Cumulative Delta
+0
Buyers vs Sellers (today)
Aggression Ratio
50/50
% at ask vs % at bid (rolling 5m)
Largest Print (today)
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Absorption Signals
0
Iceberg fills detected (rolling 30m)
๐Ÿ”ฅ Order Book Heatmap
Bid (left, red) โ€” Price โ€” Ask (right, green)
PRICE
BID SIZE
ASK SIZE
ฮ”
Cumulative Delta โ€” last 60 min
Aggression by Minute
๐Ÿฆถ Footprint Chart โ€” last 8 bars (5min)
Each cell shows volume at that price level; color = delta (green = more buying, red = more selling)
๐Ÿ“œ Live Print Tape
TIME
EXCHG
SIDE
SIZE ร— PRICE
NOTIONAL
๐Ÿง  How market makers read this
Cumulative Delta
Net aggressive buying minus selling over time. Divergence with price = warning: price up but delta flat means rally has no buyers โ€” fade candidate. Price flat but delta up = stealth accumulation.
Absorption
Large hidden seller absorbing every buy at the ask without price moving up = bearish iceberg. Same in reverse for bullish. The tell: giant cumulative volume at one price with no breakout.
Imbalance Stacks
3+ consecutive price levels with >3x bid/ask imbalance = directional pressure. Bull stacks above value, bear stacks below, set up the next 5-15 min directional move.