The layout
Order Book Depth Behavior plots price along the bottom and depth up the side. Bid depth builds out to the left of the mid price and ask depth to the right; the mid price is marked in the middle.
The visible price window widens on higher timeframes, and prices are snapped to the asset's tick size, so every level shown is a price that can actually trade.
The legend
The legend names everything on the chart: bid depth, ask depth, pulled liquidity, fake wall, fake zone and trap zone.
Resting and pulled liquidity
The resting liquidity profile on the edge shows how much size waited at each level. Pulled liquidity bars mark size that was withdrawn instead of traded. Clusters of pulled liquidity near the mid price mean the book looks deeper than it really is.
Fake walls, fake zones and trap zones
Fake wall pins mark walls that disappeared before price reached them, ranked by their peak size. Shaded bands mark fake zones, price bands whose displayed size never intended to fill, and trap zones, bands the book baited and then abandoned.
A fake wall or trap zone just beyond the current price is the most important thing on this chart: it marks where the visible book has been least dependable.
The LIVE feed
With the LIVE badge active, new walls, zones and events arrive from the live order-book feed on top of the selected timeframe's data. When the feed is unavailable, the chart shows the latest stored reading.