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🔎 Density Search

Density Search is a screener tool that automatically finds large limit orders in exchange order books.

Such orders create liquidity zones and can act as support or resistance levels.

The system analyzes the order book and highlights orders whose size exceeds the selected parameters.

tip

Density Search helps identify significant market levels faster without the need to manually inspect the order book of every coin.


💠 Base Density Size (BDS)

The core parameter behind Density Search is BDS — Base Density Size.

BDS defines the minimum size of a limit order at which the order starts being considered significant.

This parameter is then used to calculate density categories.

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BDS sets the base liquidity threshold relative to which the system determines the size and category of a density.


⚙️ BDS Modes

The base density size can be configured in two ways.

Automatic mode

In Auto mode, the BDS value is calculated automatically by the system.

The algorithm takes into account:

  • trading volume of the coin
  • market activity
  • minimum order sizes

This allows the search parameters to be adapted for each coin.

Manual mode

In Manual mode, you can set a single BDS value.

For example:

$300 000

In this case, the system will only consider orders larger than the selected threshold.

Manual mode is useful when you want to apply the same search parameters to all instruments.


🧱 Density Categories

Detected densities are automatically divided into categories based on their size.

Three levels are used:

  • small densities
  • medium densities
  • large densities

Categories are calculated using BDS multipliers.


📐 Density Calculation Example

Assume the BDS for a coin is:

$300 000

The following multipliers are used:

  • 2 — for small densities
  • 3.5 — for medium densities
  • 5 — for large densities

Then the resulting values will be:

$300 000 × 2   = $600 000
$300 000 × 3.5 = $1 050 000
$300 000 × 5 = $1 500 000

Accordingly:

  • $600K — small density
  • $1.05M — medium density
  • $1.5M — large density
tip

The higher the density category, the stronger its potential influence on price movement.


⏱️ Density Lifetime

In addition to order size, the system also considers density lifetime.

This parameter shows how long the order remains in the order book.

If an order disappears quickly, the system may not treat it as a significant density.

The minimum lifetime is configured in the settings.

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Lifetime helps separate persistent large orders from short-lived liquidity spikes.


🏦 Exchange-Specific Density Settings

In the screener settings, parameters can be configured separately for each exchange.

Supported exchanges:

  • BI-F — Binance Futures
  • BI-S — Binance Spot
  • BY-F — Bybit Futures
  • BY-S — Bybit Spot

For each exchange you can:

  • enable or disable density search
  • set a custom BDS
  • use automatic or manual mode

This makes it possible to fine-tune the algorithm for the specifics of each trading venue.


🤖 AI and LLM in Density Analysis

Density Search in Multilaunchess Screener is not limited to simple threshold comparison.

The system uses data analysis algorithms, AI approaches, and LLM models for deeper evaluation of market structure.

This helps to:

  • identify meaningful liquidity zones faster
  • correlate densities with price movement
  • account for volatility changes
  • detect market situations that require additional analysis
AI liquidity analysis

AI and LLM within the screener ecosystem help not only display densities, but also use them as part of a broader market analysis together with charts, filtering, and signals.


🎯 Fine-Tuning Parameters

If necessary, density parameters can be adapted to specific instruments.

This makes it possible to:

  • account for different liquidity levels across coins
  • work correctly with low-liquidity markets
  • identify significant levels more precisely
  • adjust the search algorithm to current market conditions
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Flexible configuration of BDS, multipliers, and lifetime allows the density search algorithm to be adapted to any market conditions.