Order-Flow and Impact · deterministic synthetic teaching data

Queue Imbalance Guided Lab

How asymmetric is displayed bid versus ask depth at the current book snapshot? Choose → step → observe → explain → compare.

Queue Imbalance traceCurrent profile trace over the complete synthetic scenario.Full deterministic trace

Compare all profiles

ProfilePrimary valueStateTrace rows

Audit view

RowSide/stateReasonActive value

Order-Flow and Impact · measurement context

How asymmetric is visible bid versus ask depth at one declared snapshot?

Nearest comparison

OFI measures change through events; Queue Imbalance measures current displayed state.

Do not substitute

Visible size is not total executable liquidity, queue priority, hidden interest, or a future-price guarantee.