charts

Heatmap

L2 liquidity over time. Large orders show up before they fill.

The heatmap replays the order book at fixed-time slices, painting each price level by resting size. Where the heat sits over time is where the market expects support / resistance to actually transact.

Drag-slider comparing a plain DOM ladder with the heatmap-over-time view of the same order book — Same order book — plain ladder vs. heatmap-over-time.

Replay

Default granularity is 100 ms. Reduce on lower-volatility instruments to see structure; increase on high-frequency markets to manage CPU.

Replay  →  100 ms / 500 ms / 1 s / 5 s

Use the time scrubber at the bottom to step backward without losing state.

Live heatmap · 100 ms replay granularity

Large-order detection

Resting orders above the lot threshold (default 25 contracts on futures, configurable per symbol) draw with a brighter alpha and trigger a large_order_detected event you can wire into a script alert.

Price-grid binning

Bins follow the symbol's tick size by default. For ultra-fine markets (perpetuals at 0.01 tick), enable Aggregate to N ticks to keep the grid readable.

Combining with footprint

A standard order-flow setup pairs the footprint on the candle and the heatmap on a horizontal companion pane. Drag the heatmap pane height to 20–30% of the chart and use shared crosshair for sync.