What is Depth Merger?
Depth Merging refers to combining market orders based on different price intervals, allowing you to view market trends more intuitively. Depth merging only affects how the data is displayed and does not impact the actual execution prices of orders — each order will still be executed at its original order price.
Depth Merger Rules
1. Bid price: Round down
For example, 0.123456 will be rounded down to five decimal places and displayed as 0.12345s.
2. Ask price: Round up
For example, 0.123456 will be rounded up to five decimal places and displayed as 0.12346.
3. Quantity: Merge upward (multiple order quantities aggregated for display)
Examples
1. Buy Order Merging (Using CET/USDT Spot Market as an Example)
(1) Before merging: Depth display precision is set to 6 decimal places (e.g., 0.123456).
- Buy order 5: Price: 0.046901, Qty: 58 CET
- Buy order 6: Price: 0.046900, Qty: 6101.339019 CET
(2) After merging: Depth display precision is set to 5 decimal places (e.g., 0.12345).
- Price merging: Since the two orders have similar prices, the buy prices are rounded down and displayed as 0.04690.
- Quantity merging: The total buy quantity of these two orders is aggregated and displayed as 6159.339019 CET.
Note: If these orders are executed, they will still be filled at their actual order prices.
2. Sell Order Merging (Using CET/USDT Spot Market as an Example)
(1) Before merging: Depth display precision is set to 6 decimal places (e.g., 0.123456).
- Sell Order 1: Price: 0.047064, Qty: 653.656284 CET at 0.047064
- Sell Order 2: Price: 0.047065, Qty: 13841.329374 CET at 0.047065
(2) After merging: Depth display precision is set to 5 decimal places (e.g., 0.12345).
- Price merging: Since the two orders have similar prices, the sell prices are rounded up and displayed as 0.04707.
- Quantity merging: The total sell quantity of these two orders is aggregated and displayed as 14494.985658 CET.
Note: If these orders are executed, they will still be filled at their actual order prices.