Preliminary market note
QNTUSDT: Seven Quotation Observations
A bounded reading of seven historical QNTUSDT quote snapshots. The web note lists limited transcribed values, calculations and limitations; the earlier PDF is being revised.
RESEARCH LIBRARY
Research, in context.
A preprint, a preliminary historical market note, technical companions and synthetic experiments. Each has a different evidentiary status.
Preliminary market observations
A bounded sample, its calculations and the limits of the conclusion.
02 / START HEREMathematical framework
The manuscript, an overview and source repositories.
03 / START HEREWorking examples
Small experiments in event data and reconstruction.
THE COLLECTION
Browse the work.
7 results
Preprint
Event-Semantic Limit Order Books
Projection loss, microstructure signals, and queue-aware execution. The public preprint by Yu Xiong.
Research companion
What an order book snapshot leaves out
A concrete queue example explains why aggregate depth cannot answer every order-level question.
Engineering note
A timestamp is not an ordering guarantee
Sequence scope, clock domains and the data contract behind a reproducible reconstruction.
Methods guide
A reproducible replay starts with its contract
A practical record of inputs, state transitions, invariants and information availability.
Interactive experiment
Event order and reconstruction
Replay three synthetic messages in source order or receive order. Compare the resulting state, then inspect the standalone Python example.
Interactive experiment
Depth and queue position
Cancel equal quantities at different points in a queue. Inspect what total depth preserves and what it leaves unresolved.
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READING & REUSE
Sources travel
with the work.
A manuscript develops an argument; a preliminary note describes a limited historical sample; an experiment isolates a mechanism. Each item identifies its format and assumptions. The page lists limited transcribed values and calculation conventions. Original screenshots and downloadable datasets are not provided at present.
For a replication question or correction, include the title, version and the specific passage or calculation.
Discuss the research