Each candle splits into price rows. Aggressive sells on the left, buys on the right. Width is volume. A color flag = imbalance, measured diagonally: a sell at one price against a buy one tick above it — because that's how the book is built. A threshold of three is a common convention, not a research finding.
The same recording that builds the map above, summarised into candles. Each candle is an open, a high, a low and a close — four numbers per period. What happened inside the period does not exist here: not who waited, not who attacked, and not where supply was replenished. That is not a flaw in the candle, it is its definition.
What's shown here Every pixel on the map is a time-weighted average of real quantity in contracts, produced by a matching engine with a FIFO queue. The hump, the absorption, the wall pulls and the cascades are not hard-coded — they emerge on their own. The data is synthetic and labeled as such.