Serious question, for a second:
Does anybody know how much of Bitfinex' volume (on average) is routed to Bitstamp?
Bitstamp's API returns total volume (i.e. their own volume + orders from Bitfinex). Bitfinex' API doesn't distinguish between orders executed "internally" and "externally" either, to my knowledge.
The result is, we can't say for sure how much of the volume on stamp on finex is a duplicate... Can anyone who trades a lot on finex shine some light on this? Maybe you know how much, approximately, is routed to stamp, so we can at least guess how much stamp's volume has to be discounted.
I'd wait for someone in the know to come along but I was sure that Finex' reliance on Stamp has been waning over time as their own order books fill up. When reading some bit from the Finex team about their audit and what happens if Stamp went down and they made it seem like it was a non issue.