更新頻度：リアルタイム
データ例：(JSON)
— Sentiment —
USDJPY Long: 40.0%
EURUSD Long: 29.0%
— Order Book (USD/JPY, Positions) —
Snapshot Time: 2025-11-09 23:16:47 JST
Depth Levels: Bids=15, Asks=15
Price Precision: 0.001
Definition: aggregated open positions by price level (not live quotes)
Imbalance (Bids-Asks): +67 (Bids:357, Asks:290)
Bids (by size desc):
153.526@35; 153.199@32; 153.142@31; 153.967@29; 154.460@28; 153.068@26; 153.102@25; 153.524@23; 153.103@22; 154.124@19; 154.100@19; 153.071@19; 153.070@18; 154.112@16; 149.992@15
Asks (by size desc):
153.567@59; 152.030@48; 150.017@28; 149.535@20; 153.063@19; 152.947@16; 153.256@15; 153.448@14; 153.061@12; 153.091@11; 153.056@10; 153.129@10; 153.174@10; 153.066@9; 153.103@9
Notes: positions heatmap => shows potential ‘wall’ levels, not for spread estimation
— Market Depth (Lots) —
Pair: USD/JPY
Snapshot Time: 2025-11-09 23:16:47 JST
Snapshot ID: 20251109231647
Price Step: 0.00100
Position Median (not market quote): 153.103
Unit: lots
Definition: net lots per price (bid−ask). Positive=bid-dominant, Negative=ask-dominant.
Note: Position Median = median of all position prices (not real-time market mid)
Summary:
Snapshot ID: 20251109231647 (verify this matches graph)
Position VWAP (derived): 152.978
POC (Point of Control): 153.567 (volume: 59)
Max Net Long: +35.0 @ 153.526 (bid 35 / ask 0)
Max Net Short: -59.0 @ 153.567 (bid 0 / ask 59)
Max Bid Wall (one-sided): 35 @ 153.526 (net: +35.0)
Max Ask Wall (one-sided): 59 @ 153.567 (net: -59.0)
Near-Median Imbalance (±0.020, median=153.103): +27.0 (bid 47.0 / ask 20.0)
Window prices: [153.091, 153.102, 153.103]
Skew (left net_lots):
149.535 -> -20.0; 149.992 -> +15.0; 150.017 -> -28.0; 152.030 -> -48.0; 152.947 -> -16.0; 153.056 -> -10.0; 153.061 -> -12.0; 153.063 -> -19.0; 153.066 -> -9.0; 153.068 -> +26.0
153.070 -> +18.0; 153.071 -> +19.0; 153.091 -> -11.0; 153.102 -> +25.0; 153.103 -> +13.0; 153.129 -> -10.0; 153.142 -> +31.0; 153.174 -> -10.0; 153.199 -> +32.0; 153.256 -> -15.0
153.448 -> -14.0; 153.524 -> +23.0; 153.526 -> +35.0; 153.567 -> -59.0; 153.967 -> +29.0; 154.100 -> +19.0; 154.112 -> +16.0; 154.124 -> +19.0; 154.460 -> +28.0
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