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

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Built with Limit order book

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

Canvas 2DRasterized plots and overlays
Lightweight ChartsReference financial charting