Depth Imbalance
Total resting bid size vs total ask size — which side of the book is heavier.
What it means
Sum all visible resting size on each side. When bids outweigh asks decisively, sellers face a cushion and buyers face a wall of competition — a structural tilt that, on average, leans price upward over short horizons (and the mirror for ask-heavy books).
The signal is noisy on its own — resting orders cancel freely — so it earns its keep as a confirmation layer on top of tape-based triggers rather than as a standalone entry.
Why traders care
- One-line summary of the whole book's lean.
- Cheap to combine: imbalance + tape aggression is a classic microstructure pair.
In a TraderWe strategy
if TotalBidSize > TotalAskSize * 1.5 and BuyVol > SellVol:
Buy()Heavy bids and buyers actually trading — structure plus flow.
Related terms
Educational content, not investment advice. Engine details describe how TraderWe computes this value; other platforms may define it differently.