The color scale, to commit to memory

The heatmap is DeepDom's reason for being. It records and plots the book's limit orders over time, on a price axis (vertical) and a time axis (horizontal). Each colored horizontal band is a concentration of liquidity at one level. By default, it loads one hour of history: you see not only where the orders are, but how they were built, moved or disappeared.

The color scale

Color encodes the intensity of liquidity at each level. In the default palette, it runs from dark to bright: deep blue for ordinary liquidity, white then yellow as size grows, orange and red for unusual concentrations.