MARKET DATA ENGINEERING / OBSERVABILITY
Trust the book.
Then inspect the tradeoff.
Replay snapshots, depth changes and a deliberate sequence gap. Inspect what an order would encounter without connecting to an exchange or sending an order.
01 / BINARY ORDER BOOK
YES contract ladder
YES bids
Implied YES asks
YES asks equal $1 minus NO bids. Prices retain four decimals; quantities retain two. This normalized fixture protocol demonstrates book handling and is not a live exchange adapter.
02 / READ-ONLY DEPTH PREVIEW
What could fill?
Displayed depth only. No fees, queue position, latency, hidden liquidity or fill guarantees. Previewing does not consume the replay book. Settlement values assume a $1 payout per winning contract.
03 / EVENT AUDIT
Observe the recovery path.
Correctness before latency claims.
All prices and events are invented. The fixture deliberately omits sequence 103; subsequent deltas cannot repair that gap. A new snapshot restores synchronization. Quotes older than five simulated seconds block previews. No performance or profitability claim is inferred from this replay.
This fork extends williamhao99’s trading infrastructure. The credentialed dashboard remains a separate local tool; this replay is fully static and credential-free. Read the documented bid/ask relationship.