◈ VIGIL
Connecting
MarketPrice / structurePrice Δ OI Δ Funding / hr Basis Buy flow Volatility Volume × OI / bids Conditions
Waiting for the first samples.
—Blank values fill as the observation window builds. Click a market to inspect.

Price structure

Price & reference normalized to first sample

Perp Reference

Open interest base units

Aggressive flow cumulative buys − sells, quote

Funding & basis separate axes

Funding / hr Basis bps

Order-book depth cumulative quote value · asks left, bids right

Sells / asks Buys / bids Price decreases left → right

Volume & SMA

Volume SMA 20

RSI Wilder · 14 periods

Volume-weighted typical candle price from the anchor.

Available book levels

Direction asks which way a move might develop. Magnitude asks how large a move might become. Neither is a conviction score.

The watch thresholds are starting definitions, not tested entry rules. Cross-venue funding and a combined crowding score remain later work.

Read cal.md
Cross margin shares collateral. The allocation here sizes the position; it is not a liquidation calculation. Fees and slippage are editable assumptions. Stops can execute differently. No trade is submitted.

Enter capital or connect your wallet.

Single-position estimate; funding and other positions can change collateral. Entry fees are included when connected. With cross margin, the reserve stays in the account as collateral; with isolated margin, it must be added to the position. Review the entry and attached stop before submitting.

Trading approval asks your wallet for a one-hour session; its key stays in this tab. GTC limit order: unfilled quantity stays on the book until filled or cancelled. Attached stops activate when the entry fully fills. Partial fills need a separate stop. Stops trigger on mark price; their execution price can differ.