The price-centered depth ladder — reading it, trading from it, and setting alerts on it.
“The depth of market is a live price ladder showing the resting bid and offer size queued at each price.”
The DOM is the desktop terminal's depth-of-market ladder — a price-centered book with the full order-flow read built in and a trading layer on top. Resting bid and ask depth flank a fixed central price spine, executed volume sits split against the spine as a footprint, and the pull/stack and delta analytics are always on — they are the point of the panel, not an overlay you toggle. When you arm it, the same ladder becomes your order-entry surface: click a row to place an order, click a chip to cancel it, and watch your position and P&L live on the rows.
NO LIVE FEED state — connect a data source via Broker Connections and the live book takes over.From the menu bar: Add Panel → Order Flow → DOM V2 (Multi-lane depth ladder), or press Ctrl+Alt+D. The first press opens your primary DOM, which follows the terminal's active symbol.
Every press after that adds a new, independent ladder pinned to whatever symbol is active at the moment you add it — it does not follow later symbol switches. Each extra ladder is titled DOM · SYMBOL, runs its own live depth subscription, and releases it when you close the panel. So to stack ladders across instruments: switch to the symbol you want, press Ctrl+Alt+D, repeat.
There is also a ready-made wall: Presets → Order Flow → Multi-DOM lays out four live ladders side by side (ES · NQ · QQQ · SPY), each on its own symbol.
The eye anchors at the center and works outward. Prices run down a fixed tick grid in the middle of the panel; the book scrolls through the grid rather than reflowing it.
Price spine | The center column. The current-price chip pins to the row of the last print — where business is actually being done — and a small wedge on the spine shows the aggressor: blue means a buyer lifted the ask, red means a seller hit the bid. The traded row also carries a faint highlight band. |
Bid / ask depth | Resting size sits outboard: bid depth bars grow leftward from the spine, ask depth bars grow rightward. Both bar length and brightness scale with size, and the exact size number hugs the price it belongs to. Blue is the bid side, red is the ask side. |
Split footprint | Executed volume kisses the spine from both sides: sell volume traded into the bid immediately left of price, buy volume traded into the ask immediately right. This is session per-price traded volume — the record of who actually got filled where. |
Diagonal imbalance | The footprint compares diagonally — aggressive buying at a price against aggressive selling one tick below (the two sides of the same fight). When one side outguns the other at least 3:1 on meaningful volume, that cell saturates and gets a ring. It is the one cell allowed to pop; initiative and absorption read at a glance without doing arithmetic. |
The inside | Two hairline amber rules mark the touch — the top of the best-ask row and the bottom of the best-bid row. When the spread is wider than one tick, the empty rows between them get an amber wash so the gap is visible structure, not dead space. |
Level lines | Session VWAP (VW) and the session point of control (PC) draw as thin labeled lines on their exact price rows, so the references sit in the same grid as the book. |
The footer keeps the session score: cumulative bid and ask totals with the percentage split.
Around the trade core, the analytics gutters run continuously — there is nothing to switch on:
The ladder has two centering modes, shown on a chip in the header:
FOLLOW | The default. The grid re-anchors to the inside market only when price drifts more than a few rows from the current anchor — inside that deadband every price keeps its row, so a one-tick flicker of the touch moves nothing. When price does walk away, the ladder snaps back in one clean recenter instead of shivering a row at a time. |
LOCK | The pinned state. Scrolling the mouse wheel engages it automatically — a manual scroll means you are studying a level, so FOLLOW is not allowed to yank the window back. A LOCKed ladder never auto-recenters; the chip turns amber to flag it. |
To get back: double-click anywhere on the ladder to recenter on the inside market and re-engage FOLLOW, or click the LOCK chip — releasing it recenters immediately. Wheel scrolling moves the window about three ticks per notch.
The trading layer is gated behind one explicit switch. The header carries a row of chips:
SAFE / ARMED | The master trade gate. Click to toggle. SAFE is the default and the arm state is never saved — every launch starts SAFE. ARMED is the only red word in the header. |
QTY | The one-click order size. Click cycles the presets (1 → 2 → 3 → 5 → 10), the mouse wheel over the chip steps by one, and the quantity is hard-capped at 10. |
PAPER | The routing label. Ladder orders fill in the terminal's built-in paper engine today; live ladder routing is the next phase. The label is set by the terminal, not by you — it tells you where a click actually goes. |
While ARMED, the ladder is one-click — no confirmation dialog:
BUY / SELL buttons send market orders at the chip quantity; FLATTEN closes the symbol's position; CANCEL pulls every working order on the symbol. All of them respect the same ARM gate.A trade click on a SAFE ladder never trades — it flashes a hint telling you to click the SAFE chip to arm. Each placed order also stamps a brief fading tag on its row, on the side you clicked, so you get immediate visual confirmation without looking away from the book.
Resting orders live on the ladder, not in a separate list:
B 2 ✕ / S 2 ✕ for entries, TP 2 ✕ / SL 2 ✕ for bracket legs. Buy chips sit on the bid edge, sell chips on the ask edge.The same working orders and position are mirrored as order lines on the chart, so the ladder and the chart never disagree about where your risk is. Every fill also lands in the Trade Journal automatically.
Three more header chips attach a bracket to every entry the ladder sends:
TP and SL hold the take-profit and stop offsets in ticks. Click a chip to cycle the presets (off → 2 → 4 → 8 → 12 → 16 ticks); wheel over it to fine-step up to 32. Off means no leg.BRKT) opens a menu of named templates: No bracket (raw order), 1 lot · TP 4t / SL 8t, scalp templates at 2/4/8/12 ticks with matched stops, and two two-target groups — 2 targets · break-even stop and 2 targets · common stop, where the second target sits at twice the first's offset. Picking a template sets the TP/SL chips (and the quantity, when the template implies one); the chips stay live for fine-tuning, and hand-tuning flips the template label to CUSTOM.TP / SL chips on the ladder rows and cancel like any other working order.Right-click any ladder row and pick Alert at <price> to arm a price alert at that level. The direction is inferred from where the row sits relative to the market, and the alert lands in the terminal's Alerts panel (opening it for you if it isn't already up). Alerts are a read, not a trade — they work on every column and ignore the ARM gate entirely. The same right-click works on the chart.
I built the gate this way on purpose: one-click speed matters when you scalp, but speed without an explicit arm step is how fat-finger stories start. Arming is one click when you want it hot — and the ladder is never hot because you forgot it was.