the working laboratory. DeepLOB, trend, and the live loop stay on the uk box. this is the public desk: the book, the mid, and why a mid-price backtest is not a trade.
paper on 1 btc, marked at the first print. mid to mid. this is the laboratory fill.
not taking into account trading fees. one taker on the same 1 btc is about this much. it is not in the number on the left.
mid only. green and red ticks fire when the engine snapshot is ready and one side clears 45% by 8 points.
no book yet.
the trained net stays on vps1. set LOB_ENGINE_URL to the snapshot the live loop already writes and this strip lights up. the book and the graph do not wait for it.
most laboratory curves fill at the mid with no fee. that is the number Zhang, Zohren and Roberts published as a relative test, not a trade. you cannot lift the mid. a buy pays the ask, a sell hits the bid, and the venue takes a cut.
waiting on a print to price the sheet.
| path | fill | fee | edge on an 8 bp mid call |
|---|---|---|---|
| lab default | mid | 0 | +8.0 bp |
| touch | bid / ask | 0 | 8.0 bp |
| touch + taker | bid / ask | 6.0 bp | 2.0 bp |
| live poll | bid / ask, 1.5s late | 6.0 bp | 0.8 bp |
the engine on vps1 already has the honest paper book (fee, slip, ctx exits). when LOB_ENGINE_URL points at that snapshot, the after-costs line above is theirs, not this stand-in. collectors on vps2 (lighter, extended, binance) stay off this page.
this page is a public demonstration. it is not a venue, broker, adviser, or signal service. you cannot place, cancel, or fill an order here. no paper dollar is real, withdrawable, or yours. the money counter is a mid-to-mid laboratory mark on 1 btc from the first print. it does not take trading fees, spread beyond the print, slippage, latency, funding, or tax. the fees reel is an estimate of one taker on that size and is also not a quote.
model bars, ticks, and any engine snapshot (including DeepLOB) are informational. they are not a recommendation to buy, sell, or hold anything. hypothetical and simulated results have inherent limits and are not a track record. public books come from third-party venues that are not affiliated with this site. you can lose all of any capital you choose to risk elsewhere. the site owner owes you no duty and accepts no liability for any loss.
by staying on this page you accept the full terms at the disclaimer, including the release, liability cap, and governing law of england and wales. if you do not agree, leave.