Crypto price step: automatic footprint grouping and quote parity
On crypto charts the footprint step is chosen automatically per pair: from the pair catalogue when it defines one, otherwise 0.005 % of the last price rounded to 1-2-5, otherwise the quote step. The chart bar shows "Step {value} auto" with a tooltip naming the origin and the quote step.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Crypto footprint chart bar: "Step" value with the "auto" badge; hover for "Grouping step chosen for this pair — {origin}. Quote step: {quote}."
- Origins
- from the pair catalogue · 0.005 % of the last price, rounded to 1-2-5 · the quote step, until a first price arrives
- No menu
- The step follows the pair; there is no control to set it on crypto
- Catalogue examples
- BTCUSDT step 5 (quote 0.01 Spot, 0.1 Perp/Bybit) · ETHUSDT 0.1 · SOLUSDT 0.01 (Binance) · BNBUSDT 0.05
What it does
Crypto pairs quote at very fine increments (BTCUSDT at 0.01 on Binance Spot), far finer than a readable footprint cell. The chart therefore separates two numbers: the quote step, taken from the pair catalogue's tick size hint, and the footprint step used to group trades into price levels. The bar shows the footprint step and the tooltip shows both.
The automatic rule runs in order. If the catalogue defines a footprint step for the pair, it is used and the origin reads "from the pair catalogue". Otherwise, once a last price exists, the step is 0.005 % of that price (PART_DU_PRIX = 5e-5) rounded to a 1, 2, 5 or 10 mantissa, never below the quote step; the origin reads "0.005 % of the last price, rounded to 1-2-5". Before any price arrives the quote step is used, with the origin "the quote step, until a first price arrives".
A price-derived step is held with a 40 % hysteresis: it is only recomputed when the last price leaves the band ±40 % around the price at which it was chosen, so a volatile session does not re-bucket the whole chart on every move.
Rules and values
| Rule | Value | What it changes |
|---|---|---|
| Catalogue footprint step | Per pair (BTC 5, ETH 0.1, BNB 0.05, SOL 0.01 on Binance) | Fixed grouping step, origin "catalogue" |
| Price fraction | 0.005 % of last price | Fallback step for pairs without a catalogue step, rounded to 1-2-5 and floored at the quote step |
| Hysteresis | ±40 % | Band the last price must leave before a price-derived step is recomputed |
| Quote step | Catalogue tick size hint (e.g. 0.0001 XRP, 0.00001 DOGE) | Shown in the tooltip; lower bound of any step; "unknown" when the pair is not listed |
| Heatmap step | max(quote tick, mid × 0.001 / 160) rounded to 1-2-5, then to a multiple of the quote tick | Grouping of order-book depth on the crypto heatmap; the visible half range is at least 40 steps or 0.05 % of mid |
How to use it
- Read the step in the chart bar before comparing volumes at a price with another platform: a 5-dollar BTC cell aggregates 500 quote ticks.
- Hover the step to see its origin. "catalogue" means it is stable; "0.005 % of the last price" means it may change after a large move.
- Depth on the heatmap is grouped with floor for bids and ceiling for asks, so a resting level never appears on the wrong side of the step boundary.
Limits and pitfalls
- There is no manual override on crypto; a symbol-specific step store exists but the automatic value drives the chart.
- Rebuilt bid × ask history is keyed by step; a step change after a large price move re-buckets the levels.
- When the catalogue has no tick size hint, the heatmap infers the quote tick from the smallest gap between observed prices, or falls back to a power of ten six decades below the mid price.
- Crypto charts are analysis only: no order routing, no account.
Related pages
This page in other languages
Frequently asked questions
- Why is the BTC step 5 when Binance quotes at 0.01?
- The catalogue defines a footprint step of 5 for BTCUSDT so each cell groups a readable range; the quote step 0.01 is still shown in the tooltip and used as the lower bound.
- Can the step change during a session?
- Only for pairs whose step comes from the last price: it is recomputed when price leaves a ±40 % band around the price at which the step was chosen.
- Does the heatmap use the same step as the footprint?
- No. The heatmap computes its own step from the quote tick and the mid price so that roughly 160 rows cover 0.1 % of price; it is always a multiple of the quote tick.