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Liquidity Heatmap

8 min · DYOR Education
PROChart layer
Goal

Break down the liquidity heatmap: where exactly the large limit levels sit and what's behind them, where to turn it on and what each setting on the card changes.

Liquidity heatmap on BTC/USDT: time left to right, color — order volume at a price
Liquidity heatmap on BTC/USDT: time left to right, color — order volume at a price
What it shows

Order book history over the candles. Time on the horizontal axis, price on the vertical.

  • Each column is a snapshot of orders at that moment.
  • Cell color — how much money stood at that price: purple → light blue → yellow as volume grows.
  • You see not “90M in bids” but at which exact prices they stood and how they moved.
  • One bright band — all the money at one price. Even color across the full height — the money is spread across many prices.
  • Dark areas between bands are prices with almost no orders. That's a reading too, not a data gap: the order book is empty here.
  • The order book is collected within ±15% of price. The boundaries are gray lines.
  • History depth: 1m — 3 days, 5m/15m/30m — 30 days, 1h and higher — 180 days.
one bright bandpriceall the money at one price, empty aroundeven colorpricemoney spread across many pricescolumn — order book snapshot at a moment, row — price, color — how many dollars stood; dark — no orders
COIN B&A will say “90M in bids”. The heatmap shows whether they're at one price or smeared out — and where it's empty.
What it's for

See where exactly the largest limit levels sit and what's behind them. B&A and RATIO say “bids at 3% have grown”. The heatmap shows at what price they stand: one or many. And a second thing the other indicators don't have. Almost all of them show where something is: money, trades, liquidations. The heatmap also shows where there's nothing — prices without a single wall and without volume. Clusters give you the points, emptiness gives you the distance between them.

For example.

  • Bids at 3% grew. On the heatmap the whole increase is one bright band at one price, and below it it's dark down to the next band. Price is held by a single level. If it's pulled or eaten, there are no orders below until the next cluster.
  • The same 3% bids grew, but there are several bands at different prices. The money is spread out; below price there's a ladder of levels.
  • Above price it's dark up to +4%, the first cluster is at +4%. On the way up price has nothing to hit until then. B&A will show the sum of asks but won't tell you they all sit at one price with nothing between it and the market.
  • A band fades as soon as price approaches — the order was pulled before it could be filled.
  • A “+1.2k (+45%)” circle below price — volume was just added to this level.
Where to find it

Right rail → Settings (first button) → Coin tab → “Liquidity Heatmap” card → Show liquidity heatmap. Settings are saved separately for each coin.

Settings
FieldOptionsDefaultWhat it changes
Heatmap interval1m … 1d5mColumn step in time.
Set it close to the chart timeframe — the columns will line up with the candles.
Merge Level1 … 10—Merges adjacent price steps.
1 — the price step, 10 — ten times wider.

Heatmap ripples with thin bands — increase it.
Intensity filtertwo sliders—Left — below what volume not to show.
Right — from what volume brightness is at max.
Small orders hide large ones — raise the left one.
Level activityon
off		onCircles where volume was sharply added or pulled over the period.
Green — bids, red — asks.
Label — with sign and percentage.
Comparison periodAdjacent snapshot
15 minutes
1 hour
4 hours		1 hourWhat to compare a level's volume against to decide it changed sharply.
- Want to catch quick adds and pulls — Adjacent snapshot or 15 minutes.
- Want only large changes over hours — 1 hour or 4 hours.
Marks on screen (activity)8
16
24		8How many circles to show.
Labels — on the eight largest.
Fills and pullson
off		onA label at a level when price reaches it: how much was filled, how much pulled, how much added.
Based on trades at that price, not on price movement.
- Want to see whether a level is held or pulled as price approaches — turn it on.
Marks on screen (fills)8
16
24		24How many fill and pull labels to show.
Largest levelson
off		offTop 5 levels within ±10% of price, as bands.
The 🧲 icon — the level matches a liquidation map cluster.
Hover tableon
off		—Show the boundaries and volume of the band under the cursor.
Level significance threshold0 … 100%—How large a level has to be to get a volume label to the right of the chart.
Doesn't go below the left slider of the intensity filter.
Too many labels — raise it.
Colors5 fields—Weak, mid and strong levels — three points of the heatmap scale.
Level color — the “Largest levels” bands.
Magnet color — levels that match a liquidation map cluster.
“Liquidity Heatmap” card in settings: the “Show liquidity heatmap” checkbox
“Liquidity Heatmap” card in settings: the “Show liquidity heatmap” checkbox
In alerts

Not on the heatmap. An alert on order book volume is set with the metrics COIN B&A and COIN B&A DIFF. An alert on a single large order is a limit alert, see the “Alerts” block.

Try it yourself
  1. Right rail → Settings → turn on “Show liquidity heatmap” on BTC/USDT 15m.
  2. Find the brightest band below price and look at what's between it and price.
What you should get. You see at what exact price the money sits and where it's empty between them.
Paid layer.
Takeaway

The heatmap is the order book over time. Price vertical, time horizontal, cell color — how much money stood at that price. B&A gives the sum over a band, the heatmap — at which prices that sum sits: one bright band with darkness behind it, or a ladder of levels. The only layer that also shows emptiness — prices with no orders at all. Turn it on in the right rail → Settings → Coin. The “Level activity” circles mark where volume was sharply added or pulled.

Quick check

Bids at 3% grew. On the heatmap there's one bright band below price, and below it it's dark. This means…

Show answer

Correct answer: All the volume sits at one price; below it there are almost no orders until the next band

Quick check

A dark area on the heatmap between two bright bands is…

Show answer

Correct answer: Prices with almost no orders

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