ETH Order-Book Depth-Imbalance Directional, Long-Short (Single-Instrument ETHUSDT.BINANCE Perp, ORDER-BOOK-DELTAS Driven — Top-N-Level Bid/Ask Depth Imbalance, Enter With Persistent Strong Resting-Liquidity Skew, Fee-Aware High Threshold, Minutes Holds, Time-Stopped, 3-Parameter)

A LONG-SHORT, single-instrument strategy on ETHUSDT.BINANCE USD-M perpetual that trades from the RESTING ORDER BOOK (order_book_deltas) — a data primitive and mechanism distinct from every strategy this session, all of which died. The evidence forcing this: every bar-based directional edge on majors is now proven to be noise at the fee boundary (dual-TF confluence family ALL abandoned at Sharpe 0.3–0.45/PF~1.19 over 700–2100 trades; HL trend basket Sharpe 0.29; rotation variants died on inverted per-trade RR). Bars aggregate away the microstructure where informed intent is visible. This strategy reads ORDER-BOOK IMBALANCE (OBI): the ratio of cumulative bid depth to ask depth across the top N price levels. A strong, persistent skew toward the bid means resting buy liquidity dominates — short-term price tends to drift up as sell flow is absorbed and the book pulls higher; a strong ask skew predicts the reverse. This is the well-documented OBI predictor and is CROSS-primitive-distinct from the pending BtcOrderFlowImbalanceContinuationTickDriven (which reads ACTIVE aggressive trade flow / CVD): active taker flow vs passive resting depth are different, complementary microstructure signals, on different assets (ETH vs BTC). It is NOT a fade (the dead reversion family): it goes WITH the direction the book pressure implies. The decisive design choice is FEE-AWARENESS: OBI edges are small per event, so the strategy fires ONLY on rare, extreme, PERSISTENT imbalances (high threshold sustained over a short window, not a single snapshot — which also filters spoofing/flicker) that historically precede a move exceeding the ~0.10% round-trip cost, with a >=2:1 target:stop and a fast time stop. Fills the under-represented SHORT horizon (8.9% vs 10%) and long_short direction (13.6%), and introduces the order-book-deltas primitive absent from the portfolio. Single instrument, single venue (no cross-venue infra trap). ETH has deep, liquid book data on Binance with multi-year history → high, measurable trade count. Adds to over-represented BINANCE — accepted; book-data depth/quality is the reason and this is an exploratory probe of the one encouraged niche (microstructure) where an edge can structurally survive.