METHODOLOGY
Order book and liquidity
Liquidity summaries compress order book state into spread, depth, and imbalance metrics suitable for SEO snapshots.
Updated SEP 1, 2026Author Insydr ResearchReviewer ProductVersion v1
Summary fields
Public pages expose aggregate liquidity, spread, and depth imbalance when the upstream book is available and fresh. We do not publish full order book ladders on SEO pages.
Computation
Liquidity features are computed during candidate refresh and snapshot build from normalized book snapshots. Values are capped and rounded before entering the public payload allowlist.
Limits
Books can flicker or empty near resolution. Missing or stale book data removes the liquidity module rather than showing a misleading zero.