Tier Monitor

Binance P2P · book per transAmount tier · both sides

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SELL tiers — merchants selling USDT

best = lowest · the price we'd sell at · flow over 1h
TierBestby2ndOursAdsDepthFillsVES/hAvg orderOut

BUY tiers — merchants buying USDT

best = highest · the price we'd pay · flow over 1h
TierBestby2ndOursAdsDepthFillsVES/hAvg orderOut

Spread matrix — sell at tier S, buy at tier B

rows: SELL tier (price we sell at) · columns: BUY tier (price we pay) · click a cell to chart it
SELL ↓ / BUY →

Pairs ranked — gap × what WE can move

profit/h = spread% × the slower leg of OUR achievable VES/h — measured seat throughput (72h) first, capture-scaled market flow for unseated tiers, capped by flip-cycle turnover. "•edge" = live book spread adjusted by our measured fill edges vs the concurrent book (24h), exactly what the engine scores on. "Mkt ceil" is the old market-wide upper bound. NOTE: the engine can only seat tiers inside its configured bands — a top pair with an out-of-band leg is shown, not seatable.
#Sell @Buy @Spread%Our SELL/hOur BUY/hLimitEst. profit/hMkt ceil
waiting for the first sweep…

Best price history — SELL @ — vs BUY @ —

1-minute snapshots · last … · 0 points

Ads in SELL @ — — what a taker entering VES sees · our own ads excluded (see "Ours" in the boards)

#AdvertiserPriceSurplus USDT≈ VESMin – Max VESPayOrders/moFillsFilled USDTLast fillSeen
no live ads recorded for this tier yet

Live feed — fills, restocks, exits

a fill is surplusAmount going down between two sweeps · size = the order's VES bucket
TimeSideEventAdvertiserUSDTVESPriceSizeIn lists
nothing yet