The terminal at a glance

The default layout puts everything on one eye-line: what’s moving (left), what price is doing and where the pressure sits (center), and who is doing it (right), with positioning context above and telemetry below.

Watchlist (left)

660+ Binance USDT-M crypto and TradFi perpetuals, plus every Hyperliquid perpetual with last price and 24h change: crypto majors, long-tail alts and Binance TradFi-linked perps tracking Nvidia, Tesla, AMD, QQQ, gold, silver and crude oil. Those TradFi instruments are USDT-settled Binance derivatives, not the underlying shares, ETF or commodities. Filter by venue, name or preset groups. Replayable history is currently Binance-scoped; Hyperliquid history is actively backfilling into its full research layer.

Chart (center)

Timeframes from 1m to 1D. The chart is where the terminal’s layers live, each a per-chart toggle in the LAYERS row:

• Liq Heatmap · Liq Levels · Liq Profile - the three faces of the liquidation map: the dense field behind price, the high-confidence lines on top, and the collapsed distribution down the right edge. Leverage-tier toggles (25× to 100×) filter the field by how far from price positions break.
• OB Depth - an ultra-high-definition history of resting order-book liquidity drawn on the price axis, so you can see the book’s shape against the chart, not just in the ladder.
• Live BBO - native-rate per-symbol Binance bookTicker plus sub-second per-coin Hyperliquid BBO preserves every received best-bid and best-ask price and quantity change, preserved per symbol, keeping the top of book symbol-specific instead of reducing it to occasional summary ticks.
• Trade bubbles - large prints and confirmed forced liquidations are sized by notional directly on the chart, while real-time follow mode keeps the newest order flow in view.
• Indicators - volume and the standard set, deliberately short. The terminal’s edge is microstructure, not another oscillator.

Right-clicking the chart is also how you enter replay: the menu shows the timestamp under your cursor.

DOM + tape (right)

The ladder and time & sales stack as a single order-flow column, so price axis, resting book and executed prints line up on one vertical. The BBO is driven by native per-symbol Binance bookTicker or sub-second per-coin Hyperliquid updates, and large trades are highlighted by notional. This column is the microscope: the chart tells you that price moved, the column tells you how. It gets its own doc.

Stats strip (top)

Mark, index, 24h change and volume, then the positioning block: open interest, funding with countdown, long/short ratio, 24h liquidation totals. Glance only, never interactive - it answers “what is the state of this pair” in under a second. The positioning numbers get their own doc.

Status bar (bottom)

Telemetry, not decoration: WebSocket state and measured feed latency, render FPS and frame time, clock. If it says WS CONNECTED · 6MS, that is the real number, measured now. A terminal that shows you its own latency is a terminal you can trust when it matters - and when you’re in replay, the amber REPLAY badge and the transport bar are the only things that change.

Performance

Everything renders at about 180 FPS regardless of how many pairs are streaming, with a 5.7MS FRAME budget. That’s not vanity - a ladder that lags or a tape that batches prints is quietly editing the market before you see it. The engine is C++ compiled to WebAssembly, drawing through WebGL2; the browser tab is doing the same work a desktop terminal would.

From the terminal to Research

The terminal answers “what is happening here?” Research answers “how often has this happened across the record, and what followed all of those matches?” Open Research from a market minute or a replay playhead to read the 33-feature snapshot as of that exact bucket. Confirm or edit the proposed conditions, run the occurrence scan, then return to any matching row in tick replay. The terminal and the search engine are two views of the same capture, not separate datasets.