Tide · Liquidity heatmap
See liquidity in context.
Resting size through time, with the price path across it. A wall that was pulled and one that was traded through look different, because they are different.
In the app
Bands that waited, prices that moved.
One-second columns of resting size, teal for the typical and amber for the largest, with the price path and its trades drawn through them and the depth profile at the right edge.
The heatmap, beside who traded.
Recorded on the Order flow page. Resting size through time above, the footprint of what actually traded, and the ladder where you act.
Dynamic range, honestly scaled.
The colour scale follows the book you are looking at: the median sits in deep teal, the top half-percent in amber. One huge order does not flatten everything else into black.
Where depth is unknown (outside the window a feed provides) Alpha hatches it. Unknown is never drawn as an empty book.
- Median resting size
- Deep teal
- Upper half-percent
- Amber
- Unknown depth
- Hatched, never zero
How to read it without fooling yourself.
- Resting size is an intention. It can be cancelled before price arrives. Watch what happens at the touch, not only what sits far away.
- Pulled is not traded. If a wall vanishes as price nears and the tape shows little volume there, it was pulled.
- Unknown is not empty. Your feed shows a limited number of levels. Alpha hatches the rest rather than implying there is nothing.
- Context beats a single wall. Read it with the footprint and the tape, which is why they share one chart and one core.
What is built.
- Liquidity heatmapIn the app
Resting liquidity through time with dynamic range; unknown depth is hatched, never drawn as zero.
- Book studiesIn the app
Microprice, top-of-book imbalance, spread, weighted liquidity and its change.
- DOM with queue estimateIn the app
A price ladder with estimated queue position, pull and stack, delta and configurable order-flow columns.
Heatmap traders: tell us the market and the feed depth you rely on.