mzMarketDepth

mzMarketDepth records every DOM snapshot during the trading session and renders the entire history as a color-intensity heatmap directly on the price chart. This transforms the normally ephemeral order book into a permanent visual record — revealing where large limit orders sat, how they moved, and when they were absorbed or cancelled. The Liquidity Migration feature tracks individual large orders as they relocate through the DOM, drawing trails that expose stop-hunting behavior, order stacking ahead of major levels, and algorithmic manipulation patterns that are invisible in standard order flow tools. DOM Imbalance detection highlights price levels where the depth ratio between bid and ask significantly exceeds normal, flagging potential directional pressure building in the book before it manifests in price.

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