Play this window back the way it happened. The clock walks from the open to the bell, and everything scoped to the window is redrawn from the rows recorded at or before it — the tiles, the charts, the books, the gate that was failing, the fills as they land, and the account as it stood that evening. Nothing stamped later than the clock is on screen, the settlement included: the outcome is withheld until the replay reaches it. The tables that pick a window keep showing the whole store, because that is what they are for. Space plays and pauses, ←/→ seek five seconds, with shift thirty.
Chainlink Data Streams benchmark price. The gray rule is the window's TWAP open — the level this market settles against. The magenta line is Binance BTC/USDT — another venue, usually ~$15 above Chainlink and never the settlement price, drawn for how far ahead of it it moves. Magenta marks are its sharp moves. The yellow line is Coinbase BTC-USD — a third venue, on its own clock like Binance. Context only: it signals nothing and is never the settlement price.
Mid price of each outcome, in probability terms (0–1).
What one Up+Down pair has cost the bot so far in this window: its average all-in price per Up share plus per Down share, fees included. Under the $1 payout rule every pair is locked profit; over it, a locked loss. It starts at the first buy of the second side, and only a buy moves it. Hover for the two sides and how many pairs it covers.
The bot's net position through this window. On the balanced rule every share is paired and the outcome doesn't matter to it; above the rule it is long Up, below it long Down, and the distance is how many shares ride on the result. Every buy adds to its side, and nothing is sold: it all rides to settlement. Hover for Up, Down and paired shares.
(bid quantity − ask quantity) ÷ total, in [−1, +1], over every resting level. Buying Down at p is selling Up at 1−p, so the consolidated book merges both legs into one synthetic Up book: Up bids and Down asks on the bid side, Up asks and Down bids on the ask side. +1 is every resting share bidding Up, −1 every one offering it. Hover for the quantities.
Live price minus the window open, in dollars, one point per Chainlink report (about one a second). The zero baseline is the open — which side of it the fill sits on is the whole question the window settles. The dashed line is the settling average against its own open, which is the level this market actually resolves on: it lags the fill by design, so the gap between them is the move spot has already made and the average has yet to pay out. The dotted line is the local reconstruction of it.
Binance BTC/USDT moving sharply, and how long Chainlink took to move the same way: by Chainlink's own observation time, and by when its tick reached this bot. The second is the head start watching Binance buys. A move is signalled the instant it crosses the bar; its size is the whole cascade, up to the end of its cooldown.
No sharp moves recorded yet.
Every simulated fill, with both books' mids when it landed. Fills inside the window on the price charts are marked there too. Select a row to load its window.
No fills yet.
Realised P&L, cumulative from zero, running through the settled windows in the order they traded. The right-hand end is the all-time figure in the tile above.
Top levels; bar length is size relative to the largest shown.
Waiting for book…
Top levels; bar length is size relative to the largest shown.
Waiting for book…
Every window the bot bought into, newest first. Select a row to load it.
No windows traded yet.
Every order the bot sent, what came of it, and why.
No orders yet.
The gate that stopped a buy, counted per second once the entry delay is up. Standing aside is the normal state; the rows marked signal was clear are not — those are trades the strategy wanted and something else refused.
Nothing recorded yet.
Every window the bot watched, traded or not. Select a row to load it.
No windows recorded yet.