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06 · Where is the liquidity?

DOM and Heatmap

Visualisation of the order book and the liquidity available around price.

Current stage

In development

The book shows what is resting and waiting; flow shows what is crossing. Miura’s DOM presents depth around price along with connection state — including when the market is closed or the book is reconstructed, so no screen implies data that does not exist at that moment.

The liquidity heatmap, which accumulates that book over time, is in development.

What this tool shows

  • Bid and ask depth around price
  • Working orders and connection state
  • Explicit signalling of a closed market or reconstructed book
  • Accumulated liquidity heatmap (in development)
Live Miura Intelligence DOM/Ladder panel with bids and asks by price level, order counts and the last trade highlighted.