Assine nossa newsletter para insights exclusivos sobre trading com IA, análises de mercado e atualizações da plataforma.
The "desire orderbook" represents a revolutionary concept in market structure analysis, based on predicting potential actions of market participants before their actual execution. Unlike a standard orderbook that reflects current buy and sell orders, the "desire orderbook" is built on assumptions about traders' future intentions.
The Desire Orderbook Concept: Abstract gradients of potential future orders crystallizing into solid market liquidity structure.
Theoretical Foundation of the Concept
The "desire orderbook" concept is based on the assumption that most traders have an internal model of targeted position realization, which is often not reflected in current market orders. This model assumes that traders:
Enter positions with a specific exit plan
Have flexible realization strategies depending on market conditions
Are psychologically attached to certain price levels (round numbers, entry levels, breakeven points)
Tend to distribute the realization of large positions through a series of smaller orders
Gradient Approach to Order Modeling
The key innovation of the concept lies in presenting each potential order not as a point event, but as a gradient or "ladder" of probabilities:
Solution: use of distributed computing, optimized aggregation algorithms
User privacy - detailed behavior analysis may raise privacy concerns
Solution: data anonymization, aggregation at the level of user groups
Dynamic updating - market conditions and trader intentions change rapidly
Solution: incremental model updating in real-time
Visualization of the Desire Orderbook
Visualization of the "desire orderbook" can take various forms:
Heat map - color intensity reflects the probability of orders appearing at a given price level
Volume profile - three-dimensional representation where the third dimension is probability
Gradient ribbon - continuous gradient showing smooth probability changes
Market Liquidity Heat Map: Red zones indicate a high probability of sell walls forming based on predictive models.
Conclusion
The "desire orderbook" concept represents a revolutionary approach to market structure analysis, especially in the context of decentralized finance. The transition from a deterministic orderbook to a probabilistic one allows for a substantially expanded understanding of potential market dynamics.
By representing orders not as point events but as probability gradients, this model more accurately reflects real trader behavior, who often distribute their buy or sell decisions across various price levels. The overlay of thousands of such gradients creates a multidimensional map of potential market activity, revealing hidden levels of support and resistance.
In an era where data is becoming the new oil, the "desire orderbook" concept represents an innovative way to extract valuable insights from existing blockchain data, potentially revolutionizing approaches to market analysis and trading strategies.
Citation
@software{soloviov2025desireorderbook,
author = {Soloviov, Eugen},
title = {The 'Desire Orderbook' Concept: An Innovative Approach to Market Behavior Prediction},
year = {2025},
url = {https://marketmaker.cc/en/blog/post/desire-orderbook},
version = {0.1.0},
description = {Desire orderbook — a revolutionary concept of market structure analysis based on predicting potential actions of market participants before their actual execution.}
}
The Desire Orderbook Concept: Abstract gradients of potential future orders crystallizing into solid market liquidity structure.
Probability Gradients: Visualizing the increasing likelihood of execution as price approaches a trader's psychological threshold.
Market Liquidity Heat Map: Red zones indicate a high probability of sell walls forming based on predictive models.