Liquidity sweep
A liquidity sweep is a fast move through one or more price levels that consumes the resting limit orders sitting there, driven by aggressive market orders, after which price either keeps going or snaps back. On a heatmap it shows as a bright band being eaten by executions rather than quietly withdrawn.
Senzoukria · Glossary · Updated September 2026
What actually happens in the book
Resting limit orders form the visible depth on the ladder. A sweep occurs when market orders arrive faster than that depth is replenished: the best level is emptied, the next one becomes best, and the process repeats over several ticks in a short span. The trades print at successive prices because each fill exhausted the size ahead of it.
The word is descriptive, not diagnostic. It says that liquidity was consumed; it says nothing about who consumed it or why. Stop orders triggering above a swing high, an institutional order working through a thin patch, or a news reaction all produce the same mechanical signature.
- Executions, not cancellations, remove the size. That distinction is the whole point of the term.
- The move is measured in levels crossed, not in time alone: a slow grind through the same range is not a sweep.
- Depth after the sweep matters as much as the sweep itself: replenished levels suggest the market accepted the new price; a void suggests it did not.
Reading a sweep on the heatmap and the DOM
- On the heatmap, a persistent horizontal band ends at the moment trades print through it. If executed volume appears at that price, the band was hit; if the band vanishes with no executions, it was pulled.
- On the DOM, the sweep is visible as the best bid or offer jumping several ticks while the sizes that were displayed disappear from the ladder in the order they were crossed.
- Cumulative depth on the swept side usually thins out during the move. Compare the sum of the first levels before and after, as described in the depth of market guide.
Sweep versus pull
| Signature | Sweep | Pull |
|---|---|---|
| What removes the size | Market orders trading into it | Cancellations by the order owner |
| Executed volume at the level | Present | Absent or minimal |
| Price reaction | Price trades through the level | Price may not reach the level at all |
| Data needed to confirm | Trades plus depth | Order-by-order feed, or depth history with no prints |
In Senzoukria
The heatmap screen records depth over time and paints executed volume on top of it, so a sweep appears as a resting band terminated by prints at that price. The Liquidity tracker panel, when the order-by-order feed is available, splits what each level did into withdrawn and executed, which is the direct answer to whether a level was swept or pulled.
On futures the depth coverage depends on the data entitlement attached to your subscription; the DOM ladder reads the same book level by level. Crypto pairs are available for analysis only.
Common mistakes
- Calling every disappearing wall a sweep. Without executions at the level it was a withdrawal.
- Treating a sweep as a reversal signal by itself. Whether price returns depends on what the book does afterwards.
- Reading a sweep on a feed that only shows the top levels: a level that was never displayed cannot be seen being consumed.
Related
- Liquidity heatmap explained
- DOM trading: depth of market guide
- Heatmap
- Thin book (liquidity void)
- Volume dots
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Frequently asked questions
- Is a liquidity sweep the same as a stop hunt?
- No. A stop hunt is a claim about intent: someone pushing price to trigger resting stops. A sweep is a mechanical observation: resting depth was consumed by executions across several levels. Stops triggering can cause a sweep, but a sweep does not prove that stops were the target or that anyone hunted them.
- How can I tell a sweep from a wall being pulled?
- Look for executed volume at the price where the band disappeared. A sweep leaves prints at that level, often with the aggressor side dominating. A pull leaves no prints; the size simply leaves the book. Depth history alone cannot settle it, which is why the executed volume overlay and, where available, the order-by-order feed matter.
- Does a sweep mean the level will hold on the way back?
- Nothing in the sweep itself says so. The relevant evidence is what happens next: whether the swept side is replenished, whether the opposite side thickens, and whether trades continue in the same direction. A sweep followed by immediate refilling reads differently from a sweep into a void.