docs: Refine README to highlight features including TWAP Detector

Author: OctopusTakopi

README.md

@@ -2,36 +2,29 @@
 
 ![Demo GIF](demo2.gif)
 
-This project is a high-performance real-time visualization tool for the Binance perpetual swap order book. It leverages **Execution-Aware Queue Dynamics (EAQD)** to estimate a Level 3 (L3) order book microstructure from Level 2 (L2) events and real-time trade streams, providing deep insights into order queue seniority and market participant behavior.
+This project is a high-performance real-time visualization tool for the Binance perpetual swap order book. It estimates a Level 3 (L3) order book from Level 2 (L2) data streams to give you deep insights into market liquidity, order queue seniority, and participant behavior.
 
 ## Key Features
 
-*   **Real-time Data Architecture**: Low-latency streaming of order book depth and trade events via Binance WebSocket API.
-*   **Advanced L3 Estimation**: Moves beyond naive estimation to account for execution priority, cancellation behavior, and market regime.
-*   **Microstructure Metrics Panel**: Dedicated real-time dashboard for high-resolution microstructure health indicators.
-    *   **Order-to-Trade Ratio (OTR)**: Tracks liquidity provision intensity at Top-1 and Top-20 levels.
-    *   **Cancellation-to-Trade Ratio (CTR)**: Monitors cancellation/spoofing velocity across sides.
-*   **Dynamic Heatmap Visualization**: Standardized depth heatmap using Z-score normalization with interactive controls.
-*   **Interactive Analytics**: Sweep/Liquidity-Cost windows with right-click drag-to-zoom and multi-axis rendering.
-*   **K-Means Clustering**: Real-time classification of market participants based on order size and arrival patterns.
+*   **Real-time Order Book Heatmap**
+    Visualize market depth with a dynamic heatmap. Easily spot liquidity clusters and identify major support and resistance levels.
+    
+*   **Interactive Analytics & Zooming**
+    Analyze the market with multi-axis rendering. Right-click and drag on liquidity charts to zoom into specific price ranges for precise inspection of the order book.
 
-## Technical Core
+*   **Microstructure Health Dashboard**
+    Monitor market health in real-time with a dedicated dashboard displaying key indicators:
+    *   **Order-to-Trade Ratio (OTR)** to track liquidity provision density.
+    *   **Cancellation-to-Trade Ratio (CTR)** to spot cancellation velocity and potential spoofing.
 
-The estimator utilizes several proprietary techniques to maintain a ground-truth-aligned L3 view:
+*   **Market Participant Clustering**
+    Automatically classify market participants in real-time. The tool uses K-Means clustering based on order sizes and trading frequencies to help you identify distinct trading behaviors.
 
-### 1. Execution-Aware Queue Dynamics (EAQD)
-Refined logic for inflow and outflow handling. Unlike static models, EAQD understands the difference between fills (FIFO consumption) and cancellations (LIFO/Priority-based reduction).
+*   **Algorithmic TWAP Detector**
+    Spot hidden execution algorithms (Time-Weighted Average Price bots) in the market. The tool analyzes trade streams to identify distinct buy and sell side periodic trading patterns, revealing execution frequency and estimated volume limits.
 
-### 2. Deep Depth Fragmentation (DWF)
-Also known as Statistical Order Flow Profiling (SOFP). This system fragments large L2 liquidity additions into multiple virtual orders based on a rolling distribution of market trade sizes.
-*   **Whale Bypass**: If an addition is extremely large (e.g., > 20x average trade size), the system bypasses fragmentation, treating it as a single high-conviction "Whale" order.
-*   **Robust Multi-Order Cancellation**: Combined with EAQD, the system now handles large LIFO cancellations that span multiple fragments, ensuring accurate queue reduction even when fragmented blocks are removed.
-
-### 3. Marker-Triggered Queue Refining (MTQR)
-Integrates the `@trade` stream as a synchronization pulse. When a trade occurs at a specific price, MTQR validates the maker's size against our estimated queue. If a trade exceeds our front-of-queue estimate, the model "snaps" to the ground truth and adjusts seniority accordingly.
-
-### 4. Seniority Decay & Priority Reset
-Handles partial fills and order modifications. Partial fills retain their queue position, while modifications that increase size or change price trigger a priority reset, accurately reflecting exchange matching engine logic.
+*   **Advanced Order Queue Tracking**
+    Get a highly accurate representation of the L3 order book. The tool intelligently tracks order priorities, partial fills, multi-order cancellations, and explicitly highlights massive "Whale" orders.
 
 ## Usage
 
@@ -52,6 +45,7 @@ Ensure you have Rust installed ([rust-lang.org](https://www.rust-lang.org)).
 
 #### UI Controls
 *   **Microstructure Toggle**: Use the UI panel to enable/disable the OTR/CTR dashboard.
+*   **TWAP Toggle**: Open the TWAP Detector window to monitor periodic trading activity.
 *   **Heatmap Z-Score**: Adjust the standardization slider to highlight liquidity outliers.
 *   **Zoom**: Right-click and drag on the liquidity charts to inspect specific price ranges.