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
- stretch
- impulse
- cross-instrument gap
- pullback
- exhaustion
- margin
- regime