and coloured by initiating side. No trades are created between points. A maker buyer means a taker sell; otherwise it is a taker buy. This derives initiating side from the original flag, not people, holders or net inflows.
Counts and base/USDT quantities concern up to 100 messages observed after connection, with their actual oldest/newest times. This is not a fixed minute or complete market history/volume. Zero records does not establish zero activity. Book and trades have separate clocks and are not an atomic snapshot; they are not combined into a score. Liquidations are not provided; order cancellations are not inferred.
4. Pause the same result for inspection
Pause display freezes the displayed result. Opening a point, Inspect, Source detail or trade pagination also pauses reads of the same result. Complete book levels and All observed trades retain original order, IDs and clocks. Resume and read obtains the current source again; a frozen state is never presented as a continuing live connection.
Source detail separates original status/reason, latest book event, initial REST snapshot, trade capture, source assembly and last successful read. It shows sequences, source addresses and method; publication time is unreported. Original document and exact calculation is the normalized input/result, not an archive of every original REST/WebSocket message or durable historical replay.
5. Whole export and source availability
Download whole JSON/CSV retains the same result, all selected levels/observed trades and one original normalized document. A detail or page never narrows the file. Separate export annotation records updating, paused, offscreen, unverified display state without changing original source status. An old live status alone does not establish export freshness.
If the actual source is unavailable, no fictional prices or trades replace it. Market Battle predicts no price direction, creates no trading signal and places no orders. Source availability alone does not establish permission for further public redistribution.
This is a guide to Datisto. Private features require sign-in and access to your own data. Personal models use your assumptions; availability and permitted use of source data are checked with the particular result. This is not investment advice.