Market Depth Indicator - Howto?

[wizgot]

Hi All,

I am creating a dashboard, and I want to add Market Depth as an indicator from different exchanges.

I have understood market depth from the following thread -

https://bitcointalk.org/index.php?topic=147716.0

The issue is I am a little confused as to the API's provided by Mt.Gox - They provide an API for depth which is linked closely to the volume.
The other exchanges provide API's for Bids and Asks - from which as per the link we can plot two curves and show the depth.

So what is the right way to go about building this plot for the different exchanges? Is there an algorithm that has to used. Is there a site that already provides the market Depth Info for different Exchanges.

Thanks for pointing me in the right direction.
@Wizgot.