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Axis-2 · Cascade-Free Harvest — Iteration 6 19 NEW

Family swept: order-book depth / imbalance / resiliency (spot L2) · campaign regime-invariant-orthogonality · append-only

19new candidates
0dupes
120running total (spot)
0out-of-scope this iter

The depth axis. Trade-based measures infer liquidity; the order book shows it. This iteration harvests the L2 instruments that grade exit-difficulty and book fragility directly: imbalance (OBI/queue-imbalance, micro-price, weighted-mid, multi-level/integrated/cross-impact/deep OFI, DeepLOB), depth & cost-to-trade (Næs–Skjeltorp book-slope, XLM cost-of-round-trip, walk-the-book price impact, the 23-measure TAQ liquidity family), resiliency (Obizhaeva–Wang recovery ρ, Large's impulse-response half-life), and book structure (Bouchaud–Mézard–Potters shape, order-book entropy, Roşu / queue-reactive / Lipton–Pesavento–Sotiropoulos queue models, Cartea–Jaimungal execution signals).

L2 is spot-legal. Order-book depth is available for Binance spot — L2 is a data requirement, not a derivative, so every row sits inside principle #8 (tagged L2). None need funding/OI/liquidations. Base OFI (Cont–Kukanov–Stoikov 2014) is already seeded (S12); only its multi-level / deep / cross-impact / DL descendants are new here.

New candidates (iter 6)

