Liquidity heatmap
Reading the L2 book as a heat map to spot liquidity walls.
The liquidity heatmap renders the L2 book (market depth) as a heat map: the more intense the colour, the more liquidity is resting at that price. It is there to spot walls and the zones where price tends to slow down.
Where to find it
- As an overlay on the chart (Bookmap-style).
- As a standalone panel (“HeatmapWidget”) in the Workspace’s Order flow catalog, alongside the DOM ladder.
Colours and zoom
The palette follows the classic heat-map style (ATAS): recognisable and independent of the theme. When you zoom out, a progressive filter shows only the most liquid walls, so the view never gets crowded.
Walls and icebergs
Liquidity walls and icebergs (reloading orders: far more executed than displayed) are computed server-side and annotated on the DOM ladder and on the heatmap.