Order Injection Engine
SEBI Rulebook
Closing Manipulation Lab
Data Export & Persistence
Closing Call Auction Price Discovery (Cumulative Curves)
ACTIVE UNCROSSING
Uncrossing Price
₹1,500.00
Matched Tradable Vol
26,000
Unmatched Imbalance
7,000 (BUY)
Benchmark VWAP
₹1,500.50
Limit Order Book Depth (LOB)
BIDS (BUY ORDERS)
| Qty | Price |
|---|
ASKS (SELL ORDERS)
| Price | Qty |
|---|
SEBI Surveillance Diagnostic
CLEAR_NO_MANIPULATION_DETECTED
Order flow pattern adheres to standard equilibrium price discovery rules.
Manipulation Risk Score:
0.12 (Low)
VWAP Deviation:
-0.03%
Order Imbalance Ratio:
21.2%
Order Cancellation Velocity:
Low (< 5%)
Uncrossing Logic Mechanics
Per SEBI call auction guidelines for Indian equity markets:
- Max Executable Volume: Price that yields highest cumulative matched quantity.
- Min Imbalance: If tie, pick price with minimum surplus/unmatched order volume.
- Market Reference: If further tie, pick price closest to continuous session benchmark VWAP.
State Proof Mirror
-- INITIALIZING STATE --