D11-F04-A01 · Order-Book Dynamics

Order-Book Slope guided playground

How quickly does cumulative displayed depth grow as prices move away from the midpoint? Choose a synthetic scenario, step through the evidence, observe the state, and compare the boundary.

Synthetic teaching data · not live market data
Order-Book Slope scenario progression The complete deterministic 61-state output series with the current recalculated value highlighted. state 0 state 60
What to notice now

StepActive ruleValueState