Roadmap
Depth decay tracking
How fast a book thins after a price move.
Depth does not respond to price instantly. It drains, and the rate at which it drains is a property of the market rather than of the move — some books refill within the hour, some do not refill for days.
Decay rate is the closest thing in this dataset to a forward-looking signal. A book that has historically taken 36 hours to refill after a 10% move is a book you should not plan to exit into tomorrow.
It is reported as an observation, not a forecast. Crifine measures the cost of acting on a price; it does not predict what depth will do next.
What this rests on