demos / order-book replay
Order-book replay
A limit order book with price-time priority, replaying seeded order flow one event at a time. Resting quotes queue at their price; aggressive orders take liquidity from the best price first.
Press Play to run the tape, or Step to apply one event at a time. Change the seed for a different session. Bids are green and asks are red; the bar length is the size resting at each price.
- event
- 0
- best bid
- –
- best ask
- –
- trades
- 0
| bid size | price | ask size |
|---|
mid price, last 400 events