Depth Shot Algorithm
Depth Shots profits from sharp price spikes (breakthroughs) followed by pullbacks. The algorithm places orders not at a fixed distance from price, but based on order volume in the exchange order book.
With smooth volume changes, the order automatically moves. When a breakthrough occurs, the position opens and quickly closes on the pullback.
Principle: the algorithm assumes that to execute a given trading volume, price must reach the level where that volume exists in the order book. This approach works more accurately on pairs with sparse order books, where breakthrough sizes vary significantly.
How It Works
Order Book Volume Analysis
Continuously tracks cumulative order volume in the book (Bid for buying, Ask for selling).
Order Placement at Target Volume
Order is placed where accumulated volume in the book reaches the set value.
Example: volume 50,000 USDT → order where 50,000 USDT is accumulated.
Buffer Around Order
A corridor is created where volume can fluctuate without moving the order.
Automatic Movement
Far boundary crossed order → order moves toward price
Near boundary crossed order → order moves away from price
Execution on Breakthrough
Sharp price spike toward order → position opens.
Position Protection
Take Profit and Stop Loss are set automatically.
Main Parameters
Quote Asset Volume
Target volume in the order book in units of the pair's second currency.
ETHUSDT — volume in USDT
ETHBTC — volume in BTC
This is the volume shown in the exchange order book on the chart.
⚠️ Important: specify in numbers without abbreviations. For 1 million USDT: 1000000
How to determine:
Open order book for selected pair
Find level for order placement
Check accumulated volume to that level
Specify in settings
Min/Max Distance
Range of distances from price in percent where algorithm can place orders.
If volume is within these boundaries — order is placed. If it goes beyond — behavior depends on "Stop if out of range".
Distance is counted by direction:
Buy — below price
Sell — above price
Example:
Price: 50,000 USDT
Min: 0.5%, Max: 2%
Side: Buy
Placement range: 49,000 – 49,750 USDT
Buffer System
Two-level system forms unified buffer zone around order.
Volume Buffer
Corridor in quote asset units where volume can fluctuate without moving the order.
On placement, target volume is in buffer center. Size is divided by 2 in each direction.
Example:
Volume: 50,000 USDT
Buffer: 4,000 USDT
Boundaries:
Far: 52,000 USDT (+2,000)
Near: 48,000 USDT (-2,000)
While volume between 48,000 and 52,000 — order doesn't move.
Min/Max Buffer
Additional buffer width limitation in percent from price.
Applied to each boundary separately:
Minimum buffer — boundary cannot be closer to order
Prevents collapse when there's a "wall" in order book
Zone width always ≥ 2 × min buffer
Maximum buffer — boundary cannot be further from order
Prevents excessive expansion in sparse order books
How it works:
"Volume buffer" is taken (half from order)
Each boundary is checked:
Within Min/Max → "Volume buffer" is used
Goes beyond → set to nearest Min/Max boundary
Example:
Price: 50,000 USDT
Order: 49,500 USDT (1% from price)
Volume buffer: 4,000 USDT (~8% from price)
Min: 0.2%, Max: 2%
Without Min/Max:
Far: ~52,000 USDT (~4%) ❌ exceeds Max
Near: ~47,000 USDT (~5%) ❌ exceeds Max
Result:
Far: 50,490 USDT ✅ limited by Max 2%
Near: 48,510 USDT ✅ limited by Max 2%
Movement Control
Stop If Out of Range
Behavior when volume goes beyond Min/Max distance.
Disabled (default):
Order is fixed at range boundaries
Closer than Min → stays at Min
Further than Max → stays at Max
When volume returns — moves as usual
Enabled:
Order is cancelled when out of range
Recheck after set time (default 60 sec)
Interval: "General → Restart delay on critical event"
Use High Frequency Order Book Updates
Frequency of receiving order book data.
Disabled:
Spot: once per 1 sec
Futures: once per 0.5 sec
Low API load
Suitable for most strategies
Enabled:
All markets: once per 0.1 sec
Maximum precision
High API load
Fast API limit consumption
⚠️ Caution: on large number of pairs can cause:
Exchange desync
API limit exhaustion
Processing delays
Recommendations:
✅ Enable for 1–5 active pairs
❌ Disable when working with 10+ pairs
❌ Disable with weak internet
Follow Price Delay
How many seconds to wait before moving order toward price after far boundary crosses order.
