About microstructure
A branch of quantitative finance that studies how the behavior of market participants, volatility, orderflow intensity, liquidity, spreads, trading volumes and other market data parameters affect prices
ADTV/ADTS
A model that tracks the dynamics of tape speed and traded volumes
Alt meter, Tick index, RT index
Detect the probability of a local altseason and the price dynamics of the broad market at the moment
Bid & ask delta
The difference in volume across market depth.
Depth of market
Market depth oscillator.
HFT activity, Average trade size, Tape, Order flow intensity
Assessment of order flow intensity and tape speed.
Liquidations, Liquidations highlighter, CLD
The model highlights executed trader liquidations.
Manipulations
The model detects manipulative activity on the micro timeframe.
Net open interest, Net open interest delta, Net open interest spike
The model decomposes net open interest into the taker and maker sides.
Open interest, Open interest delta, Open interest spike
The volume of open positions on a futures contract.
Power trades
An adaptive model that tracks abnormal volume spikes.
Predict Liquidations Chart, Liquidations Balance, Predict Liquidations Screener & DOM
An advanced model that predicts, with high accuracy, the levels where pending orders cluster.
Liquidation Map
The on-chart indicator shows where forced exits sit and how far to move your stop so a spike doesn't take it out. It does not show where price will go.
Liquidation Heatmap
A second way to display the same model as Liquidation Map. The map shows a forecast for the next few minutes around price and does not remember the past. The heatmap accumulates these forecasts on a fixed price grid and clears whatever price has already reached, leaving the fuel that has not been spent.
Liquidation Spike
The screener shows which instruments have a liquidation flow clearly above their own norm right now. It answers "where" and "when", but not "where will price go".
Quoted spread, Realized spread, Effective spread & Best ask & bid size
Indicators for assessing the instantaneous liquidity of an instrument.
Spoofing, Layering
Highlights toxic activity in the order book. Layering shows coins where one side of the book is several times thicker than the other and how long this lasts. Spoofing shows the largest order near price — a "w
Spot perpetual spread, Spot perpetual dominance, Spot perpetual dominance highlighter, Who, Spot perpetual time dominance, Funding rate
Tools for assessing the spot and futures order flow.
Stop killer, Stop killer highlighter, CSKD
The model highlights executed stop-loss orders.
Footprint (Volume Footprint)
Volume by price inside every bar, right on the chart: sells and buys per level, bar delta and volume, POC and Value Area, imbalances, stacked imbalances and unfinished auctions.
Orderflow Light
A footprint without numbers on a regular chart: a volume heat strip next to the candle, POC, Value Area, imbalances, stacked imbalances and unfinished auctions. Readable at any zoom.
Big Trades
A feed of large market orders on Binance, Aster, Bybit and OKX futures: size, side, how many order book levels the order went through and how large it is for the coin itself.
HL Whales — Hyperliquid whales
Real-time positions of the largest Hyperliquid traders: a summary of whale longs and shorts by coin, a feed of opens and closes, top positions with leverage, entry and liquidation price.