Order Book

Walls on the chart can be enabled independently of the DOM panel. The preview uses this chart’s instrument and cursor; selecting another strategy project does not change its book. Choose Show Order Book Panel (DOM) in the chart context menu to open a synthetic book without preparing a simulation or opening a strategy project. It uses the normal causal generator and saved m1 history at Start, with default settings.

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Order Book Settings in the same menu changes the preview seed, depth, view and width. With an active run that models the book, the panel follows that run instead; the run book changes when a minute candle closes. Chart Settings in the context menu controls snapping Start/End to candles: turn it off to drag freely and see the forming candle change inside a bar. The choice is saved for this chart.

A click on the panel header switches the view: Ladder shows the levels above and below the spread with volume bars; Profile shows volume bars under a stepped cumulative curve; Scale puts every level at the height of its price on the chart, with walls drawn thicker. In Ladder and Profile the mouse wheel groups levels x1, x2 and x5; in Scale it zooms the price axis of the chart, and a double click returns it to auto-scale.

Hovering a row draws a dashed line at its price on the chart; a click pins the line with a price plate next to the scale, and a second click removes it. Pinned lines go with the session. The PAUSED tag marks a standing session and STALE a running one without frames for more than five seconds; the SYNTHETIC · TEACHER badge is never hidden.

The vertical DOM tab collapses the panel without stopping the generator: a collapsed chart does not ask for the book and takes no Active book limit slot, an expanded one takes one slot per instrument, and a book once activated stays active until the run ends. Each chart remembers whether it is collapsed; the view and the width of the panel are shared by all charts.

Panel max FPS limits how many times per second a frame carries the ladder of one book. If a paused session is stepped past a minute close while the panel is collapsed or the chart is hidden, the panel shows Warming up… until the next step or resume brings the book, rather than passing off the ladder from before those steps as current.

The panel shows levels on both sides of the price. Grouping merges adjacent levels by a factor of x1, x2 or x5; that factor counts merged levels rather than defining a price bucket, because the levels already sit on the price grid of the instrument.

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Rows per side (10 to 200, 50 by default) sizes the order book table of the Simulation window and bounds the depth a frame carries to the DOM panel in Ladder and Profile: five times the rows, so that grouping has levels to merge. Scale receives the whole active range of the book. Display settings do not change what the engine generates.

A level counts as a wall once it stands at three times the median of its own side. The chart layer draws at most twelve wall lines at a time.

Walls on the chart are turned on and off by their own commands and remain a hint about volume, not a signal.

The feed keeps up to two hundred recent book events; the ring inside the engine is deeper. While the session moves the book is re-read once a second, and once every five seconds while it stands.

A session whose book has published no new revision for more than five seconds is marked stale. That signals a stopped stream, not an empty book.

The simulated book is synthetic: it is built from candles and is off by default. A disabled generator answers honestly that it is unavailable rather than returning an empty book.

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By default the book does not fill strategy orders. The «Fill orders from the order book» checkbox (CandleVolumeTapeV1) turns on a separate fill model in the tester and the robot check: Realistic mode and a pinned seed are required; Paper refuses such a robot at preflight. On fills runs the Risk SDK returns ExecutionCostUnavailable until a depth-cost model exists.

CandleVolumeTapeV1 walks takers across the opposite side of the published book (candle volume tape, queue-ahead, stop anchors). A price touch alone does not fill a limit; participation is on the order of ~18.5%/min. Refusals are explicit — never a silent candle-execution fallback.

In Tick mode an order submitted mid-minute does not use that submission minute's volume until the minute closes. Linear candle slippage, spread and participation are inactive while fills are on. Teacher plus fills is refused.