--
--
Spread
--
Micro
--
Trd/min
--
Avg Size
--
Whales/min
--
ฯ (ann)
--
LIQ --
ฯ --
Order Book
OBI --
PriceSizeTotal
Spread: --
Recent Trades
Vol Flow
--
Conf
--
Velocity
--
TimePriceQty
Waiting for trades...
1m ----
5m ----
15m ----
1h ----
Cumulative Volume Delta (Session)
Signal Correlation (10 min ยท normalized to ยฑ1 per series)
Liquidations (futures, all symbols)
streaming
TimeSymbolSidePriceUSD Value
Waiting for liquidations...
Microstructure
Volume Surge (1m / 20m avg)
--
current / rolling avg
Whale Trades (last 60s)
--
--
Bid/Ask Weighted Prices
Bid: --
Ask: --
Slippage Estimates (BUY)
10k: -- | 100k: -- | 1M: --
bps to walk the ask book
Slippage Estimates (SELL)
10k: -- | 100k: -- | 1M: --
bps to walk the bid book
Visible Book Summary (top 20 levels)
BID------
ASK------
Flow & Regime Analytics
VWAP Deviation (chart window)
--
(price โ vwap) / vwap ยท bps
Buy/Sell Volume Ratio (60s)
--
--
Whale Volume Share (60s)
large / total volume
Price Trend Slope (20 bars)
--
bps / bar (linear fit)
Mean Reversion Z-Score
--
(price โ ฮผ20) / ฯ20
Inter-Trade Time (60s)
--
median ms between trades
Price Range (20 bars)
--
(max โ min) / mid ยท %
Market Regime
--
from slope + range