versioned metric identities
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BOUNDED READ-ONLY RESEARCH
DizyQuant measures public market microstructure, records exact evidence quality and tests candidate formulas without silently promoting them into trading logic. The foundation is complete; representative evidence collection and explicit retain/reject/revise decisions are now the active programme.
LIVE TERMINAL BRIDGE
Open DizyCharts once to publish a safe derived snapshot. DizyQuant never stores raw candles, DOM rows, account data, credentials or order instructions.
versioned metric identities
snapshot-grade metrics
continuous-stream metrics
experimental candidates
signal-eligible metrics
ACTIVE EVIDENCE CAMPAIGN
BTC_USDT · ETH_USDT · SOL_USDT
range · directional · volatility-shock
required before a matrix cell is coverage-ready
qualified observations before all nine cells are coverage-ready
FOUNDATION STATUS
Versioned identities, evidence grades, availability states and deterministic Replay records.
Spread, visible depth, imbalance, concentration and weighted distance.
Public aggressor flow, visible-depth pressure and descriptive price response.
Displayed turnover, persistence, cluster survival and centre migration.
Shock recovery, replenishment and experimental depth-only candidate labels.
Held-out evaluation, walk-forward checks, deterministic null baselines and bounded presentation.
SAFETY CONTRACT
METRIC REGISTRY · dizyquant-candidates/1.4.0
| Metric | Unit | Evidence | Status |
|---|---|---|---|
Quoted spread pricespread-price | price | snapshot-grade | informational |
Quoted spread ticksspread-ticks | ticks | snapshot-grade | informational |
Quoted spreadspread-bps | basis-points | snapshot-grade | informational |
Bid depth within 10 bpsbid-depth-10bps | quote-notional | snapshot-grade | informational |
Ask depth within 10 bpsask-depth-10bps | quote-notional | snapshot-grade | informational |
Depth imbalance within 10 bpsdepth-imbalance-10bps | percent | snapshot-grade | informational |
Bid depth within 25 bpsbid-depth-25bps | quote-notional | snapshot-grade | informational |
Ask depth within 25 bpsask-depth-25bps | quote-notional | snapshot-grade | informational |
Depth imbalance within 25 bpsdepth-imbalance-25bps | percent | snapshot-grade | informational |
Bid depth within 50 bpsbid-depth-50bps | quote-notional | snapshot-grade | informational |
Ask depth within 50 bpsask-depth-50bps | quote-notional | snapshot-grade | informational |
Depth imbalance within 50 bpsdepth-imbalance-50bps | percent | snapshot-grade | informational |
Bid depth within 100 bpsbid-depth-100bps | quote-notional | snapshot-grade | informational |
Ask depth within 100 bpsask-depth-100bps | quote-notional | snapshot-grade | informational |
Depth imbalance within 100 bpsdepth-imbalance-100bps | percent | snapshot-grade | informational |
Depth-weighted distance within 100 bpsdepth-weighted-distance-100bps | basis-points | snapshot-grade | informational |
Near-depth concentrationnear-depth-concentration-25-of-100bps | percent | snapshot-grade | informational |
Aggressive buy notional over 10 secondsaggressive-buy-notional-10s | quote-notional | continuous-stream-grade | informational |
Aggressive sell notional over 10 secondsaggressive-sell-notional-10s | quote-notional | continuous-stream-grade | informational |
Gross aggressive notional over 10 secondsaggressive-gross-notional-10s | quote-notional | continuous-stream-grade | informational |
Net aggressive notional over 10 secondsaggressive-net-notional-10s | quote-notional | continuous-stream-grade | informational |
Aggressive flow imbalance over 10 secondsaggressive-flow-imbalance-10s | percent | continuous-stream-grade | informational |
Aggressive buy trade count over 10 secondsaggressive-buy-trade-count-10s | count | continuous-stream-grade | informational |
Aggressive sell trade count over 10 secondsaggressive-sell-trade-count-10s | count | continuous-stream-grade | informational |
Aggressive trade-count imbalance over 10 secondsaggressive-trade-count-imbalance-10s | percent | continuous-stream-grade | informational |
Buy flow versus opening ask depthbuy-flow-vs-opening-ask-depth-25bps | percent | continuous-stream-grade | informational |
Sell flow versus opening bid depthsell-flow-vs-opening-bid-depth-25bps | percent | continuous-stream-grade | informational |
Midpoint change over 10 secondsmidpoint-change-10s-bps | basis-points | continuous-stream-grade | informational |
