What the scalper sees · L2 + microstructure · 1s poll
Order book
Reconstructed from snapshot + diff stream. Same state the OBI strategy decides on.
Order book · L2
BTCUSDT
Spread
0.15bps
Mid
67,421.50
Micro
67,421.70
Imb
0.21
Taker
-0.08
67,426.500.6839
67,426.000.7867
67,425.501.5911
67,425.000.5199
67,424.501.2588
67,424.001.3834
67,423.501.5558
67,423.000.5507
67,422.501.4509
67,422.000.6825
spread1.00
67,421.001.4433
67,420.501.4005
67,420.001.7223
67,419.501.3040
67,419.000.9795
67,418.501.9608
67,418.000.9702
67,417.500.7278
67,417.001.7335
67,416.501.4330
note · Until the worker exposes a live SSE bridge, this view polls a server-side cached snapshot every second. Sub-100ms updates require piping the in-memory OrderBook from the scalper process — either via a small HTTP/SSE server or Redis pub/sub.