XVIS / Markets

Market microstructure

Order book, volatility surface and liquidation levels — three structures behind one price.

Input
Order arrivals, vol parameters, leveraged positions
Output
Live depth chart, 3-D IV surface, liquidation heatmap
Demos
3 · all run in the browser
Loading engine
Static
  • Bids
  • Asks

Built with Limit order book

Simulated LOB with arrivals, cancellations and market orders; depth chart and sweep button.