Order flow
The executing side of the market — every swap across Solana’s aggregators and AMMs, streamed live. Order-flow imbalance is the net of buy vs sell notional over a 30s-decayed window (which way pressure leans); arrival intensityis how fast trades land. Read together, they show the market’s pressure in real time.
flow
—
all aggregators · 10m
order-flow imbalance
50% / 50%
buy / sell · 30s ewma
arrivals
—
trade intensity · 10m
Arrival heatmap
size arriving by distance from mid · last 10 min
ask fills · taker buys bid fills · taker sells
connecting to gateway…
rows = distance from mid · columns = time · cell = USD size filled there
Fill-intensity decay
Λ(δ) = λ₀·e⁻ᵏᵟ · notional/min vs distance from mid
askk —λ₀ —r² —
bidk —λ₀ —r² —
connecting to gateway…
k is the fill-intensity decay: higher k means flow clusters near mid (quote tighter), lower k means takers reach out (quote wider). Solid = observed, dashed = fitted λ₀·e⁻ᵏᵟ.
Live trades
offline
Price
SOL
Venue
Waiting for swaps
50%50%