Live L2 bookLoading WASM

WASM Market Engine

A top-of-book L2 cache: Binance depth20 snapshots, last-sale tape, and mid / microprice / imbalance computed in WebAssembly. Open the source if you want to see how the ladder is maintained.

View source

Mid

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Spread

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Microprice

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Imbalance

0.0%

Best bid

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Best ask

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VWAP (tape)

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EMA-20

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Depth · BTCUSDT

0 bids / 0 asks

Bid qtyPriceAsk qty

mid —

Waiting for the first snapshot…

Trade tape

No prints yet.

WASM vs JavaScript

Same 50,000 events through the book. WASM runs them inside the module; the JS path is a twin used only for the comparison.

Rebuild with make -C wasm/orderbook after editing book.cpp.