Quant Liquidity Heatmap & Market Depth Order Walls
Market prices are pulled toward liquidity like gravity. The Quant Heatmap converts raw Level 2 and Level 3 order book feeds into intuitive color-intensity maps, surfacing where institutional market makers have placed massive resting buy and sell walls.
1. Resting Limit Liquidity vs Aggressive Market Orders
While price charts show where trades took place in the past, the liquidity heatmap illustrates where traders are willing to trade in the future. High-density color bands (bright yellow and amber) indicate heavy concentrations of resting limit bids or offers.
2. Spoofing & Genuine Order Wall Detection
Not all resting orders are genuine. Institutional algorithms often post large orders to intimidate retail traders into front-running, then pull the orders right before price reaches them (spoofing).
The Gautam Quant Heatmap tracks order lifetime duration. Orders that maintain their positions despite approaching market volatility receive a high Authenticity Score, whereas ephemeral walls that vanish are flagged as manipulative phantom liquidity.
3. Sector Performance & Correlation Heatmaps
In addition to order book depth, the platform provides real-time sector performance heatmaps across Indian NSE/BSE equities (Nifty 50, Bank Nifty, IT, Auto, Metals) and crypto perpetuals. Traders can immediately identify rotational capital flow, sector leaders, and market dispersion.
Inspect Live Liquidity Density Across Global Assets
Monitor real-time depth ladders, liquidation clusters, and sector performance on Gautam Quant Terminal.
Launch Liquidation Heatmap →