A market depth chart visualizes a snapshot of an exchange order book as two cumulative step areas around the mid price. Cumulative bid volume rises as a green step area to the left of the mid price (summing buy orders from the best bid downward), while cumulative ask volume rises as a red step area to the right (summing sell orders from the best ask upward). The bid-ask spread appears as a gap at the center, with price on the x-axis and cumulative quantity on the y-axis. This is the iconic chart found in nearly every trading and crypto exchange UI, revealing liquidity, support/resistance walls, and the imbalance between buying and selling pressure.
#' anyplot.ai
#' depth-order-book: Order Book Depth Chart
#' Library: ggplot2 3.5.1 | R 4.4.1
#' Quality: 86/100 | Created: 2026-06-15
library(ggplot2)
library(scales)
library(ragg)
set.seed(42)
# Theme tokens
THEME <- Sys.getenv("ANYPLOT_THEME", "light")
PAGE_BG <- if (THEME == "light") "#FAF8F1" else "#1A1A17"
ELEVATED_BG <- if (THEME == "light") "#FFFDF6" else "#242420"
INK <- if (THEME == "light") "#1A1A17" else "#F0EFE8"
INK_SOFT <- if (THEME == "light") "#4A4A44" else "#B8B7B0"
# Imprint palette — semantic: green = bids (buy), red = asks (sell)
BID_COLOR <- "#009E73" # Imprint position 1 (brand green)
ASK_COLOR <- "#AE3030" # Imprint position 5 (semantic: sell/loss)
GRID_COL <- adjustcolor(INK, alpha.f = 0.12)
# Market parameters: BTC/USD snapshot near $60,000
mid_price <- 60000
half_spread <- 5 # $10 total spread
n_levels <- 50
tick_size <- 5 # $5 between price levels
# Price grids — index 1 = best (closest to mid), index 50 = worst
bid_prices <- mid_price - half_spread - (seq_len(n_levels) - 1) * tick_size
ask_prices <- mid_price + half_spread + (seq_len(n_levels) - 1) * tick_size
# Individual order sizes with mild trend (deeper levels accumulate more liquidity)
qty_trend <- 1 + (seq_len(n_levels) - 1) * 0.04
bid_qtys <- rlnorm(n_levels, meanlog = 1.5, sdlog = 0.5) * qty_trend
ask_qtys <- rlnorm(n_levels, meanlog = 1.5, sdlog = 0.5) * qty_trend
# Insert liquidity walls — large resting orders that act as support/resistance
bid_qtys[12] <- bid_qtys[12] * 7
ask_qtys[18] <- ask_qtys[18] * 5
# Cumulative volume from mid price outward
bid_cum <- cumsum(bid_qtys)
ask_cum <- cumsum(ask_qtys)
# Build step polygon data — vectorized, no loops
make_step_poly <- function(prices, cums, side_label) {
n <- length(prices)
xs <- rep(prices, each = 2)
ys <- c(0, rep(cums, each = 2))[seq_len(2 * n)]
data.frame(
x = c(xs, prices[n], prices[1]),
y = c(ys, 0, 0),
side = side_label
)
}
bid_poly <- make_step_poly(bid_prices, bid_cum, "Bid (Buy)")
ask_poly <- make_step_poly(ask_prices, ask_cum, "Ask (Sell)")
order_book <- rbind(bid_poly, ask_poly)
# Step outline data for geom_step — prepend (best_price, 0) for clean initial vertical
bid_step <- data.frame(
price = c(bid_prices[1], bid_prices),
cum_vol = c(0, bid_cum),
side = "Bid (Buy)"
)
ask_step <- data.frame(
price = c(ask_prices[1], ask_prices),
cum_vol = c(0, ask_cum),
side = "Ask (Sell)"
)
depth_df <- rbind(bid_step, ask_step)
max_cum <- max(bid_cum[n_levels], ask_cum[n_levels])
label_text <- sprintf("Mid: $%s\nSpread: $%d",
format(mid_price, big.mark = ",", scientific = FALSE),
half_spread * 2)
plot_title <- "BTC/USD Order Book · depth-order-book · r · ggplot2 · anyplot.ai"
title_size <- max(8, round(12 * 67 / max(nchar(plot_title), 67)))
p <- ggplot() +
geom_polygon(
data = order_book,
aes(x = x, y = y, fill = side, group = side),
color = NA, alpha = 0.22
) +
geom_step(
data = depth_df,
aes(x = price, y = cum_vol, color = side, group = side),
direction = "hv", linewidth = 0.85
) +
geom_vline(
xintercept = mid_price,
linetype = "dashed", color = INK_SOFT, linewidth = 0.5
) +
annotate(
"label",
x = mid_price, y = max_cum * 0.88,
label = label_text, color = INK, size = 3.5,
hjust = 0.5, lineheight = 1.3,
fill = ELEVATED_BG, label.size = 0.25
) +
scale_fill_manual(
name = NULL,
values = c("Bid (Buy)" = BID_COLOR, "Ask (Sell)" = ASK_COLOR),
guide = guide_legend(override.aes = list(alpha = 0.7))
) +
scale_color_manual(
name = NULL,
values = c("Bid (Buy)" = BID_COLOR, "Ask (Sell)" = ASK_COLOR),
guide = "none"
) +
scale_x_continuous(
labels = label_dollar(accuracy = 1),
breaks = seq(59750, 60250, by = 100),
expand = expansion(mult = 0.01)
) +
scale_y_continuous(
labels = label_comma(accuracy = 1),
limits = c(0, max_cum * 1.12),
expand = expansion(mult = c(0, 0))
) +
labs(
title = plot_title,
x = "Price (USD)",
y = "Cumulative Volume (BTC)"
) +
theme_minimal(base_size = 8) +
theme(
plot.background = element_rect(fill = PAGE_BG, color = PAGE_BG),
panel.background = element_rect(fill = PAGE_BG, color = NA),
panel.grid.major = element_line(color = GRID_COL, linewidth = 0.3),
panel.grid.minor = element_blank(),
panel.border = element_blank(),
axis.line = element_line(color = INK_SOFT, linewidth = 0.4),
axis.title = element_text(color = INK, size = 10),
axis.text = element_text(color = INK_SOFT, size = 8),
axis.text.x = element_text(color = INK_SOFT, size = 8,
angle = 30, hjust = 1),
plot.title = element_text(color = INK, size = title_size,
face = "bold", margin = margin(b = 8)),
legend.background = element_rect(fill = ELEVATED_BG, color = INK_SOFT,
linewidth = 0.3),
legend.text = element_text(color = INK_SOFT, size = 8),
legend.key = element_rect(fill = NA, color = NA),
plot.margin = margin(t = 12, r = 16, b = 8, l = 8)
)
ggsave(
filename = sprintf("plot-%s.png", THEME),
plot = p,
device = ragg::agg_png,
width = 8,
height = 4.5,
units = "in",
dpi = 400
)
Part of Order Book Depth Chart on anyplot.ai.