POSITIONS
SIMULATION
Realised P&L--
Unrealised P&L--
Total P&L--
Inventory (SOL)--
Sharpe Ratio--
Win Rate--
Bid Fills0
Ask Fills0
VPIN Saves0
ADX--
Inv Stops0
Loss Halts0
Profit Stops0
Skew Adj0
Hawkes λ--
Size Mult--
Size ↑/↓0/0
Session#1
Session P&L--
Reset In--
Uptime00:00:00
ORDER BOOK
SOL-USDC PERP
| Cum | Size | Price | Quote |
|---|
MY QUOTES
WAITING...
MY ASK (SELL)
--
--
OPTIMAL SPREAD:
--
MY BID (BUY)
--
--
A-S Model Parameters
Reservation Price--
Sigma (vol)--
Gamma (risk)--
Kyle's Lambda--
Recent Fills
TOXICITY
VPIN--
Kyle's Lambda--
Informed Flow %--
Market Spread--
Mid Price--
Inventory--
HALT
>70%
• RESUME
<40%
VPIN VALIDATION
0 buckets
0
Threshold Breaches
--
Spike→Move Correlation
--
Avg Move After Spike (bps)
Current Bucket
0.0
/ 50
SPIKE EVENTS
0 resolved
| Bucket | VPIN | Price@Spike | Price After | Move (bps) | Result |
|---|
Waiting for VPIN spikes to resolve...
Spikes are validated after 10 buckets
Spikes are validated after 10 buckets