Sonar Engine v1.2 · 100ms Multi-Venue Grid

Real-Time Market Microstructure & Deep Learning Forecasting

Sonar synchronizes multi-venue Level 1 & Level 2 order books (Nasdaq TotalView & NYSE ArcaBook) at 100ms resolution to forecast 180-second forward price dynamics across exchange-listed small-cap equities.

Launch Terminal View Architecture

Symbol	Price	Chg	Vol	RVOL

Chart powered by TradingView Lightweight Charts™

Level 2 DOM Ladder

100ms Grid

+1Iceberg Absorption: Aggressive print ≥ $10k

−1Unexecuted Depletion: Depletion ≥ $10k, AIR ≤ 0.05

Time & Sales

180-Second Competing Model Probabilities · Spread-Adjusted Triple Barrier

Live Model Telemetry Locked

Authenticated client session required for live probability streams.

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Ingestion Telemetry

Platform Access Hierarchy

Public portal offers open research documentation; live data and model outputs require authentication.

Public Research Portal

· Small-Cap Daily Movers & Market Breadth
· Historical Bar Charts & Volume Profile
· Technical Specifications & Architectural Whitepapers
· Quantitative Methodology Glossary

Authenticated Client Terminal

· Live Multi-Venue L2 Depth Ladder (100ms Resolution)
· Real-Time Calibrated Model Probabilities (180s Horizon)
· Microstructure Anomaly Signals (AIR Icebergs & Spoof Depletions)
· Replay System for Historical Order Book Sequences

Market Microstructure Engine Architecture

Engineered for deterministic sub-second alignment and zero-data-loss streaming.

180-Second Competing Model Suite

All three model families evaluate the exact same spread-adjusted triple-barrier target (τ = 180s).

Authenticated Terminal Access

Live order book depth feeds, calibrated model probability outputs, and execution signals are restricted to verified fund operators.

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