Replay mode 已接入 shared replay backend。选择日期并 Load 后,点击生成即可请求 /lifecycle/replay/orderflow,把整天 orderflow 结果直接绘制到图表里。
It does not change Generate output. Spot stays raw.
DEX uses local outlier clamping first, then a light zero-lag EMA:
m_i = median(x_j), j in [i-r, i+r]
x'_i = clamp(x_i, m_i +/- 3 * 1.4826 * MAD_i)
y_i = EMA_rev(EMA_fwd(x'))
Put mode flips displayed DEX only. GEX and convexity keep their backend direction.
Companion metrics keep a lighter 3-frame median. Use Raw when you need untouched backend values.
Display only. Robust clamps local DEX outliers, applies a zero-lag EMA to DEX, and keeps companion metrics lightly median-filtered. Roll tags are currently hidden.
Backend-generated replay orderflow stays idle until you explicitly submit a generate request for the loaded date.
Once generated, use All / Call / Put to switch between the backend-computed full-session exposure views.