Orderbook Imbalance
Funding arbitrage
☀ Light
Live Comparison
ranked by strongest directional pressure
Connecting
Market
Formula
1. Distance-Weighted
2. Near-Mid Liquidity
3. Classic Imbalance
4. Order Flow Imbalance
5. Microprice
6. Power-Law Depth
Decay λ
10.0
DW
Exponential decay by distance from mid. Near levels weigh more.