5 docs tagged with "mbo"

This guide covers the various listener interfaces available for receiving market data in Bookmap add-ons.

Technical blueprint for building an iceberg detector Bookmap add-on using the Simplified API with MBO data from Rithmic.

Iceberg order mechanics, detection algorithms (Native, Resistance, Underflow), the absorption spectrum, and data quality considerations.

Exchange architecture, order types, matching algorithms, market data types, and microstructure fundamentals for Bookmap add-on developers.

This guide covers building and managing order books for both MBP (Market By Price) and MBO (Market By Order) data.