Building the Market Depth Chart Grafana Never Made

In response to the lack of built-in or third-party solutions for market depth visualization in Grafana, a developer created a custom solution that queries QuestDB arrays at 250ms intervals to render real-time order book depth. The visualization, implemented using Plotly in Grafana, handles 50-100 price levels per side and highlights liquidity walls using a segmented algorithm to avoid visual clutter. The developer chose Plotly for its flexibility, allowing for precise control over chart rendering, including stair-step line visualization and efficient real-time updates. The implementation addresses challenges such as scale variance and visual clutter by using logarithmic scaling and a segmented wall detection algorithm, which highlights significant liquidity points without overwhelming the chart. The project demonstrates the effective integration of QuestDB, Grafana, and Plotly, achieving a practical and customizable market depth visualization for financial applications.