Who is hitting, who is resting.
Book depth, imbalance, CVD, taker ratios, and large-trade tracking across every market, computed from tick capture.
Depth and spread
Bid/ask depth sums, spread history, imbalance per asset.
CVD and taker ratio
Cumulative volume delta and taker buy/sell split per asset and timeframe.
Toxicity
VPIN and price-impact (Kyle's lambda) per asset, with percentile context and plain-language annotation.
Whale tape
Large trades above per-asset thresholds, with wallet tags where clustering identifies known addresses; links into trader profiles.
Positioning
Long/short reconstruction from position-level snapshots, labeled as derived; positioning shifts among top-scored traders.
Data pipeline not live yet
- F-OF-1 tick capture trades + L2
- F-OF-2 depth / spread / imbalance
- F-OF-3 CVD and taker ratio
- F-OF-4 VPIN and lambda
- F-OF-5 whale tape
- F-OF-6 long/short reconstruction
- F-OF-7 positioning-shift module