Order book depth, not a summary
Every resting bid and ask at each price level with the cumulative size behind it, aggregated to a tick size you choose. You can see the exact point where your order stops being absorbed and starts moving the market.
Trading terminal
Crypto trading terminal on be1crypto.com
Full order book depth, professional charting and twelve order types on one ticket. Here is exactly what each tool does, what it costs, and where it can work against you.
What the be1crypto.com terminal puts on one screen
A trading screen is worth something only if it tells you the truth about liquidity before you commit money. The be1crypto.com terminal is built around that idea: the book, the chart and the order ticket share one price feed and one clock, so what you see on the depth ladder is what the matching engine is working with at that moment.
It runs in the browser with no download, across 250+ listed assets and roughly $4.2B of 30-day volume. The live markets table breaks down cap, 24-hour change and turnover, and explains why volume is the column that predicts your fill quality. Funding comes first either way, and the buy crypto guide compares card, ACH, SEPA and stablecoin rails by speed and cost.
Cross-check where a pair trades across venues on CoinGecko before sizing a position. If you trade ERC-20 pairs and want to know what actually settles on chain when you withdraw, read the Ethereum developer documentation rather than a summary of it.
Charting with the tools you expect
Candlesticks from one minute to one month, 80+ indicators, and drawings stored against your account rather than your browser, so they follow you across devices. Your own fills are plotted on the chart for review.
Twelve order types on one ticket
Market, limit, stop-limit, stop-market, trailing stop, OCO, post-only, fill-or-kill, iceberg, immediate-or-cancel, reduce-only and good-till-time, all on one ticket with a live fee and slippage preview before you confirm.
Positions and history that reconcile
Every fill carries a trade ID, a millisecond timestamp, the fee charged and the fee asset. History exports to CSV and matches the API response exactly, which matters far more at tax time than it seems to in January.
Order types
be1crypto.com order types: what each is for, and where it bites
Most losses that traders blame on the market are really a mismatch between the order type and the situation. The nine below carry the most consequence; the other three are set out underneath the table.
| Order type | What it is for | Main risk |
|---|---|---|
| Market | Executes now against the best resting orders. For getting in or out when certainty of execution beats price. | Always pays the spread and the taker fee. In a thin book it walks several price levels, so your fill lands away from the quote you clicked. |
| Limit | Rests on the book and fills only at your price or better. For entering on your terms at the lower maker fee. | It may never fill. Price can touch your level, clear the orders queued ahead of you, and leave without reaching your place in the line. |
| Stop-limit | Dormant until your trigger prints, then places a limit order. For capping a loss while controlling the worst fill you accept. | Price can gap straight through your limit, leaving it unfilled while you still hold the position, further offside than when you planned the exit. |
| Stop-market | Dormant until the trigger prints, then submits a market order. For an exit that has to happen rather than one you want priced. | Fills at whatever the book offers after the trigger, which in a fast move can be several percent worse than your stop level. |
| Trailing stop | Trigger follows the best price at a set distance and never trails back. For letting a working position run behind a rising floor. | Trail it too tightly and ordinary intraday noise closes the trade. The distance is a volatility judgment, not a default. |
| OCO | Pairs a take-profit limit with a stop, the first to trigger canceling the other. For leaving a position unattended. | Both legs reserve balance while live, and a badly placed target quietly becomes the likelier of the two exits. |
| Post-only | Rejected if it would cross the book on arrival, so it can only add liquidity. For guaranteeing the maker fee on every fill. | Rejection is normal in a fast market. Automated strategies must handle the reject and re-price, not assume placement. |
| Fill-or-kill | Fills the entire quantity instantly or cancels completely. For size only worth doing in one piece. | A shallow book kills it repeatedly, and each retry leaks a little more about the size you are trying to move. |
| Iceberg | Shows only a slice of the total on the public book and refills it. For working large size without advertising it. | Each refill rejoins the back of the price-time queue, so the order completes slowly and can miss the move it was sized for. |
The remaining three of the twelve are time-in-force and safety variants: immediate-or-cancel fills whatever it can right now and cancels the rest, reduce-only can shrink an open position but never open or extend one, and good-till-time expires at a timestamp you set instead of resting indefinitely.
Fee mechanics
Maker and taker: who supplied the liquidity decides your fee
The distinction is not about buying versus selling. It is about whether your order was already sitting on the book when the trade happened.
Your order waited on the book
You posted a limit order away from the current price. It rested, added visible depth, and somebody else traded against it. You made liquidity, so you pay the lower rate. Post-only guarantees this by refusing any order that would execute on arrival.
Your order crossed the spread
You sent a market order, or a limit priced through the book, and it matched instantly against depth someone else posted. You took liquidity away, so you pay the higher rate plus the spread you crossed to get filled.
What the difference is worth on a $10,000 Bitcoin trade
| Scenario | Maker at 0.10% | Taker at 0.20% | Difference |
|---|---|---|---|
| One fill | $10.00 | $20.00 | $10.00 |
| Round trip, in and out | $20.00 | $40.00 | $20.00 |
| 100 round trips a month | $2,000 | $4,000 | $2,000 |
At Bitcoin near $64,182.40, that $10,000 buys about 0.1558 BTC. The gap looks trivial on one ticket and becomes the difference between a profitable month and a flat one at volume. The trade-off runs both ways: saving $10 in fees is a poor deal if the maker order never fills and you miss a 0.8% move worth $80. Patience is cheap in a quiet market and expensive in a fast one. Tiered rates are set out in full on the fee schedule.
