Derivative Feed: Order Flow & Stop-Loss Clusters

BTC Liquidation Map & Derivative Heatmap Dashboard

Eastern Standard Time (EST)
04:14:09 AM
₿
Bitcoin (BTC)

Market Sentiment & Momentum

Fear & Greed Index:
30 Fear
Daily RSI (14): 33.18
Convergence Signal: NEUTRAL MOMENTUM

S2F Deflection Monitor

S2F Model Target: $104,500
S2F Deflection: 0.74
UNDERVALUED DEFLECTION

Whale Flow Radar (>$0.05M)

Scanning for whale activity...

Liquidation Heatmap (EST)

Real-Time Order Flow
LONG 50% 50% SHORT
High Short Density
$78,976.11
Potential Short Squeeze Zone
Current Price *
$77,427.56
Unofficial real-time value
Long Cluster
$76,266.15
Support / Stop-loss floor
Total 24h Liquidated Volume:
$1,119.99M
About the Heatmap

This Liquidation Heatmap visualizes potential "pain points" by mapping order flow to identify where large stop-loss clusters sit.

Extreme: High probability of a Squeeze.
Medium: Standard support / resistance.

Mathematical Integrity & Persistence

Algorithmic formulas governing state serialization, normalization, RSI, and model deflection

1. State Serialization

Captures the market state $S$ every 60s to maintain persistence.

$$S_{t+1} = \left(\int \Delta\text{Vol}\,dt\right) + S_t \quad (60\text{s Interval})$$
2. Heatmap Normalization

Prevents "fat-finger" trades from washing out the visual data.

$$\text{Intensity} = \min\left(\frac{\text{Value} - \mu}{\sigma}, 100\right)$$
3. Relative Strength Index

Measures the velocity and magnitude of price movements.

$$\text{RSI} = 100 - \left(\frac{100}{1 + (\text{Avg Gain} / \text{Avg Loss})}\right)$$
4. Model Deflection

Statistical distance between price and scarcity models.

$$\text{Deflection} = \frac{\text{Price}_{\text{Actual}}}{\text{Price}_{\text{S2F Model}}}$$

Frequently Asked Questions

Essential questions regarding the liquidation map, squeeze clusters, and model deflection.

What does the BTC Liquidation Map visualize?
The Liquidation Heatmap visualizes potential price "pain points" by mapping order flow and stop-loss clusters to identify where high-leverage long and short positions are vulnerable to squeezes.
How is the S2F Deflection calculated?
S2F Deflection measures the statistical distance between the actual Bitcoin spot price and the Stock-to-Flow pricing model target, indicating whether the asset is currently undervalued or overvalued relative to scarcity models.