Recorded $ETH traded at $2710 with liquidity above at $2735 and $2814. Below, the nearest clusters sat at $2703 and $2627, leaving the book two sided around spot. The recorded path stayed between those bands. A move through $2703 would invalidate the near lower balance.
Recorded $ETH at $2710 with liquidity above at $2735 and $2814, and below at $2703 and $2627. $2703 is the nearest lower balance, while $2735 is the nearest upper balance.
Recorded $ETH at $2710 with liquidity above at $2735 and $2814, and below at $2703 and $2627. $2703 is the nearest lower balance, while $2735 is the nearest upper balance.
