1. Precise Definition of "Whale"
It's not just someone with a lot of money. It's an entity with enough liquidity power to temporarily alter the balance of buying and selling in an order book.
· Quantitative Metric: The threshold varies by asset. A Bitcoin whale might need holdings of 1,000+ BTC, while in an altcoin, 5-10% of the circulating supply may be sufficient.
· Behavioral Metric: Their individual action (a single order) is visible and executable against a significant portion of the market depth (order book depth).
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2. The Exact Mechanism: How Waves are Created
The "wave" is not magic; it is pure microeconomics applied to a decentralized order book.
a) Sell Wave (Flash Crash):
1. Action: A whale places a massive market sell order.
2. Mechanics: The order consumes all limit buy orders (available liquidity) at successive price levels, "eating the order book."
3. Effect: The execution price drops sharply until the order is completed. This creates a spike in sales volume and establishes new temporary lows.
4. Consequence: Algorithmic traders and holders with stop losses are triggered, amplifying the drop and creating the "wave" that affects everyone.
b) Buy Wave (Bullish Squeeze):
1. Action: A whale executes a massive market buy order.
2. Mechanics: The order consumes all limit sell orders, exhausting the available supply and pushing the price upward.
3. Effect: Short sellers are forced to buy back to limit losses (short squeeze), adding more buying pressure.
4. Consequence: FOMO (Fear Of Missing Out) is generated, attracting retail buyers who "surf" the bullish wave.
c) Subtle Manipulation: The "Walls"
· Sell Wall: A gigantic limit sell order placed at a specific price level. Its psychological and technical purpose is to deter buyers, acting as a resistant ceiling. If the whale removes it, it can trigger a rapid rise.
· Buy Wall: A massive limit buy order that acts as an apparent support floor. Its removal can cause a sharp drop.
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👉Conclusion
"Whale-sized holders have the ability to generate high-frequency volatility by executing market orders larger than the available liquidity in the order book, acting as a catalyst that amplifies the market's chain reactions (panic or FOMO) and trading algorithms."
In essence: Whales do not create waves out of nothing. They are more like a big fish swimming in a fishbowl. Their movements affect the water surrounding all the smaller fish. The size of the wave depends on how full (liquid) or empty (illiquid) the fishbowl is.
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