Draft copy

FastDOM Alpha

Coming

An instrumented order book. It does not decide, it measures.

Seven measurements, recomputed continuously while the book moves. None of them is an entry cue: they describe the state of the market, they do not comment on it.

Every event goes into a journal with the state of all measurements at the moment the order is placed — not when it fills. That difference is what lets you answer the only question that matters afterwards: what was I looking at when I clicked.

Sessions reload and replay. Place your own orders in them, and the measurements recompute on the real book data.

What it measures