Yep, adding scales is first on my TODO list.  

One thing I forgot to mention:
The orderbook is combined from 12 exchanges, but we know there are minor price variations as well as there being both spot and derivatives exchanges.
So I haven't combined them exactly 1-to 1.  For example, currently I've given higher weight to spot exchanges vs derivatives, e.g.,  Bitmex's book is only factored in at 10% (because their book is so massive compared to everyone elses) while Gemini is factored in at 100%.  Weighting might be something the user can customize in a later version.


For day-traders, you'll be able to see the benefit on bigger price moves.