Bids, asks, depth, and the imbalances that move prices. A plain-language look at order book structure — and how Vantex's OB Depth Analysis turns it into signals you can act on.
In any order-book market, participants leave resting orders to buy and sell. Buy orders are called bids; sell orders are called asks. Each order sits at a specific price level with a size attached.
Prediction markets work the same way — shares of YES and NO trade between $0 and $1, and the book shows how many shares are bid or offered at each price. The depth of the book is the total size resting at each level.
Resting buy orders at or below the market price. A deep bid side means buyers are willing to absorb selling pressure.
Resting sell orders at or above the market price. A deep ask side means sellers are willing to supply shares at that level.
The quantity of shares resting at every price. Depth is how traders read where price is likely to pause — or break through.
When order size concentrates on one side of the book, the market is imbalanced. If the bid side carries far more size than the ask side, buyers are stacked and price tends to find support. The reverse — a heavy ask side — tends to cap price.
Two structures matter most:
Between the walls sits the battle line: where buying pressure meets selling pressure. That line is what depth analysis measures.
Vantex's OB Depth Analysis models the L2 orderbook in real time, refreshed every 83ms. It measures bid/ask imbalances, locates support and resistance zones, and estimates a probability-weighted edge for each candidate signal.
The output is a signal — not an order. Vantex tells you an imbalance exists and what the math suggests; you decide whether, when, and how to execute.
For every 14 candidate setups the model examines, roughly 1 passes its quality gate and becomes a surfaced signal. The filter is intentional: most book distortions are noise, and the model waits for structure that holds up under scrutiny.
Every surfaced signal is tracked to its on-chain result. That audit is where the numbers come from — current 7-day signal accuracy is 73.4%, verified against on-chain outcomes.
Access real-time orderbook depth signals, divergence alerts, and path solving.
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