P-TRADING / V1.8
Market microstructure
LIVE EXECUTION DISABLEDSYNTHETIC / NO ACCOUNT CONNECTION
VenueOKXEnvironmentSYNTHETICStrategyTREND_POSITIONMarket dataFRESH / 12 msFeed / WSSYNTHETIC / NO LIVE SOCKETRiskOKKill switchCLEAR (DEMO)
Market & quote stack
USDT / BTC / seq 900- Best bid
- 100,015.8664
- Best ask
- 100,017.0664
- Mid
- 100,016.4664
- Microprice
- 100,016.7651
- Fair price
- 100,027.1213
- Reservation price
- 100,037.3506
- Bid quote
- 100,012
- Ask quote
- 100,062.7
- Bid size
- 27.2971BTC
- Ask size
- 9.1551BTC
- Market spread
- 1.2USDT
- Spread
- 0.12bps
Liquidity & flow
OBI: stock / OFI: events / TFI: trades- OBI
- 0.4977
- OFI / 1s
- 389.6551base units
- TFI 100ms
- -1
- TFI 1s
- 0.6003
- TFI 5s
- 0.7204
- TFI 30s
- 0.3291
- Momentum
- 0.8899
- Breakout
- 1
- Volatility
- 2.1006bps
- TrendScore
- 0.8899
Why this quote?
All displacements in USDT / unit| Layer | Contribution |
|---|---|
| Mid | 100,016.4664 |
| OBI | 1.4933 |
| OFI | 1.9987 |
| TFI | 3.6025 |
| Momentum | 3.5603 |
| Fair price | 100,027.1213 |
| Inventory adjustment | 10.2293 |
| Reservation price | 100,037.3506 |
| Half-spread / Base / synthetic fee allowance | 20.0033 |
| Half-spread / Volatility | 5.2523 |
| Quote skew | 10.2293 |
| Bid / Ask | 100,012 / 100,062.7 |
Tick rounding and passive non-crossing constraints applied. Synthetic weights are not calibrated source-strategy alpha.
Frozen synthetic L1 / fills / uncalibrated illustrative controlEvidence & research gates
Market registry
NORMALIZED MARKET STATE
Markets
Cross-Agent interpretation of synthetic market fixtures. No row is an order signal.
| Market | State | Confidence | Volatility | Owner |
|---|---|---|---|---|
| BTC-USDT | Up trend | 82% | Elevated | Trend + MM |
| ETH-USDT | Weak up trend | 64% | Normal | Trend |
| SOL-USDT | Mean reversion | 57% | Normal | SMT |
| Global equity factors | Research only | 71% | N/A | Factor |