Spoofing and layering simulation

Spoofing and layering, shown one order at a time. This pattern can only be seen at the level of the order book.

Every order below is synthetic and scripted, not observed. Order identifiers, sizes, and timestamps are constructed to show the pattern an analyst looks for: a resting order much larger than the orders around it, cancelled just before the market would have reached it, rather than to reproduce a real venue's feed. Spoofing places one outsized order; layering spreads the same effect across several smaller orders at once. The toggle below switches between them on the same order book.

Companion to: Reading the signal and Ten stocks in one session

Pattern
event 0 / 0
Order book: depth by level

Keep an eye on the banner below as you scrub or play. It is where the pattern gets flagged, in three stages.

No flag: ordinary resting order
Ticks from touch, flagged order(s)
Walkthrough
Order log
Signals to reconstruct
Order-to-trade ratio
Non-trading order volume from the flagged account divided by its trading volume, over the session so far.
Size vs. local average
Flagged order size relative to the average resting order size on the same side at the time it was placed.
Distance to touch at cancellation
How many ticks separated the flagged order from executing when it was pulled. Near zero is the sign of a spoof.
If you want to study the real case
On method: scripted synthetic order log, not a market feed. Shows the pattern, not a replica of venue microstructure. Not advice.