user3120: Can I get to know how many orders are placed at a particular price (bid or ask) on an exchange (like Mt.Gox, Bitstamp etc.)? There might be a wall of 1000 BTCs - do I know if this is a single order or 100 smaller orders? I am asking because this has to do something with a stability of an order book... a single big order can be removed quickly and destabilize the market in my opinion.

user3210: You simply don't know via any existing APIs that I'm aware of. Potentially you could regularly update a market depth API watching for large changes at a price point which would indicate a large order.
However you can't tell whether someone has broken up a large order into a number of smaller orders, and using a bot it's trivial to cancel a large number of orders very quickly. 

3120: <p>Can I get to know how many orders are placed at a particular price (bid or ask) on an exchange (like Mt.Gox, Bitstamp etc.)? There might be a wall of 1000 BTCs - do I know if this is a single order or 100 smaller orders? I am asking because this has to do something with a stability of an order book... a single big order can be removed quickly and destabilize the market in my opinion.</p>
 3210: <p>You simply don't know via any existing APIs that I'm aware of. Potentially you could regularly update a market depth API watching for large changes at a price point which would indicate a large order.</p>

<p>However you can't tell whether someone has broken up a large order into a number of smaller orders, and using a bot it's trivial to cancel a large number of orders very quickly. </p>
