Antick.io
AdvancedTrading Playbooks

Checking liquidity before you size up

How to check whether the order book can take your order before you increase size.

7 min read
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Why liquidity comes first

A correct read is no use if the book cannot absorb your order without moving price against you. The larger your order, the more the displayed book matters, and the more it matters whether that book is real.

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Step 1: read the market-wide pressure

Open the LBI Intelligence page. The Liquidity Pressure Map shows the market-wide balance between sell and buy pressure. Depth Strength Distribution and Manipulation Risk Overview show how deep books are and how many look played.

LBI Regime Map and Liquidity Pressure Map.
Depth Strength Distribution and Manipulation Risk Overview.
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Step 2: read the asset's depth

Open the asset on Fake & Trap Detection. Order Book Depth Behavior shows bid depth building to the left of the mid price and ask depth to the right, with pulled liquidity, fake walls, fake zones and trap zones marked.

Order Book Depth Behavior: bid and ask depth, pulled liquidity, fake walls, fake zones and trap zones.
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Step 3: compare displayed with executed

Displayed liquidity is what the book shows; executed liquidity is what actually trades. When a large part of the displayed book is cancelled before it trades, the real depth is smaller than it looks. The Fake Wall & Liquidity Trap Detection table and the Fake Wall & Trap Map show which walls were fake, cancelled or still active.

Fake Wall & Trap Map: resting walls by price, side and size, with their fake, cancelled or active status.
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Step 4: check stability

On the Liquidity Metrics Breakdown page, Order Flow Book shows stable support, depth strength and book activity next to the bid and ask ladder. Depth Stream shows buy pressure, sell pressure and net flow over time.

Order Flow Book: stable support, depth strength and book activity next to the bid and ask ladder.
Depth Stream: buy pressure, sell pressure and net flow over time.
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Reading the result

Healthy Absorption or Informed Support with stable walls: the book is more likely to hold.

Liquidity Dry Up or Liquidity Collapse: the book is thinning, so displayed size says less about what could trade.

Liquidity Trap or Shaped Book: the book looks played, so visible walls deserve less trust.

Order-book data depends on the timeframeLonger timeframes are assembled from shorter ones. When there is not enough underlying data, the cards say so instead of showing zero.