📄️ Market Mechanics
Exchange architecture, order types, matching algorithms, market data types, and microstructure fundamentals for Bookmap add-on developers.
📄️ Iceberg Orders
Iceberg order mechanics, detection algorithms (Native, Resistance, Underflow), the absorption spectrum, and data quality considerations.
📄️ Iceberg Detector Blueprint
Technical blueprint for building an iceberg detector Bookmap add-on using the Simplified API with MBO data from Rithmic.
📄️ Iceberg Detection Study Guide
Study guide with verification questions covering matching engine mechanics, market data, iceberg orders, the native detection algorithm, and absorption.