PRIZMA — Order Book Metrics Platform

What it is

Most charting shows what already happened — trades that are done. PRIZMA records what is still standing in the order book: how much size waits at each distance from the current price, on both sides, every minute, across the whole market.

That turns a fleeting snapshot into a time series you can chart, compare across coins, and reason about. The platform is a personal research project, not a commercial service.

The data

478symbols in the depth series

1.54 Mhourly depth observations

60.5 Mone-minute candles

Nov 2023start of the depth history

43symbols with over 900 days of depth

27collectors running continuously

Depth bands

For every symbol and every minute the resting size is summed cumulatively at seven distances from mid price, separately for bids and asks.

1.5%3%5%8%15%30%60%

What is collected

Stream	Detail
order book	REST snapshots across the market, plus a websocket-maintained book for the deepest symbols
trades	continuous tape
liquidations	continuous
open interest	hourly, perpetual contracts only
long / short	hourly account and position ratios
candles	one-minute and hourly, spot and futures

How it is built

Distributions, not levels. A threshold in dollars goes stale by construction, so rules are expressed in percentiles of each symbol's own history.
Seams stay visible. Where two data sources meet, every row carries its origin and the join is never smoothed over. A window that crosses a seam is flagged, not averaged.
Every claim is measured. Identification of a series, a band, or a parameter is settled by a control that can fail — never by assumption.

Charting

The front end currently runs on TradingView Lightweight Charts (Apache 2.0): candles, metric panes, and signal markers, served by a datafeed that already speaks the UDF protocol over 5 400+ symbols.

Why Advanced Charts. Order book work needs the things a full charting shell provides: drawing tools that persist, multi-pane layouts, custom indicators alongside the built-in library, and the symbol search and interval handling users already know from TradingView. The datafeed speaks UDF today, so the migration path is short.

The market right now

PRIZMA measures what is standing in the book. For context, the panels below show what has already traded — live crypto market data by TradingView.

Crypto heatmap

Crypto screener

Charting technology

Charting on PRIZMA is powered by TradingView. Market heatmaps, screeners and charting libraries are provided by TradingView, where traders and investors from all over the world follow the markets together.