I. **Order Flow Dark War: Understanding the 'War Map' of the Order Book**
Core Logic:
The order book is the battlefield trench, and transaction volume is the density of craters—victory or defeat is determined in the tug-of-war between buy one and sell one.
Three-level Perspective Method:
1. Firepower Reconnaissance (Order Wall):
- A large amount of sell orders piling up → Market maker suppresses price to accumulate
- Breaking the deadlock: If the buying pressure continues to consume sell orders but the price doesn't rise → False breakout warning
2. Luring the Enemy Deep (Iceberg Orders):
- When price breaks out, a large hidden order suddenly appears at the sell one → Trap for the greedy
- Counterattack: Place a short order at the breakout point, set stop loss at iceberg thickness +1%
3. General Offensive Signal (Transaction Volume Impulse):
- A sudden appearance of transaction volume ten times the average at a certain price → Main force direction choice
- Follow: Enter the market with the trend, set stop loss at the extreme point in the opposite direction of the impulse K-line
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II. **Liquidity Sniping: The 'Dark Forest Law' of DEX and CEX**
Core Differences:
- CEX: Market makers use order walls to control prices, retail investors are in the open (like chess games)
- DEX: LP becomes prey, sniper uses flash loans to create slippage (like a dark forest gunfight)
Survival Strategy:
1. CEX Guerrilla Warfare:
- Avoid integer price points ($50, $100) → Order graveyard
- Ambush during non-mainstream trading hours (e.g., UTC 03:00-05:00)
2. DEX Mine Detection:
- Before large transactions, first test slippage with 1% of funds → Abandon if it exceeds 2%
- Monitor LP address changes in the pool → Clear out within 48 hours after a whale exits
3. Cross-Market Strangulation:
- When CEX prices are more than 3% higher than DEX → Arbitrage (calculate Gas costs)
- When perpetual contract funding rates deviate extremely → Spot hedge to earn fees
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🔑 Survival Toolbox
1. Order Flow Trio:
- Tools: TradeView market depth chart + CoinGlass order heatmap
- Signal: Sell one order volume drops suddenly by over 50% → Soon to break through
2. Liquidity Radar:
- CEX: Monitor 'Order Book Imbalance' = Buy one volume / Sell one volume
- DEX: Track large LP changes using Uniswap Pool Watch
3. Flash Loan Warning:
- When a DEX pool suddenly has multiple 0.1ETH test trades → Sniping precursor
- Response: Immediately withdraw liquidity or increase slippage tolerance
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🌰 Reality Mapping
- Order Flow Dark War ≈ Supermarket Rush:
Shelf restocking (accumulation of sell orders) → Scalpers lying in wait (order wall) → Auntie charges (transaction volume impulse)
- CEX Order Wall ≈ Casino chip pile:
The market maker piles up chips to intimidate opponents → Retail investors following suit equals paying an IQ tax
- DEX flash loans ≈ Bank robbers:
Use explosives (flash loans) to blow open the vault (liquidity pool) → Complete the heist within 60 seconds
(Note: The market is a blood game on the edge of a knife, and order flow is your night vision. Remember: The war you see is never the real war.)