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Side-Specific Market Depth

Since Market Order is the default order type, market depth should show immediate execution risk rather than a generic Bid/Ask split:

  1. Context-Aware Depth: When on the Buy tab, show only the Top 5 Asks (MBP). When on the Sell tab, show only the Top 5 Bids (MBP).

  2. Visual Consumption: Highlight the specific order book rows and quantities that will be consumed.

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