Mode
Frame age -
WS lag -
Book -
Interval -
connecting

Impact

-

Buy

Avg px-
Slip bps-
Worst px-
Levels-
Enough-

Sell

Avg px-
Slip bps-
Worst px-
Levels-
Enough-

Share @ best

Bid1 share-
Ask1 share-
Entry base-

Metrics

Mark / Index

Mark-
Index-
Basis-
Funding-

Depth

Imb N10-
Imb N20-
Imb N50-
Gap ticks-

Flow (0.5s)

Buy USDT-
Sell USDT-
OFI-
VPS-

Deltas (0.5s)

Add bid-
Pull bid-
Add ask-
Pull ask-
--
Bid -
Ask -
Spread -
Mid -
Microprice -