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Checked against v0.88.1 · 29 Oct 2026Read & trade

The liquidity heatmap: where the size was,
and what happened to it.

Resting orders per price, painted through time next to the trades that hit them, with the DOM beside the map and a Liquidity lens that reads the life of each level: inspector, timeline, pinned levels and candidates for absorption, refill and sweep, each with the observations behind it. Never a verdict on intent.

Opens in
120 msv0.80, on our bench (was 423 ms)
On screen
5 s – 5 minfull resolution
Plan
Oneevery tool included

Windows · macOS and Linux in beta · market data billed by your provider

senzoukria · Heatmap · MNQZ6App code · simulated data
Heatmap screen: resting size by price through time, Big Trades bubbles, VWAP and value area in the left rail, the DOM on the right.

The app’s own code, compiled for the web and fed by a simulator. In the app, the same screen runs on your feed.

NEW
  • 0.84GEX on the heatmap: walls, flip and a gamma band by strike
  • 0.82Best bid / ask drawn from the book, in six line styles
  • 0.80Opens in 120 ms instead of 423 ms, on our bench
Changelog
01

Watch the book move

v0.88.1 of the app, on a simulated MNQ order book.

senzoukria — Heatmap · MNQZ6● SIMULATION
senzoukria · Heatmap · MNQZ6 — screenshot of the app’s screen on simulated data

The app’s heatmap, v0.88.1, on a simulated order book: resting size by price through time, Big Trades, and the DOM on the right. Click the screen to use it; move the pointer away and the page scrolls again. The live feed exists only in the app.

02

See the book

Displayed size, repainted on every book event.

  • Liquidity through timeFrom 5 seconds to 5 minutes on screen, at full resolution.
  • The DOM beside the mapSame rows, colours and font as the footprint DOM. Fold it away with D.
  • ThemesSenzoukria, Classic, Thermal, Spectrum, Greyscale, Fire, Prism, Aurora, or your own ramp of up to ten stops.
  • Levels and tradesVWAP and σ bands, volume profile, best bid and ask lines on the row edges, Big Trades bubbles.
03

Read a level

The Liquidity lens, formerly Heatmap Intelligence.

  • Inspector and timelineDisplayed and peak size, trades at the level, net increases and decreases, with their curves.
  • Taken ◆ or pulled ◇Marked on the map where a wall disappeared. A pull is always labelled as an estimate.
  • Walls in the full bookBeyond the live window, from the full order book. Detection only, no verdict.
  • Explain this zoneAn AI reading of the zone’s recorded evidence with the engine you choose (Mistral, Claude, DeepSeek or local), saved to your daily note.
04

Go back in time

History bounded by what each source really serves.

  • Depth history (crypto)Bybit order-book archives, 24 h to 7 days back, on the same map.
  • Gaps shown, not filledA break in the feed is hatched. A stale book is never shown as current.
  • Heatmap in ReplayThe book rebuilt from a recorded session, calibrated on load and on seek.
05

Fit your screen

A page of its own, or a tile among others.

  • Rail and DOM that foldR and D, remembered per window.
  • Runs in the backgroundSwitch pages without losing the map, or turn it off in Settings.
  • Window or tileOpen it next to the footprint, or in My pages.
06

Liquidity lens

On the heatmap. It reads the life of a level and gives no verdict on intent.

  • ◆ TakenTrades at the level reached its last displayed size.
  • ◇ Pulled, estimatedNo trade at the level since its last display. Who cancelled, and why, is not visible.
  • Pinned levelsUp to six levels side by side, with a timeline you can scroll back through.
  • Explain this zoneOnly this zone’s recorded evidence goes to the AI engine you chose, when you click. Save the reading to your daily note.
Liquidity lensRead the life of a levelGenerated values
Wall observed · 24,173.25Taken: trades at the level reached its last displayed size
Wall observed · 24,166.50Pulled before price reached it, no trade at the level (estimated)
Refill candidate · 24,168.00Displayed size came back three times while prints stacked on it
Absorption candidate · 24,171.75Size hit without price moving through
1,184 lifted

MBP shows aggregated quantities. Changes do not identify individual orders, cancellations or intent. MBO refreshes are observed order events; they do not confirm a native iceberg.

