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Where positions are opened and where they break, plotted over time × price.
Where the largest open positions sit and the cascade thresholds they're exposed to.
Aggregate flows across the entire indexed window.
How long/short positioning has shifted, and the running tab of who's been wiped out.
Long/short liquidation dominance, mean liquidation size, and taker buy/sell pressure, all realized from decoded fills, not modeled estimates.
Minute-native price candlesticks, volume, cumulative volume delta, and realized PnL decoded from the raw fills stream. Switch resolution from 1m up to 12h.