MM Flow

Liquidity suite

Read the book in real time

Order books, depth, and liquidity imbalances across markets — high-throughput, low-latency, and dockable into your terminal.

LiquidityOrder FlowProfilesDerivatives

Order Book Widget

Examine order books with a proportional profile of resting quantity, configurable price-level grouping, and multi-instance docking.

  • Proportional profile of quantity
  • Fully configurable price-level grouping
  • High throughput — low-latency data streams
Open in the terminal

Liquidity Imbalances

Assess true bid/ask dominance — aggregate liquidity on each side at configurable depths and read the imbalance ratio in real time.

  • Monitor multiple imbalance calculations concurrently
  • Configurable order-book depth %
  • Imbalance ratio expressed output
Open in the terminal

DOM — Depth of Market

Raw, unfiltered flow: liquidity added, filled, and pulled, with cumulative market-order volume and delta per price level.

  • Ultra-low-latency direct exchange stream
  • Graded bid / ask profile display
  • Market-order volume & delta per level
Open in the terminal

Order Book Heatmap

The full order-book history rendered on your chart — live L2 aggregation backed by the recorder's 500ms snapshot archive.

  • Live real-time order-book aggregation
  • WebGL rendering performance
  • Full market depth across the visible window
Open in the terminal