longbridge-market-microstructure

Combines orderbook depth, tick-by-tick trades, and capital-flow data to assess bid-ask spread, order-flow imbalance, liquidity depth, and short-term institutional pressure for a single symbol.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• "TSLA 盘口分析", "NVDA order flow", "700.HK 买卖盘深度" → full microstructure report
• "挂单墙在哪里", "order book imbalance" → depth-only analysis (depth)
• "大单主力方向", "institutional order flow" → trades + capital combined
• "集合竞价分析" (A-share pre-open auction) → depth + trades during auction session
• "港股大宗交易" (HK block trades) → trades with type filter + brokers queue

Do not use this skill for historical (multi-day) flow analysis — route to longbridge-capital-flow or longbridge-kline.

Workflow