Sensor Grid · Financial & Crypto Liquidity
Harmonic Sphere
Order flow, derivatives crowding, macro prints and on-chain cohorts fused into one liquidity read.
Cross-asset
Correlation lattice
| ρ | BTC | ETH | SOL | NDX | GOLD | DXY |
|---|---|---|---|---|---|---|
| BTC | — | 0.86 | 0.78 | 0.62 | 0.18 | -0.44 |
| ETH | 0.86 | — | 0.82 | 0.58 | 0.12 | -0.39 |
| SOL | 0.78 | 0.82 | — | 0.51 | 0.08 | -0.35 |
| NDX | 0.62 | 0.58 | 0.51 | — | 0.22 | -0.52 |
| GOLD | 0.18 | 0.12 | 0.08 | 0.22 | — | -0.61 |
| DXY | -0.44 | -0.39 | -0.35 | -0.52 | -0.61 | — |
Derivatives
Liquidation heatmap
Leverage × price move · density of forced exits
Liquidity coherent. Derivatives crowding is the dominant fault line.
Market microstructure
Volatility clustering
MODEL90.5 idx
Order book depth
MODEL$412M ±2%
Bid / ask imbalance
MODEL+0.06 skew
Liquidity pockets
MODEL4 voids mapped
Derivatives
Funding rate pressure
MODELmodel
Open interest
MODELmodel
Liquidation pressure
MODEL$142M / 24h
Macro indicators
CPI trajectory
MODEL3.1% YoY
PMI composite
MODEL51.4
Unemployment
MODEL4.2%
Rate decision risk
MODELnext FOMC 22d
On-chain analytics
Whale movement
MODEL12 clusters active
Staking flow
MODEL+184k ETH
L2 activity
MODEL8.1M tx / day
Stablecoin velocity
MODEL1.42x turnover
Exchange telemetry
API latency
MODEL38ms p95
Throughput
MODEL142k req/min
Liquidity fragmentation
MODEL9 venues
BTC dominance shift
MODELmodel
CTDMM