cmd/

Command flowstudy runs the retail order-flow experiments: how badly the standard aggressor-inference rules mislabel flow, whether CVD divergences and absorption predict anything, and what a constructed absorption episode looks like.

Command l2capture polls a public exchange's live level-2 order book and computes order-flow imbalance (OFI) and book imbalance in real time using pkg/signals — the same code the simulator study uses, now on real market data.

Command lambdastudy runs the Kyle's-lambda price-impact experiments: what λ emerges from a real book, how it scales with depth, and what it costs to execute a large order all at once instead of gradually.

Command obdash is an operator dashboard for a running obgw — the phase-2 half of docs/CONSOLE-SPEC.md.

Command obdemo is a small end-to-end demonstration of the matching engine: it seeds a book with resting liquidity, then sends a crossing limit order and a market sweep, printing the ladder and the trade tape at each step.

Command obgw is a reference order-entry gateway: a real TCP server speaking the binary protocol in internal/wire, in front of one matching engine.

Command obmm runs an Avellaneda–Stoikov market maker through the backtest harness against synthetic noise flow and prints its scorecard.

Command obsoak drives a running obgw at a sustained rate for a long time and reports whether anything grows.

Command obwasm compiles the matching engine to WebAssembly and exposes a small JSON API to JavaScript, so the browser demo and the live console run the *real* engine rather than a reimplementation (docs/DEMO-SPEC.md §3, docs/CONSOLE-SPEC.md).

Command ofistudy runs the order-flow-imbalance experiment and prints whether OFI's link to price is contemporaneous or predictive.

Command surveil replays a scripted order-flow scenario — a genuine trader, a spoofer layering and pulling large orders, and a quote-stuffer — through the surveillance monitor and prints the alerts it raises.