MM Flow

Phase 15 · historical

Historical liquidity heatmap

Scrub backward through HL's L2 order book. Walls show up as continuous horizontal bands; the mid-line trail tracks how price interacted with them. Backed by the Phase 15.1 collector + Phase 15.2 query endpoint — see-through to where bid/ask depth actually sat at any moment in the last 7 days, not just whatever filled in while you were watching the page.

Historical liquidity heatmap

liquidity threshold0.05

Heat = resting USD depth, log-scaled — brighter is a bigger wall. warm above mid = asks, cool below = bids; the number in each cell is that wall's USD. The cyan line marks the live mid; real OHLC candles trace price (toggle off to see the mid track). Each column is one HL L2 snapshot from the KV archive.

Wired through: scripts/hl-l2-collector.ts (5s cadence, 80 buckets ±5%) → /api/hl-l2-ingest book:snapshots:hyperliquid:<COIN> ZSET (7-day retention) → /api/v1/perps/orderbook/history (stride-downsampled per window) → this canvas. The Phase 15.4 integration wires the same component into the /trade Terminal as a Pro panel + Liqs tab.