If volume returns during delay period — order doesn't move.
Application: avoids unnecessary movements during temporary fluctuations.
Replace Delay
How many seconds to wait before moving order away from price after near boundary crosses order.
Application: filters false signals during temporary volume changes.
Order Parameters
Side
Buy (Long):
Order in Bid book
Opens low, closes high
Expects upward pullback
Sell (Short):
Order in Ask book
Opens high, closes low
Expects downward pullback
Client Order Type / Stop Price
What type of order to place and stop price value for stop-limit.
Order Size
Size in USDT. When trading with leverage, specify full size including leverage.
Auto-increase button: raises to exchange minimum for pairs where it's below required.
Minimums on "Management" tab.
Iceberg
Hides size from order book. Executes in parts. Only for spot markets.
Auto Join / Join Key
Auto-merge positions on same pair:
Recalculate weighted average entry price
Adjust Take Profit and Stop Loss
Join key: unique name for merging only between selected algorithms.
⚠️ Important: without key, merges all positions on pair, including manual ones.
Take Profit
Automatic profit lock. Enabled by default.
In Depth Shots, three Take Profit calculation modes. All counted in profitable direction (long — above, short — below).
⚠️ Percentage must cover exchange commission.
Classic Take Profit
Percent from position opening price.
Example:
Entry: 50,000 USDT
TP: 0.5%
Buy
Result: TP at 50,250 USDT
Application:
Stable markets with predictable breakthroughs
Know exact profit percent
Historic Take Profit
Percent from distance over last 2 seconds, including breakthrough.
Traveled distance = 100%. You specify pullback percent.
Formula:
Distance = |Price 2 sec ago - Current price|
TP = Entry ± (Distance × Percent / 100)
Example:
2 sec ago: 50,000 USDT
Entry: 48,500 USDT
Buy
Distance: 1,500 USDT (3%)
Percent: 33%
Result:
Pullback: 1,500 × 0.33 = 495 USDT
TP: 48,995 USDT (~1% from entry)
Application:
Breakthrough size varies significantly
Adaptation to movement strength
Variable volatility
Default: 50% (half distance)
Depth Take Profit
Percent only from breakthrough size, without preceding movement.
Like historic, but 100% = breakthrough only.
Formula:
Breakthrough = |Price before - Entry|
TP = Entry ± (Breakthrough × Percent / 100)
Example:
Before breakthrough: 49,500 USDT
Entry: 48,500 USDT
Buy
Breakthrough: 1,000 USDT
Percent: 50%
Result:
Pullback: 500 USDT
TP: 49,000 USDT
Application:
Precise binding to breakthrough
Pullback from breakthrough matters, not total movement
Default: 50%
TP Types Comparison
Situation: smooth decline 50,000 → 49,500 over 2 sec, then breakthrough to 48,500
Classic 1%
48,500 × 1.01
48,985
Fixed percent
Historic 33%
48,500 + (1,500 × 0.33)
48,995
Total movement
Depth 50%
48,500 + (1,000 × 0.5)
49,000
Breakthrough only
Order Type
Limit (recommended):
Real on exchange (r)
Visible in order book
With virtual Stop Loss
Market:
Virtual in core (v)
Real when price touches
With real stop-limit Stop Loss
⚠️ Availability depends on exchange.
Iceberg
Hides Take Profit size. Independent from main order iceberg.
Auto Price Down
Gradually lowers TP order if price doesn't reach initial level.
⚠️ Important: regardless of TP type (classic/historic/depth), step and limit only in percent from entry price.
Timer: how many sec until next step
Step: how much % from entry price to lower
Limit: minimum level % from entry
Example:
Type: Depth 50%
Breakthrough: 3% (1,500 USDT)
Timer: 1 sec, Step: 0.5%, Limit: 0.2%
Entry: 48,500 USDT
Opened → TP at 50% breakthrough = 750 = 49,250 (1.5% from entry)
After 1 sec → TP 1% = 48,985
After 1 sec → TP 0.5% = 48,742.5
After 1 sec → TP 0.2% = 48,597 (minimum)
Stays at 0.2%
⚠️ Increase not provided.
Support
Questions about setup or suggestions — contact support.
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