-1
Can I get to know how many orders are placed at a particular price (bid or ask) on an exchange (like Mt.Gox, Bitstamp etc.)? There might be a wall of 1000 BTCs - do I know if this is a single order or 100 smaller orders? I am asking because this has to do something with a stability of an order book... a single big order can be removed quickly and destabilize the market in my opinion.
2
You simply don't know via any existing APIs that I'm aware of. Potentially you could regularly update a market depth API watching for large changes at a price point which would indicate a large order.
However you can't tell whether someone has broken up a large order into a number of smaller orders, and using a bot it's trivial to cancel a large number of orders very quickly.
0
Google Market Depth, and you'll find plenty of them:
I personally use http://bitcoin.clarkmoody.com/ for MtGox.
I asked about number of orders, not about the order book in general. – Kozuch – 2013-11-09T23:04:04.637
Why would you care? – Nate Eldredge – 2013-11-06T18:13:54.970
Because of security - a single big order can be removed quickly and destabilize the market... – Kozuch – 2013-11-07T07:05:51.697