07

Where the data comes from

Your login or your key. Data, history and orders kept apart.

What each source gives the footprint and the heatmap
SourceFootprintHeatmapHistoryOrders
RithmicBroker or prop-firm loginYesTicks with aggressor sideYesAggregated book, about 10–20 levels per side without MBOYesRithmic history, ReplayYesCompatible account, if your firm allows it
Databento CMELive, on your keyYesTrades are in the Standard planPlus planLive depth (MBP-10) is not in Standard; the app says so when it is refusedYesImport a folder of DBN or CSV filesNoData only
BinanceSpot · USD-M PerpetualYesRebuilt from real trades, every bar typeYesLive bookYesRebuilt trade by tradeDemoSimulated demo account only
BybitLinear · order bookLive onlyBybit Linear trades while the app is open; no imported historyYesLive book and Depth history, 24 h to 7 days backYesOrder-book archivesDemoSimulated demo account only

Market-data and exchange fees are billed by your provider, separately from Senzoukria, and each source’s licence applies. Orders go through Rithmic only, on accounts that allow it.

08

Measured, then published

Bench figures from the v0.80.0 release notes.

40–45msTick to pixel, median, 7-day footprint chart, on our bench0.46: 65 ms
120msTo open the heatmap, on our bench0.46: 423 ms
31%Main thread busy while the heatmap runs, on our bench0.46: 76 %
≈0.9msThe app’s own share of an order, network excluded, on our benchNagle off · ping in the dock

Figures measured on our bench and published in the v0.80.0 release notes. Your machine, your feed and your network will give different numbers.

09

How to read it

The tool is here. The theory lives in the free guides.

Illustrative videoSample data. Not a live feed or a screen recording of the app. 18 s. Transcript: a wall appears in the order book. Executed trades and displayed quantity are different measurements. Replenishment is evidence to inspect, not proof of a native iceberg.
10

Works with

One app; every screen reads the same state.

  • FootprintWhat traded, on the same price axis as what waited.
  • CryptoThe same heatmap on Binance and Bybit books, with Depth history.
  • Replaynew pageThe heatmap rebuilt from a recorded session.
  • Sen, the AI agentExplains a zone from its recorded evidence, with the engine you chose.
  • Journal & notesA Liquidity lens reading, saved to your daily note in one click.
11

Questions

The same list feeds the page and its structured data.

What does the liquidity heatmap show?

Resting order-book size per price, painted through time: walls that appear, get eaten or get pulled, next to the trades that hit them. It is built from market depth, not from trades — the footprint is the other way round — so the two views answer different questions on the same screen.

What is the Liquidity lens (formerly Heatmap Intelligence)?

A panel that reads the life of a level: displayed and peak size, trades at the level, net increases and decreases, a timeline, up to six pinned levels, and where a wall disappeared (taken, or pulled as an estimate). Absorption, refill and sweep are shown as candidates. One click asks the AI engine you configure to explain the zone from its recorded evidence and saves the reading to your daily note.

Where does the depth data come from?

From your own connection: Rithmic depth on the futures you are entitled to (an aggregated book of about 10 to 20 levels per side without MBO), Databento CME on your key (live depth, MBP-10, is not in the Standard plan: it needs Plus), or Binance and Bybit for crypto. Depth history is bounded by what each source actually serves; gaps are shown, never filled.

Does it say “iceberg” or “spoofing”?

It says what it observed: a quantity that was pulled, refilled or absorbed, with the timeline. Market-by-price data does not prove individual orders, and an MBO refresh does not confirm a native iceberg. The candidates are labelled as candidates, on purpose.

How do I read a heatmap in trading?

Read the brightness as resting size and the horizontal streaks as levels that stayed: a bright band that price approaches and stalls on is size being tested; a band that fades without the price trail touching it was pulled, not traded; a band that keeps its brightness while prints stack on it is refilling. Compare it with the footprint on the same screen — the heatmap shows what waited, the footprint shows what traded. The full reading protocol, with annotated examples, is in the liquidity heatmap guide.

12

It is in the one plan

No add-on, no tier.

$9for 14 days

then $20 the first month and $29 a month after · every tool included · cancel any time

Download for Windows