🌳 Bonzai.pro Exclusive — The True Anatomy of a Market Microstructure Discovery 🌳

Hey family,

If you’ve been with me since the early days, you know I’ve been living and breathing markets since 2009-2010.
What most people don’t see? The countless nights staring at tick-by-tick order flow,
endless cups of coffee,
the obsessive replaying of SierraChart windows at 2am,
and the stubborn drive to crack what the “big boys” are really doing in the microstructure.
Not just the headlines, but the invisible hands — market makers, HFTs, and the hidden algos pulling the strings.

It started with a simple question:
Why do prices sometimes move UP when there are huge sells? And DOWN when there’s a ton of buying?
You see it once — you call it “noise.”
You see it ten thousand times?
You realize there’s a pattern, a system, a GAME.
That’s when it became my obsession.

Fast forward.
For years, I kept noticing the same thing on futures:

• Uptick Volume: Volume that makes the price tick UP (sometimes even on sell orders!)

• Downtick Volume: Volume that makes price tick DOWN (sometimes even on buy orders!)

Most people only watch BID/ASK volumes.
But the real magic happens when you overlay UPTICK and DOWNTICK volumes.
I realized:

If UPTICK volume is higher than pure ask volume, there’s a hidden force —
Sells are literally lifting the price.

And if DOWNTICK volume outweighs bid volume, it means even BUYS are pushing price down —
A true sign of manipulation at the bid.

This wasn’t theory.
I spent years coding custom indicators in SierraChart, testing these hypotheses live, sometimes winning, sometimes getting totally wrecked.
More than once, I thought: “Man, am I just seeing patterns in clouds?”
But every time I dug deeper,
every new batch of tick data,
the same microstructure signatures reappeared.
HFTs really do this, especially on low liquidity moments.
The “impossible” — like a big SELL trade that lifts the market by two ticks — was right there on the tape, if you knew where to look.

A New Frontier: Crypto

Now here’s the twist.
For the past year, I wanted to test everything from scratch —
No ready-made platforms, no filters, no technical “shortcuts”.
Just me, raw Binance WebSocket and REST API,
direct to Python, rebuilding every tick.

But there’s a challenge: Binance doesn’t give you the uptick/downtick volume directly.
No “free lunch.”
So I spent days reverse-engineering the tape, reconstructing the real-time flow,
aligning price ticks, classifying each trade as an uptick, downtick, and matching them to buyer/seller side.
Man, the bugs I ran into —
False positives, gaps, edge cases where prices stayed flat but volume spiked.
At one point, I even had to code a rolling memory to keep track of the last 100 prices,
just to catch “hidden upticks” disguised as trades at the same price.

It was like rebuilding the SIERRACHART logic — only this time, blindfolded, and with entirely new data structures.

I burned more than a few weekends on this.
But finally, I managed to reconstruct true uptick/downtick logic, second by second,
with every trade dissected and classified.

Anomaly Tracking — The “Grail”

But that’s just the start.

I wanted to go further:

• Can we track the market making anomalies live, at the tick level?

• Can we quantify their impact — measure if they really “work” and by how much?

So I built my own live anomaly tracker —
Every time an “impossible” move happens (like a SELL that upticks price, or a BUY that downticks it),
the tool logs the event.
It also records the exact price movement that follows, so I can analyze the real consequences of these manipulations —
Is the market just faking out, or does the move have teeth?

I went all in:

• Sequencing logic to track clusters of anomalies

• Lookahead algorithms to calculate price amplitude after each anomaly

• Real-time counters to keep a running tally of every pattern detected

And yes, I built a dashboard —
Not a sexy one (we’re still Windows 95 vibes, I admit!),
but an honest, raw, edge machine that puts any platform’s microstructure modules to shame.

What did I discover?

Some nights, the results left me speechless.

• Downtick Buy anomalies? Over 60% of the time, the price kept falling after the signal —
  proving the market maker’s grip on the bid.

• Uptick Sell anomalies? Much closer to 50/50 — mean reversion, traps, but rarely true direction.
  The “impossible” was measurable. The edge was visible — and repeatable.

Raw, Human Truth

Look, I’m not here to sell dreams.
This process wasn’t easy.
There were moments where I wanted to throw my laptop out the window,
moments where I felt like a mad scientist with a broken microscope.
But I kept pushing, and I documented everything.

This is what separates the real work from the hype.
No paid indicators, no marketing snake oil.
Just years of hard-earned experience, raw code, and a stubborn need to see what’s REALLY under the hood.

What’s Next?

Here’s where YOU come in.

Should I build this new “microstructure edge engine”
directly into LIQBOT — giving it a new set of “eyes” and real-time market making awareness?
Or…
should I launch an entirely new “bonzai.pro” bot — 100% focused on these anomaly signals and microstructure traps, a scalping beast built for the new era?

Both paths are open, both have merit.
I’m opening this up to the bonzai.pro community because this is YOUR journey as much as mine.

Drop your thoughts, your wildest ideas, your challenges,
or just let me know if this kind of tool would change the way you see — and trade — the market.

Much respect, and happy trading,

Nico 🌳🧠⚡

(PS: If you read this far, you’re part of the 1% who truly want to understand the market’s DNA. Thank you. The journey’s just getting started.)