Before analysis: turning the exchange firehose into a readable tBitcoin / TetherUSBINANCE:BTCUSDTAndrey_tradingviewYou can't study what you can't read. Binance streams thousands of bookTicker + aggTrade messages per second. Raw, it's noise. So our first task wasn't analysis — it was engineering: a processing system that turns that firehose into one clean row per second. Each second becomes 8 features that reflect the real situation: price, the buy/sell walls, liquidity added/pulled on each side, and true aggressive buy vs sell volume. Then: expectations, tests, calculations, and ~half a year of accumulated data. What did it give us? Continued in the next post. Research, not financial advice.