DOM Ladder

A DOM (depth of market), also called a price ladder, lists every price in a vertical column with the size waiting to buy (bids) below the market and the size waiting to sell (asks) above it. Futures traders use it to see where liquidity sits, how it changes, and where trading is happening right now.

In Quatick the DOM is a chart type. The ladder is drawn against the chart's price axis, one row per price, with configurable columns. To its left a candle strip shows recent candles on the chart's own time axis, so you can pan and zoom it like any chart. The ladder follows the mid price automatically.

Live order book

The same ladder rows on the real-time Binance spot book, streamed into this page. Change the symbol above the pane; hover a row to see the cumulative depth a sweep to it would take.

1. 1
   Receive the book

   Each order-book update reaches the chart through chart.setOrderbookSnapshot(). The terminal does this automatically for brokers that stream depth.
2. 2
   Group into rows

   Levels are grouped into rows of Book ticks per row × the book tick. Sizes in the same row are added.
3. 3
   Place the window

   With Keep centred on the mid, the chart's price scale is set around the mid price. It moves only when the mid leaves the central band, so rows do not jump with every tick.
4. 4
   Count traded volume

   Trades from the tape (or inferred from ticks) are added to the price row they printed at, for the chosen window: session, visible bars, or last N minutes. Buy and sell volume give the delta column.
5. 5
   Fall back to bars

   Before any trade has been recorded, volume is estimated by spreading each bar's volume over its range, and the header says Volume from bars. When the average candle spans more than a quarter of the visible ladder (daily candles, for example), this estimate is skipped because it would be meaningless.
6. 6
   Draw

   Rows, depth bars, highlights, your orders, the position line, flashes and the header are drawn; the candle strip is drawn with the chart's candlestick renderer.

• Per level shows the size at each price. Use it to find walls.
• Cumulative from best adds sizes outward from the best price. Read across to see how far a market order of a given size would move price.
• Bar scale maps size to bar length. Square root (default) keeps small levels visible beside a wall; logarithmic compresses more.

A ladder that re-centres on every tick is hard to read and impossible to click accurately. The ladder stays still while the mid moves inside the band, then re-centres in one step. A wider band (higher value) moves it less often. Turn Keep centred on the mid off to scroll the ladder freely with the price axis.

• The strip uses the chart's time axis, so dragging or wheel-zooming the chart shows more or fewer candles.
• Same prices as the ladder lines candles up with ladder rows. A narrow ladder window clips older candles.
• Own scale fits all visible candles and draws a box for the ladder's window.
• Auto (default) uses the ladder prices unless that would clip the candles by more than 2% of the ladder span.
• Ladder width sets how wide the columns are; the strip gets the rest of the pane. The strip is never narrower than Strip width, unless that would take more than 35% of the pane.

1. 1
   Read the spread and imbalance

   A wide spread means thin liquidity at the top of the book. A strong bid imbalance means more size waiting to buy than to sell in view.
2. 2
   Watch the best bid and ask

   When the best ask size shrinks quickly while the last price prints at the ask, buyers are eating the offer; a move up is likely once it is gone.
3. 3
   Find the walls

   Highlighted levels can stop price. Watch the flashes: an orange flash on a wall as price approaches means it is being pulled.
4. 4
   Read traded delta

   Large positive delta at a price below the market means buyers stepped in there. Such prices often hold on a retest.
5. 5
   Check the last column

   Concentrated recent volume at one price, without price moving, signals absorption at that level.
6. 6
   Check your orders

   Your orders in the Buy and Sell columns show where you sit. A large wall in front of your order means a long queue.

1. 1
   Choose a symbol with depth

   The broker connection must stream the order book. Delta Exchange (and other crypto symbols) also stream trades with aggressor side; elsewhere trades are inferred from tick volume.
2. 2
   Select the chart type

   Chart type menu → Order flow → DOM ladder. Until the first snapshot arrives the header shows Waiting for order book.
3. 3
   Open the settings

   Click the gear to the left of the name.
4. 4
   Set the row size

   Keep 1 book tick per row for liquid futures. For instruments with a tiny tick (many crypto pairs), raise Book ticks per row so the ladder covers a useful range.
5. 5
   Pick the columns

   Start with Orders · book · volume · delta. Use Book only for the narrowest ladder.
6. 6
   Set the volume window

   Session for context, Last N minutes for short-term activity.
7. 7
   Size the layout

   Set Ladder width and Row height so the ladder shows enough rows, then the candle strip fills the rest.

Feeding the ladder from code

chart.setOrderbookSnapshot({ bids: [[24510.5, 74], [24510.0, 88]], asks: [[24511.0, 135], [24511.5, 70]] });
chart.addTrades([{ time: chartTimeSeconds, price: 24511.0, size: 12, side: 'buy' }]);

// Your working orders and position
chart.setDomOrders([
  { price: 24509.0, size: 5, side: 'buy' },
  { price: 24513.5, size: 5, side: 'sell', label: 'TP' },
]);
chart.setDomPosition({ price: 24509.5, size: 5 }); // positive = long, null = flat

• The book shows only the levels the broker sends, often 5 to 20 per side.
• Traded volume before the chart was opened comes from bars and is approximate; exact volume needs the trade tape.
• Inferred trades take their side from the tick rule (uptick = buy), which is wrong for some prints.
• Hidden and iceberg orders are not visible in the book.

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