25 docs tagged with "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

A model that tracks the dynamics of tape speed and traded volumes

The difference in volume across market depth.

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.

Market depth oscillator.

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.

SpreadFighter differs quite a lot from the trading and analytics solutions a retail client is used to.

Assessment of order flow intensity and tape speed.

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.

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.

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.

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".

The model highlights executed trader liquidations.

The model detects manipulative activity on the micro timeframe.

The volume of open positions on a futures contract.

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.

An adaptive model that tracks abnormal volume spikes.

An advanced model that predicts, with high accuracy, the levels where pending orders cluster.

Indicators for assessing the instantaneous liquidity of an instrument.

Estimated leverage ratio

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

Tools for assessing the spot and futures order flow.

The SpreadFighter platform can visualize some models directly on the chart through indicators. To quickly find SpreadFighter indicators, use the keyword

The model highlights executed stop-loss orders.

A pool of algorithmic strategies sends signals to the trader.