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> **[📊 Live Interactive Dashboard](https://Leotaby.github.io/MicroExchange/)** — 3D order book surface, Kyle's lambda landscape, spread decomposition, stylized facts.
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A complete market microstructure laboratory: from order entry to trade print, from raw event feeds to empirical spread decomposition — built with the rigor of production exchange systems and the analytical depth of graduate-level financial economics.
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A complete market microstructure laboratory: from order entry to trade print, from raw event feeds to empirical spread decomposition, built with the rigor of production exchange systems and the analytical depth of graduate-level financial economics.
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### Visualizations
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**3D Limit Order Book Surface**— Bid (blue) and ask (red) depth across price levels over time:
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**3D Limit Order Book Surface**- Bid (blue) and ask (red) depth across price levels over time:
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**3D Price Impact Surface**— Kyle's lambda: impact increases with volume (concave, square-root law) and amplifies with directional imbalance:
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**3D Price Impact Surface**- Kyle's lambda: impact increases with volume (concave, square-root law) and amplifies with directional imbalance:
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