Support Board
Date/Time: Wed, 30 Sep 2026 00:38:55 +0000
Post From: Heat Map Algo filter
| [2026-08-26 15:41:09] |
| cmet - Posts: 743 |
|
Older post, but the original request would be valuable. Their filter is probably using MBO to detect/classify those offset liquidity bands, since they track price but rarely/never execute. They would have to determine how much of that is algo noise, then filter it out from the heatmap. Could probably do a "less precise" filter with the aggregated data. 3 levels with fixed/persistent offset to BBO on both sides, estimate total liquidity that's noise, etc and filter out. Definitely reveals more detail as far as resting liquidity goes. |
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