RENEXA

Market Health Panel

PAIR

TYPE

WINDOW

BUCKET

Live • Last updated: —

MARKET QUALITY

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/ 100

Composite score across venues with OK coverage. — Focus on the top active risks to lift structure fast.

Best venue: — / Worst venue: —

TOP ACTIVE RISKS

RECOMMENDED ACTIONS

VENUE SNAPSHOT

Window: 24h / Bucket: 5m

No venues resolved for this query.

SIGNALS

Actionable RAG signals with explanations and consequences. No retail noise.

Thresholds: rolling 30D when available; seed thresholds otherwise.

EFFECTIVE SPREAD (P50)

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MISSING

30D context

So what: If it widens, execution worsens fast during volatility.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

DEPTH ±1% (P50)

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MISSING

30D context

So what: Thin depth amplifies price impact and erodes confidence.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

EXECUTABLE DEPTH RATIO (P50)

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MISSING

30D context

So what: Low values mean one-sided books and directional slippage.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

DEPTH RESILIENCE (MEDIAN)

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MISSING

30D context

So what: Slow recovery leaves the market fragile for longer.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

MARKOUT 5M (P50)

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MISSING

30D context

So what: Negative markout implies toxic flow and PnL leakage.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

ADVERSE SELECTION

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MISSING

30D context

So what: High values force wider spreads and weaker depth over time.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

TRADE-SIGN AUTOCORR (LAG1)

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MISSING

30D context

So what: High persistence signals one-sided flow and inventory stress.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

FUNDING DEVIATION (Z)

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MISSING

30D context

So what: High deviation indicates leverage stress and imbalance risk.

If ignored: Structural weakness surfaces during volatility.

Updated: —

Tooltip

RISK MAP

OI/Depth vs Funding deviation. Per-venue quadrant positioning.

Perp only (OK data_state)

No eligible venues (requires perp metrics with data_state OK for both funding + OI/Depth).

Healthy: low leverage + stable funding

Disorder risk: leverage stress + funding imbalance

FUNDING TRACK

Funding over the selected window (per venue).

Highlighting Amber/Red periods is a next iteration; the demo already surfaces current status via KPI cards + table.

VENUE RANKING

Click a row to open metric detail + checklist.

Default view: 24h (you can switch above)

VENUE	SCORE	SPREAD p50	DEPTH ±1% p50	MARKOUT 5m p50	OI/DEPTH	FUNDING z	FLAGS

Ready.