Matching engine
Price-time priority, and what the latency numbers mean
Strict FIFO at each price
Orders match on price first, then arrival time. At an identical price the earlier order fills first, with no preferential routing and no internal desk trading ahead of you. That is why an iceberg refill costs you queue position.
Sub-10ms median matching
Median time from gateway acknowledgment to published fill sits under 8 ms, with the 99th percentile under 25 ms in normal conditions. Both figures exclude the public internet leg between you and our gateway, which is usually the larger number.
Sequenced, resyncable data
Every book update carries a monotonically increasing sequence number. A client that detects a gap can request a fresh snapshot and replay, instead of silently trading against a book that drifted out of sync minutes ago.
An honest caveat: a co-located market maker beats a retail connection over consumer broadband every time, and no terminal tuning changes that. If a strategy only works when measured in milliseconds, it is not one you can run from a laptop. Edge from research, sizing and discipline survives the round trip. Edge from speed does not.
API access for automated strategies
Everything the terminal does is available programmatically. REST handles account state, order placement and historical data; the WebSocket feed pushes incremental book updates, trades and your own order events as they happen. Polling REST for prices when a stream exists is the most common way new integrations burn their rate limit for nothing.
A depth request looks like
GET /api/v3/depth?symbol=BTCUSDT&limit=100, and the matching
stream is btcusdt@depth. Signed endpoints require a timestamp and a
recvWindow of five seconds or less, so a delayed request cannot be replayed after the market
has moved.
Rate limits and connection rules
Limits are published per key, not per account, so a research key and an execution key cannot starve each other.
- REST base path
- api.be1crypto.com/api/v3
- Authentication
- API key header plus an HMAC-SHA256 signature over the request query string
- Request weight
- 1,200 weight per minute per key, with per-endpoint weights published in the docs
- Order rate
- 50 orders per 10 seconds, 160,000 orders per 24 hours
- WebSocket
- 5 concurrent connections per key, 200 streams per connection
- Heartbeat
- Server ping every 20 seconds, 24-hour connection lifetime, then reconnect
- Over the limit
- HTTP 429 with a Retry-After header, escalating to a temporary IP block if ignored
Key permissions and IP allowlisting
Every key carries three independent permissions. Read exposes balances, orders and history. Trade allows placement and cancellation. Withdraw is off by default and cannot be enabled without an IP allowlist, an email confirmation and a 24-hour cooling period before the first transfer clears.
Grant the narrowest permission the job needs: a backtesting notebook needs read and nothing else, a signal bot needs read and trade, never withdraw. The secret is shown once at creation and is not recoverable, which is deliberate. Our security page covers cold storage ratios, key custody and the withdrawal allowlist, and the controls follow the NIST Cybersecurity Framework.
Risk controls
Sizing, stops, and the one thing a stop cannot promise
The terminal will happily execute a position that is far too large for your account. Nothing in the software stops you. These are the controls that do.
Size the position from the stop, not from the balance
Decide what a losing trade may cost before you decide how much to buy. A common discipline is 1% of account equity per position: on a $25,000 account, $250 of risk. Buying Ethereum near $3,148.92 with invalidation at $3,050 puts the stop $98.92 away, so the position is $250 divided by $98.92, which is roughly 2.53 ETH, or about $7,967 of exposure. Move the stop and the size moves with it. The risk number stays fixed, which is the whole point.
Place the stop where the idea is wrong
A stop belongs at the price that proves your reasoning was mistaken, not at a round number or whatever loss feels tolerable. If the level that invalidates the trade sits further away than your risk budget allows, take a smaller position rather than a tighter stop. Stops clustered at obvious figures are the easiest liquidity in the market to find.
Why a stop is not a guarantee
A stop is an instruction to submit an order when a trigger price prints. It is not a promise you will trade at that price. Crypto runs 24/7 but liquidity does not: books thin out overnight and at weekends, and a liquidation cascade can clear several price levels faster than any order reaches the matching engine. A stop-market at $60,000 can fill at $58,400 if that is the first bid with real size behind it. A stop-limit in the same move may not fill at all, leaving you holding the position you were trying to exit.
Neither outcome is a platform failure. It is how every order book behaves in a gap, on every venue. The defenses are unglamorous: size trades you can survive being wrong about, treat leverage as an accelerant rather than a tool, and keep money you cannot afford to lose out of the market. Balances you are not actively trading can sit in flexible earn products rather than idle, with their own disclosed risks. Read our risk disclaimer before funding an account, and the SEC investor alert on crypto assets is worth ten minutes. Nobody at be1crypto.com can tell you a trade will work, and any platform that does is selling you something other than execution.
Open the be1crypto.com trading terminal
Verify once, fund in minutes, and trade 250+ pairs with maker fees from 0.10% and full order book depth on every market.