> For the complete documentation index, see [llms.txt](https://academy.hyblockcapital.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://academy.hyblockcapital.com/indicators/orderbook/bid-and-ask-cumulative-delta.md).

# Bid & Ask Cumulative Delta

## Definition

**Bid & Ask Cumulative Delta** tracks the **cumulative difference between resting buy (bid) and sell (ask) orders** on the order book over a specific timeframe. It measures the **net liquidity imbalance** between passive buy and sell orders, offering insight into the **supply and demand dynamics** waiting to be executed.

#### **Key Concept:**

* **Bid Liquidity:** The total volume of passive buy (bid) orders resting in the order book.
* **Ask Liquidity:** The total volume of passive sell (ask) orders resting in the order book.
* **Delta:** The difference between bid liquidity and ask liquidity at each point in time.
* **Cumulative Delta:** The running total (cumulative sum) of these differences over time.

Cumulative Delta=∑(Bid Liquidity−Ask Liquidity)

#### **Depth Parameters:**

The **Bid & Ask Cumulative Delta** is analyzed across various **order book depth levels**, each representing a range of liquidity from the mid-price:

* **Quote:** Best bid and ask prices.
* **1% Depth:** Orders within 1% of the mid-price.
* **2% Depth:** Orders within 2% of the mid-price.
* **5% Depth:** Orders within 5% of the mid-price.
* **10% Depth:** Orders within 10% of the mid-price.
* **20% Depth:** Orders within 20% of the mid-price.
* **Full Book:** All visible liquidity across the entire order book.

Each depth level provides a unique perspective on **liquidity concentration and imbalance**, offering clarity on market sentiment across varying price ranges.


---

# Agent Instructions
This documentation is published with GitBook. GitBook is the documentation platform designed so that both humans and AI agents can read, navigate, and reason over technical content effectively. Learn more at gitbook.com.

## Querying This Documentation
If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter, and the optional `goal` query parameter:

```
GET https://academy.hyblockcapital.com/indicators/orderbook/bid-and-ask-cumulative-delta.md?ask=<question>&goal=<endgoal>
```

`ask` is the immediate question: it should be specific, self-contained, and written in natural language.
`goal` is optional and describes the broader end goal you are ultimately trying to accomplish on behalf of the user. GitBook uses it to tailor the answer towards what is most useful for that goal.

The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.