Flow-aligned midpoint responseflow-aligned-response-10s-bps | basis-points | continuous-stream-grade | informational |
Flow-aligned response per millionflow-efficiency-bps-per-million-10s | basis-points-per-million-quote | continuous-stream-grade | informational |
Displayed liquidity added over 30 secondsliquidity-added-30s | quote-notional | continuous-stream-grade | informational |
Displayed liquidity removed over 30 secondsliquidity-removed-30s | quote-notional | continuous-stream-grade | informational |
Bid liquidity added over 30 secondsbid-liquidity-added-30s | quote-notional | continuous-stream-grade | informational |
Ask liquidity added over 30 secondsask-liquidity-added-30s | quote-notional | continuous-stream-grade | informational |
Bid liquidity removed over 30 secondsbid-liquidity-removed-30s | quote-notional | continuous-stream-grade | informational |
Ask liquidity removed over 30 secondsask-liquidity-removed-30s | quote-notional | continuous-stream-grade | informational |
Displayed liquidity turnover over 30 secondsliquidity-turnover-30s | quote-notional | continuous-stream-grade | informational |
Liquidity turnover versus opening depthliquidity-turnover-vs-opening-depth-30s | percent | continuous-stream-grade | informational |
Bid same-price persistencebid-same-price-persistence-30s | percent | continuous-stream-grade | informational |
Ask same-price persistenceask-same-price-persistence-30s | percent | continuous-stream-grade | informational |
Combined same-price persistencesame-price-liquidity-persistence-30s | percent | continuous-stream-grade | informational |
Opening cluster survivalopening-cluster-survival-30s | percent | continuous-stream-grade | informational |
Signed liquidity centre shiftliquidity-centre-shift-bps | basis-points | continuous-stream-grade | informational |
Absolute liquidity distance shiftliquidity-absolute-distance-shift-30s-bps | basis-points | continuous-stream-grade | informational |
Bid centre distance shiftbid-centre-distance-shift-30s-bps | basis-points | continuous-stream-grade | informational |
Ask centre distance shiftask-centre-distance-shift-30s-bps | basis-points | continuous-stream-grade | informational |
Near-depth concentration shiftnear-depth-concentration-shift-25-of-100bps-30s | percentage-points | continuous-stream-grade | informational |
Liquidity recovery timeresilience-recovery-ms | milliseconds | continuous-stream-grade | informational |
Shock spread wideningshock-spread-widening-pct | percent | continuous-stream-grade | informational |
Shock bid-depth loss within 25 bpsshock-bid-depth-loss-25bps-pct | percent | continuous-stream-grade | informational |
Shock ask-depth loss within 25 bpsshock-ask-depth-loss-25bps-pct | percent | continuous-stream-grade | informational |
Spread recovery timespread-recovery-ms | milliseconds | continuous-stream-grade | informational |
Bid-depth recovery timebid-depth-recovery-25bps-ms | milliseconds | continuous-stream-grade | informational |
Ask-depth recovery timeask-depth-recovery-25bps-ms | milliseconds | continuous-stream-grade | informational |
Shocked component countresilience-shocked-component-count | count | continuous-stream-grade | informational |
Recovered component countresilience-recovered-component-count | count | continuous-stream-grade | informational |
Shock nearby-depth lossshock-depth-loss-notional | quote-notional | continuous-stream-grade | informational |
Same-price replenishment after shocksame-price-replenishment-post-shock | quote-notional | continuous-stream-grade | informational |
Migrated-price replenishment after shockmigrated-price-replenishment-post-shock | quote-notional | continuous-stream-grade | informational |
Replenishment versus shock lossreplenishment-vs-shock-loss-pct | percent | continuous-stream-grade | informational |
Same-price replenishment sharesame-price-replenishment-share-pct | percent | continuous-stream-grade | informational |
Post-shock midpoint changepost-shock-midpoint-change-bps | basis-points | continuous-stream-grade | informational |
Post-shock continuation flagpost-shock-continuation-flag | flag | continuous-stream-grade | informational |
Post-shock reversal flagpost-shock-reversal-flag | flag | continuous-stream-grade | informational |
Post-shock no-movement flagpost-shock-no-movement-flag | flag | continuous-stream-grade | informational |
Depth-only absorption candidateabsorption-candidate-flag | flag | continuous-stream-grade | experimental |
Depth-only exhaustion candidateexhaustion-candidate-flag | flag | continuous-stream-grade | experimental |