Microstructure
Depth / spread cards · mock OK when labeled
FEED/workspace/altosky-equity/microstructure/current.json
Mid
MOCK
0.5
Best bid
bid
0.48
Best ask
ask
0.52
Spread
ask−bid
0.04
σ hint
sigma
0.05
Bid depth
0.48
250
0.47
400
0.46
600
Ask depth
0.52
250
0.53
400
0.54
600
Depth summary
Bid levels
3
Ask levels
3
Bid sz top3
1,250
Ask sz top3
1,250
Imbalance
0
toxicity clearpolymarket · Sep 04, 13:08:31 CT
mock PM mid/depth stand-up for Quoting paper loop; Quoting reads top-level mid