Read sweeps, bursts and liquidity changes
Definitions for the remaining Order Flow measurements.
Sweeps and volume bursts
A sweep pattern is a completed-window group of same-direction trades spanning the configured ticks across at least three distinct prices without reversing direction. It can contain multiple participants; no shared execution-chain identity is claimed. A volume burst is simply directional executed volume above the configured floor in that window. It is not classified as a stop run: public trade prints here do not identify stop orders.
Book imbalance
The strip displays signed quantity imbalance over the selected top levels: positive means more displayed bid quantity, negative means more ask quantity. A marker appears when the absolute percentage crosses the threshold. Available depth may be less than requested. The measure describes displayed liquidity, not future price direction.
Liquidity change
Only price levels present in both consecutive snapshots within the selected depth range are compared. The net quantity difference and its percentage must both pass their thresholds. New and disappearing levels are omitted to avoid confusing a moving depth boundary with cancellation. The result includes executions and order changes; it is not a pure added/cancelled-order counter.
History and freshness
Activity retains up to 100 observations from the last 60 seconds, relative to the chart time. Trade metrics use the configured recent window; average bid and ask quantities are per available level in the latest book. The chart follows live time. Stale depth clears current results. The live adapter is sampled, so very short-lived activity may be missed.
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