Dashboard Guide

Order Book Chart

Blue — Bid levels (solid=L1, dashed=L2/L3). Red — Ask levels.

Purple dashed — Mid price. Green ▲ — Buy (taker lifts ask). Red ▼ — Sell (taker hits bid).

Cursor snaps to real timestamps. Top bar + sidebar update live.

Zoom & Pan

Scroll zoom. + − step zoom. Drag pan. Reset full view. ⛶ fullscreen (Esc exit).

Analytics Tab

Shows data for the selected product & day: buy/sell volume, order flow, spread, price & trade distributions, volume profile. Trade direction is inferred: price = best bid → sell, price = best ask → buy.

Vol Surface Tab (option rounds only)

Visualizes the entire option chain at once. Smile: IV vs strike at the scrubbed timestamp, with bid/mid/ask IV curves. Chain table: all strikes with bid/ask/mid/spread/time-value/IV/Δ/Γ/ν. IV over time: per-strike IV, color-coded ITM (blue) → ATM (purple) → OTM (red). Underlying: spot with bid/ask shading and a marker at the scrubbed t.

Assumptions: r=0, European calls, Newton-Raphson IV inversion (skipped if C ≤ intrinsic+0.05 or pinned at floor). TTE input is days remaining at start of day 1 of the round; decays linearly as τ = TTE − (day−1) − ts/1e6. The Pricing dropdown switches the smile/chain reference price between bid/mid/ask.

Data Quality

The badge next to Downsample shows how many rows had parse errors or missing critical fields (timestamp/product/price). 0 = all data parsed cleanly.