#NameFamilyMeasuresCascade / liquidity mappingSpot?ParamStable-IDFOSS
H90Order-book imbalance / queue imbalance (OBI)order-book-imbalance(V_b−V_a)/(V_b+V_a) at BBO / L levels; one-tick-ahead predictorimbalance-pressure toward the thin sideL2DIMGould & Bonart 2016, MML — DOI 10.1142/S2382626616500064; arXiv:1512.03492VER nicolezattarin/LOB-feature-analysis (Apache-2.0); frds (MIT)
H91Micro-price (Stoikov)fair-value-estimatormartingale fair value = Markov-chain limit of expected mid | imbalance + spread stateadverse-selection-adjusted fair exit priceL2PPStoikov 2018, Quant. Finance — DOI 10.1080/14697688.2018.1489139; SSRN 2970694REF sstoikov/microprice (Py) — NO LICENSE
H92Weighted mid / book-pressurefair-value-estimatorvolume-weighted mid (P_a·V_b + P_b·V_a)/(V_a+V_b)imbalance-pressure / micro-price baselineL2PFGould et al. 2013, Quant. Finance — DOI 10.1080/14697688.2013.803148; arXiv:1012.0349VER frds (MIT); nicolezattarin (Apache-2.0)
H93Multi-Level OFI (MLOFI)OFI-extensionvector of net order flow at each of the L deepest price levelsimbalance-pressure + deep-book depth influenceL2PPXu, Gould, Howison 2019, MML — arXiv:1907.06230; SSRN 3479741 · parent S12VER akshai0296/Multi-Level-OFI-…Cross-Impact (MIT)
H94Integrated + cross-impact OFIOFI-extensionPCA-integrated multi-level OFI; contemporaneous + lagged cross-asset OFI impactimbalance-pressure + cross-impact / systemic co-movementL2 (+multi-asset)PPCont, Cucuringu, Zhang 2023, Quant. Finance — DOI 10.1080/14697688.2023.2236159; arXiv:2112.13213 · parent H93VER akshai0296/…Cross-Impact (MIT)
H95Deep OFI (DL)OFI-extensionLSTM/MLP on order-flow-transformed LOB, multi-horizon return forecastimbalance-pressure (multi-horizon alpha)L2MNKolm, Turiel, Westray 2023, Math. Finance — DOI 10.1111/mafi.12413; SSRN 3900141UNV
H96DeepLOBLOB-shape / deep-learningCNN+Inception+LSTM predicting mid-price direction from raw L10 bookpredictive book-state fragilityL2MNZhang, Zohren, Roberts 2019, IEEE TSP — DOI 10.1109/TSP.2019.2907260; arXiv:1808.03668REF zcakhaa/DeepLOB (Py) — NO LICENSE
H97Order-book slope (Næs–Skjeltorp)book-slope-depthslope of the cumulative depth-vs-price curve near middepth / exit-difficulty (steeper = thinner)L2PPNæs & Skjeltorp 2006, J.Fin.Markets — DOI 10.1016/j.finmar.2006.04.001VER frds `limit_order_book_slope` (MIT)
H98XLM / cost-of-round-tripcost-to-tradebps cost of a round-trip market order of notional V, walking both book sidesexit-difficulty / depth beyond the inside spreadL2PPGomber, Schweickert, Theissen 2004 "Zooming in on Liquidity" (SSRN 559406); roots Irvine-Benston-Kandel 2000UNV walk-the-book generic
H99Cost-to-trade / market-order price-impactcost-to-tradeVWAP slippage vs mid to consume quantity Q by walking the bookexit-difficulty / cost-to-tradeL2PPmechanism per XLM (H98) + TAQ price_impact (H106)VER frds (MIT); highfrequency price_impact (R, GPL≥2)
H100Obizhaeva–Wang execution + resilienceresiliencytransient-impact optimal execution; resilience ρ = depth recovery speed after a traderesiliency / fragility (recovery rate drives cost, not static depth)L2PPObizhaeva & Wang 2013, J.Fin.Markets — DOI 10.1016/j.finmar.2012.09.001; SSRN 752022UNV
H101Large — LOB resiliencyresiliencyimpulse-response: probability + half-life of book replenishment after a large trade (Hawkes)resiliency / fragility (post-shock recovery)L2PPLarge 2007, J.Fin.Markets — DOI 10.1016/j.finmar.2006.09.001UNV generic Hawkes (tick)
H102Bouchaud–Mézard–Potters avg LOB shapeLOB-shapehumped stationary average book (volume density vs distance from mid)depth / fragility (equilibrium book shape)L2PFBouchaud, Mézard, Potters 2002, Quant. Finance — DOI 10.1088/1469-7688/2/4/301; arXiv:cond-mat/0203511UNV
H103Roşu dynamic LOB modelqueue-modelequilibrium bid/ask as a function of the numbers of buy/sell orders in the bookimbalance-pressure / resiliency (theory)L2PPRoşu 2009, RFS — DOI 10.1093/rfs/hhp011; SSRN 710841UNV
H104Queue-reactive model (Huang–Lehalle–Rosenbaum)queue-modelMarkov-queue LOB with state-dependent order-flow intensities; generative full-bookresiliency / imbalance-pressure / depth (generative)L2PPHuang, Lehalle, Rosenbaum 2015, JASA — DOI 10.1080/01621459.2014.982278; arXiv:1312.0563UNV abides adjacent (NOASSERTION)
H105Lipton–Pesavento–Sotiropoulos quote-imbalanceorder-book-imbalance / queue-modeljoint top-of-book queues + trade arrivals; P(price move | quote imbalance), near-linearimbalance-pressure / fragilityL2PPLipton, Pesavento, Sotiropoulos 2013 — arXiv:1312.0514UNV
H106TAQ liquidity familycost-to-tradequoted / effective / realized spread, price impact, quoted+dollar depth, depth-weighted spreadcost-to-trade / depth; effective = realized + price-impact decompositionL2mixedBoudt, Kleen, Sjoerup 2022, JSS 104(8) — DOI 10.18637/jss.v104.i08; base Hasbrouck-Seppi 2001, Boehmer 2005VER highfrequency::tqLiquidity (R, GPL≥2 — 23 measures)
H107Order-book / market-depth entropyLOB-shapeShannon entropy of the volume distribution across price levelsdepth / fragility (book disorder as instability proxy)L2PPOlbryś & Ostrowski 2021, Entropy 23(5):568 — DOI 10.3390/e23050568; crypto Li et al. 2024, Entropy 26(1):24 — DOI 10.3390/e26010024UNV
H108Cartea–Jaimungal order-book-signal executionorder-book-imbalancevolume imbalance as alpha; closed-form optimal trading rate as a function of OBI/OFIimbalance-pressure (execution-aware)L2PPCartea, Donnelly, Jaimungal 2018, Applied Math. Finance — DOI 10.1080/1350486X.2018.1434009UNV

FOSS anchors verified this iteration

Scope & provenance notes
Next angle → information-theoretic & complexity measures of market-efficiency/liquidity (permutation entropy [Bandt–Pompe], sample/approximate entropy, Lempel–Ziv complexity, multiscale entropy, transfer entropy, DFA/Hurst efficiency, fractal dimension). · Data SSoT: axis-2-cascade-free/CANDIDATE-CATALOG.md · back to loop hub