Order flow

Order flow heatmap

The order-flow heatmap paints resting book size across price and time, so a wall of liquidity, and the moment it gets pulled or eaten, shows up as color rather than a number you have to catch.

Depth across time

Each cell is a price level at a moment, colored by the size resting there. Watching the grid over a few minutes shows where liquidity is building and where it is thinning, context a single depth snapshot cannot give you.

The same book as the ladder

The heatmap reads the same normalized depth as the ladder and the montage, so all three describe one book from three angles inside the linked desk.

What is coming

A live equity depth feed and a renderer built for scale are the next steps for this panel.