D11 / Territory 11 of 49
Market Microstructure
Explain how orders become prices.
D11Canonical / Tested / Open
Published work
Released builds
in this territory.
Every card below is included in the current governed release with its article, sources, Python, TypeScript, and available labs.
Search the released libraryD11-F01
Trade Classification
4 buildsD11-F02
Liquidity and Spreads
6 buildsD11-F03
Order-Flow and Impact
5 buildsD11-F04
Order-Book Dynamics
5 buildsD11-F05
Market-Depth Analytics
7 buildsTerritory coverage
What this domain
is mapped to cover.
The published builds above are the released slice of this map. Every subject below belongs to this territory's charter.
Spread estimatorstrade signingorder-flow imbalanceKyle lambdaPIN/VPINqueue imbalanceprice impactliquidity and resiliency measures