edgedepth

DOM ladder & time and sales

Reading the ladder and the tape as one order-flow column: size bars, price grouping, USD or coin sizing, large-print highlights.

The DOM (depth of market) shows resting bids and asks per price level; the tape shows executed trades. EdgeDepth stacks them as one column so your eye scans book and prints together.

The ladder

  • Bid sizes on the left, ask sizes on the right, with depth bars behind each size.
  • The spread row is pinned and highlighted — you always know where the market is.
  • Price grouping: 0.1 / 1.0 / 10 tick buckets, or Auto. Coarser grouping shows structure; finer shows the actual queue.
  • USD / COIN toggles whether sizes read as notional or base units.

The tape

Each print shows price, size and timestamp. Prints color by aggressor side, and unusually large prints get an amber highlight — one glance tells you when someone is hitting the book with size.

Why it matters

A chart shows you that price moved. The ladder and tape show you how: bids evaporating before a flush, one-sided prints during a squeeze, absorption at a level that refuses to break. That behavior is what replay lets you re-watch tick by tick.