FLOWSHOCK

Flowshock is a market simulation engine from Marres. It lets you compare simulated trading sessions with historical observations and see how prices, bid–ask spreads and available liquidity change over time.

A world is one run of the Flowshock market simulation. Each run produces its own sequence of prices, quotes and available shares. You can compare those paths over the same trading session.

In the walkthrough, the historical series shows observations from the AAPL trading session on 9 December 2025. The numbered worlds show simulation outputs. The downloadable liquidity sample contains observations from three simulated worlds.

The public pilot covers AAPL on 9 December 2025. The explorer shows midpoint prices, bid and ask quotes, and resting share quantities. The downloadable sample contains one-minute observations of midpoint, spread and depth across up to ten price levels per side for three simulated worlds. Ask about a specific symbol or venue.

At each sampled minute, Flowshock adds up the shares available across the nearest ten bid levels and nearest ten ask levels. An amber point marks a minute when that total fell below the 10th percentile for that world. Each world has its own threshold.

Yes. Request the sample ZIP and open liquidity.csv in a spreadsheet. Filter to one world and plot top10_depth_shares against timestamp. Rows where below_p10 equals 1 correspond to the amber points. The ZIP includes calculation notes and a run summary.

In Scenario comparison, choose depth, midpoint price or returns. Flowshock compares the distribution of that measure in each world with the historical session. A smaller distance means a closer match for that measure. Two worlds can have similar distributions while prices or liquidity change at different times.

API access is coming soon. Sign up for API updates by email. Send the prepared message to Marres to request a notification when keys become available.

Request the full dataset from Marres to explore all ten simulated worlds for this session.