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Openai/69231819-359c-8007-85e5-e9b0981ed9f1
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==== Tranche size changes based on: ==== * Spread width * Imbalance * Quote depletion * Volume bursts * Hidden liquidity detection * Momentum signals Formally: Q(t)=f(st,It,mt,Dt)Q(t) = f(s_t, I_t, m_t, D_t)Q(t)=f(st,It,mt,Dt) Where: * sts_tst = spread * ItI_tIt = order imbalance * mtm_tmt = mid-price drift * DtD_tDt = queue depletion rate This is what informed players use. Examples: * If bid side weakens → they accelerate selling * If ask side thickens → they hide by posting passive orders * If volume spike → they push larger tranche into the spike You’re essentially hiding inside the natural noise.
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