Absorption glow, iceberg rings and liquidity dynamics
The Liquidity tab of the heatmap adds three inferred readings to the resting-size picture: an add/pull tint, absorption glows where a level is hit hard but holds, and iceberg rings where a level keeps refilling. All three are computed from the snapshot diff and the tape; on Rithmic the order-by-order iceberg count is overlaid.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Heatmap → "Heatmap" button → Liquidity tab
- Default
- Absorption markers off; when on, glow and rings both on, 2 refills, 50 lots minimum volume eaten; tints 0%
- Window
- Last 20 buckets of 100 ms (2 s) for the detector
What it does
The book reconstructor produces four channels per cell: resting size, added, removed and traded. Added and removed are derived by diffing consecutive snapshots; a shrink is first explained by the trades printed at that price since the last snapshot, and only the remainder is counted as a pull. The Liquidity Dynamics stage packs added minus removed into a signed tint: positive net tints toward the add colour (refills, stacking), negative toward the pull colour (cancellations), with the scale set adaptively from the 95th percentile of recent churn.
The absorption detector then scores each price level over the last 20 buckets. Absorption requires that the traded volume at the level reaches the minimum, that the level is still alive at the end of the window, and scores higher the less the resting size actually shrank relative to what traded. A level that broke scores 0: it did not absorb, it failed. Iceberg requires the same minimum traded volume plus a minimum number of refill events, and scores from the refill-to-eaten ratio, the steadiness of the resting size and how far the refill count exceeds the minimum.
Settings
| Setting | Default | What it changes |
|---|---|---|
| POC / VA / VWAP levels | On | Key levels layer (see the markers page) |
| Adds tint (%) | 0 | 0–100 in steps of 5; strength of the tint on net liquidity added |
| Pulls tint (%) | 0 | 0–100 in steps of 5; strength of the tint on liquidity pulled without trading |
| Absorption markers | Off | Master switch; also starts the detector, which runs only when something reads it |
| Absorption glow | On | Cyan radial glow at the live edge; radius 6 px + 14 px × score |
| Iceberg rings | On | Lime ring at the live edge; radius 5 px + 7 px × score |
| Refills to call it an iceberg | 2 | 1–8 refill events in the window |
| Minimum volume eaten (lots / base unit) | 50 (0 on crypto) | 0–500; step 5 on futures, 0.001 on crypto. Stored per instrument |
Order-by-order icebergs on Rithmic
When the source publishes order-by-order depth, the engine also receives the refill count of each resting order. That count is turned into a ring strength: full at 5 refills, fading toward the drawing threshold for 60 seconds after the last refill, then gone. The fade never drops below the visibility threshold before the 60 s expire, so a ring announced for a minute is visible for a minute. Both statistical and order-by-order strengths are drawn with the same ring.
Limits
- Nothing below a score of 0.3 is drawn: a quiet level never lights up.
- Add/pull classification is inferred from the aggregated book and is never presented as an MBO observation; the settings hint says so explicitly.
- Pulls are only classified within 50 ticks of the best bid and ask; churn at the band edge is treated as neutral.
- Two refills suit a liquid index future. On a quiet contract nothing will ever cross that bar; lower the refill count and the minimum volume.
- Markers are drawn at the current price levels on the right edge only, not through history.
Related pages
This page in other languages
Frequently asked questions
- Why do I see no glow or ring at all?
- Absorption markers are off by default. Turn the master switch on in the Liquidity tab, or apply the Senzoukria preset. On crypto the minimum volume starts at 0, so check that the master switch is on rather than the threshold.
- Is a pull the same as spoofing?
- A pull is size that disappeared without a trade at that price in the snapshot interval. The tint shows it; the software does not label intent.
- Do rings and glows persist on the chart?
- No. They are drawn at the live edge for the levels currently scoring above the threshold. When the score decays or the 60 s order-by-order TTL passes, the marker disappears.