How is the order book built on this page?

This page reconstructs a local Binance.US order book from a full depth snapshot combined with the official diff-depth WebSocket stream, giving a more faithful near-market view than top-20 partial depth feeds.

What is the VWAP line on this page?

The VWAP starts from the current UTC session using Binance.US kline quote volume, then updates live with incoming trades after the page loads.

What do the green and red bubbles mean?

Green bubbles mark aggressive buy flow and red bubbles mark aggressive sell flow. Bubble size is based on notional value so larger prints stand out immediately.

What is the trade tape?

The tape shows the most recent aggressive prints from the live aggregate trade stream, including the time, side (buy or sell), price, and notional value of each trade.

Order Flow Terminal

What am I looking at?

This terminal reconstructs a live Binance.US order book and layers in trade flow, liquidity walls, volume profile, and a signal panel — giving you a Bookmap-style view in your browser.

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Heatmap

Colour-coded liquidity depth over time. Hot (orange-red) = thick order book. Bubbles = aggressive trades hitting the book.

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DOM Ladder

Live depth-of-market showing bid (green) and ask (red) qty at each price level. Bar width scales with size.

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Signal Panel

Combines buy/sell flow, cumulative delta, VWAP position, and DOM imbalance into a single directional signal.

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T&S Tape

Live time-and-sales tape. Large prints are highlighted. Use the "Large" filter to see only significant trades.

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Liquidity Walls

Large resting bid/ask orders identified in the live book. Growing walls add support or resistance; pulled walls may indicate spoofing.

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VWAP & Profile

Session VWAP (orange dashed) anchors from market open. POC, VAH, VAL mark the highest-volume price zone of the session.

Accurate Binance.US local order book

Live Crypto Order Flow Heatmap, DOM & Tape

Reconstructs a local Binance.US order book from a REST snapshot plus diff-depth WebSocket updates. Layers in aggressive trade flow, liquidity walls, a DOM ladder, a live T&S tape, and a session VWAP.

Connecting to Binance.US and building the local order book...

DOM -- Syncing

BidPriceAsk

Bid --% Ask --%

VWAP--

POC--

VAH--

VAL--

T&S

0 trades

TimePriceNotional

Neutral

Waiting for live data…

Ask --

Bid --

⚠ Possible spoof

Cum Δ --

Interval 1m

Open --

High --

Low --

Close --

Volume --

Delta --

Cum Delta --

Snapshot + diff

Order Flow Terminal — Quick Reference

Heatmap colours: Blue-dark = thin book. Cyan → yellow → orange-red = increasingly thick liquidity.
Trade bubbles: Green bubble = aggressive buy (taker hit ask). Red = aggressive sell. Size scales with notional value.
Signal panel: Scores 4 factors: buy/sell flow ratio, cumulative delta, price vs VWAP, DOM imbalance.
Strong Bull / Bear: All 4 signal factors agree. Bull / Bear = 3 agree. Neutral = mixed or insufficient data.
Liquidity walls: Ask wall above price (red), bid wall below (green). Growing = more size added. Shrinking = size being lifted/pulled.
Possible spoof: Warning shown when a large wall disappears without trades reaching it — a classic spoofing pattern.
Cum Delta: Running total of (buy notional − sell notional) since the page loaded. Positive = net buying pressure.
VWAP line: Orange dashed. Session VWAP using kline quote volume. Price above = bullish bias; below = bearish.
POC / VAH / VAL: Point of Control (highest volume price), Value Area High/Low. Price near POC = contested zone.
DOM imbalance: Bar at bottom of DOM ladder. Wide green = more bid liquidity. Wide red = more ask liquidity.
Flow window: 24s/1m/5m/15m buttons in the stats bar set the rolling window for buy vs sell flow measurement.
Large tape filter: Click "Large" in the T&S panel to show only prints ≥ 3× the recent average notional.

More accurate than top-20 only pages

Synchronizes a local order book using the official depth snapshot and diff-depth stream instead of depending only on partial top-level snapshots.

Live T&S trade tape

Recent trades stream into a live tape showing time, price, and notional so you can immediately read aggressive flow and identify large prints.

Volume profile on every switch

POC, VAH, and VAL are computed from session klines each time the symbol or interval changes, and drawn as horizontal lines on the heatmap canvas.

Quote-volume VWAP

The session VWAP uses Binance.US kline quote volume for the current UTC day, then keeps moving with every live trade print after the page loads.