Liquidity walls on the footprint
Liquidity walls draws large resting orders from the live order book on the footprint chart, at their price and from the moment they appeared, using the same detection rule as the Heatmap walls.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Chart → Indicators → Overlays → Liquidity walls
- Default
- Off; Min size 0 (auto), Walls per side 5, Show pulled walls on, Keep pulled walls 15 min
- Colors
- Bid walls #22c55e, Ask walls #ef4444, opacity 55 %, size labels on
- Sources
- Live depth on the Rithmic and crypto footprints only; other chart sources draw no walls
What it does
The overlay feeds the live order book into the same intelligence model that the Heatmap page uses. With Min size at 0, the threshold is automatic: a level qualifies as a wall when it holds at least three times the median level size and sits within the largest 10 % of the book, recalculated every second. A fixed Min size replaces that rule with a quantity in the book's unit, contracts on futures or coins on crypto.
An active wall is painted as a horizontal band one price row high, from the time it was first seen to the right edge of the chart, with an opacity that grows with its size relative to the largest active wall. A wall that has left the book becomes a dashed outline from its first appearance to its disappearance, kept for Keep pulled walls minutes. A wall seen after the last candle stays visible as a short band against the axis.
Walls are measured on the chart's price step, not on the quotation tick. On BTC the book is grouped at the footprint step (5 USD, like the DOM Profile); at the 0.01 tick the tracked levels would cover only a few dollars and no wall would be meaningful at candle scale. One model exists per instrument and per grid; changing the step creates a new book.
Settings
| Setting | Default | What it changes |
|---|---|---|
| Min size | 0 (= auto) | 0 uses the Heatmap rule; a value fixes the wall size in the order book unit |
| Walls per side | 5 (1–20) | Largest active walls kept per side, plus the same number of pulled walls when shown |
| Show pulled walls | On | Draws walls that left the book as dashed outlines |
| Keep pulled walls | 15 min (1–240) | How long a pulled wall stays drawn |
| Opacity | 55 % (10–100) | Band opacity; active walls scale it with their relative size |
| Bid walls / Ask walls | #22c55e / #ef4444 | Band colors per side |
| Size labels | On | Prints the wall quantity to the left of the DOM Profile when it is shown |
How to use it
- Enable Liquidity walls and the DOM Profile together: the profile shows the current book, the walls show which levels have been large and for how long.
- Keep Min size at 0 unless you know the instrument's typical book size; the automatic rule adapts to the session.
- Read a pulled wall as an order that was withdrawn or filled; the overlay does not distinguish the two.
Limits or pitfalls
- Only walls seen since the chart opened are known; there is no wall history before that.
- Rithmic depth arrives through the rithmic-depth-update stream and needs a known tick size; crypto uses the grouped public depth feed. The other footprint sources do not feed the wall model.
- A wall is resting liquidity as reported by the feed; it is not a guarantee of support or resistance, and spoofed orders are not filtered.
Related pages
This page in other languages
Frequently asked questions
- Why do the footprint walls match the Heatmap walls?
- Both pages run the same HeatmapIntelligenceModel with the same threshold rule, so a wall flagged on one is the wall drawn on the other, at the chart's price step.
- Why are there no walls on some charts?
- The overlay reads a live order book. Only the Rithmic footprint and the crypto footprint feed the wall model; on the other chart sources nothing is drawn.
- How many walls can be drawn?
- Walls per side caps the active walls (largest first) and, when pulled walls are shown, the same number of most recent pulled walls, per side.