Order book replay in your browser

What you get: a way to go back to a moment in the order book and look at it again, one event at a time. The free demo needs no account and no file.

Why a live view you did not record can’t do this

A live order book view that is not being recorded shows you the book as it is right now. Each new update replaces what you were looking at. If the best ask jumped away, or size piled up at a price and then vanished, you saw it for an instant and it is gone from the screen.

Order book replay works from a recording: the starting book plus every change after it, in order. Because the changes are kept, you can rebuild the book at any moment and move forward or backward from there.

What you can do with a replay

• Step through the recording event by event, or jump to a timestamp.
• Play it forward at different speeds, and step or jump back to an earlier moment.
• Read the ladder at that moment: the bid and ask sides, the spread, and how much size sits at each price.
• Watch the imbalance figure and the markers on the timeline that flag notable moves in the book.
• Come back to the exact same moment later. The same recording at the same cursor always rebuilds the same book.

Try it now

Open the free demo. It runs in your browser, needs no account, and uses a synthetic sample session, labelled as such, so there is no market data in it and nothing to license.

Pick a sample session, press play, then drag the timeline back to a moment that caught your eye and step through it one event at a time.

Use your own recordings

If you already record depth data, Replay can read Tardis.dev incremental_book_L2 files today. Your file is read in your browser and stays on your machine. Matchstick’s servers never see it.

• Replay a Tardis.dev file
• No subscription? Record a book yourself

The Replay app is invite-only. Request access at app.matchstick.trading; the public demo at replay.matchstick.trading needs no account.

What you do next

Open the free demo and step through a sample session. If you would rather hear when there is something new, join the notification list.

To talk to Matthew about how you replay trades, email hello@matchstick.trading.