AfterMrkt | Docs

Overview

Read the move before it becomes a guess.

AfterMrkt helps you inspect what changed after the regular U.S. session, what source evidence may explain it, and what an exit could look like against observed liquidity.

It is built for the hours after close, when a Bitget rToken can move while the native stock confirmation you want is not available. AfterMrkt keeps those facts separate and labels what is live, replayed, simulated, stale, or unavailable.

What moved

The rToken price, change, freshness, and market-quality signals in context.

Why it may matter

Source-bound event evidence, with Qwen used for evidence-grounded analysis.

Can I get out?

Deterministic exit estimates using the observed Bitget bid book and your size.

What stays yours

The interpretation, risk tolerance, and decision. No trade call is generated.

Method

How AfterMrkt works.

The browser reads a server-assembled context. It does not call Bitget, Qwen, or source providers directly.

The application resolves the exact Bitget provider symbol, collects public market and order-book data, preserves timestamps and source references, then exposes a compact decision lens. Market metrics and exit simulations stay deterministic. Qwen is kept at the evidence interpretation boundary.

1. Normalize

Map the instrument to its exact provider symbol without reconstructing Reality symbols.

2. Capture

Keep immutable public market, order-book, event, and provenance records.

3. Explain

Separate source facts from Qwen's bounded, source-grounded interpretation.

4. Simulate

Apply exact-decimal calculations to an observed book. No order is submitted.

Decision Lens

Three questions, kept separate.

Decision Lens is the product's organizing model: What moved? Why might it matter? Can I get out?

These are views over the same bounded context, not a score that predicts what happens next. A missing source or stale market input is visible as a limitation instead of being filled with a confident conclusion.

AfterMrkt does not tell you whether to buy or sell. It does not claim fair value or predict next-session direction.

Market data

Close reference is precise about what it means.

The close reference is the rToken price around the U.S. regular-session close. It is not the native stock's closing price.

Native-stock price confirmation is currently unavailable in AfterMrkt. The product therefore does not present a native close as if it had been observed. The market view preserves the rToken identity and the exact provider symbol returned by Bitget.

Generic public Bitget order-book data is the canonical market-depth source in the current build. Spread, depth, VWAP, slippage, and exit simulations are deterministic calculations over the captured inputs. They describe the observed book at a point in time and do not establish a guaranteed execution outcome.

Canonical depth source: bitget_generic_spot_orderbook · native confirmation: unavailable

Evidence + Qwen

The source stays visible.

Qwen analyzes source-bound event evidence only. It does not calculate market metrics or create trade decisions.

A source fact includes the evidence title, URL, availability time, and the captured text or structured fields needed to understand what was known. Qwen can classify or explain that evidence while preserving its source relationship. It cannot turn an unavailable source into a confirmed event.

The market-quality layer remains deterministic and independent of Qwen. Spread, depth, VWAP, slippage, freshness, and exit math are calculated by the application. A human decides what the evidence means for their position.

Source facts are evidence. Qwen's output is bounded analysis. Neither is a buy or sell instruction.

Exit Lens

See the cost before you commit to the exit.

Exit Lens applies your position quantity to an observed Bitget bid book and shows how much of that quantity could be matched across the visible levels.

The simulation uses exact-decimal arithmetic for the market inputs and returns deterministic estimates for fill quantity, unfilled quantity, VWAP, spread, and slippage. The result is based on the observed order book at capture time. It is not a guaranteed fill and it never submits an order.

Input or measure	Meaning in AfterMrkt
Position quantity	The size supplied for the estimate, not a connected account balance.
Observed depth	Bid levels available in the captured public Bitget order book.
VWAP	Volume-weighted average price across the simulated matched levels.
Slippage	The deterministic difference caused by walking the observed levels.
Unfilled quantity	The requested amount not covered by the observed depth.

Context modes

LIVE and REPLAY stay distinct.

A current context and a historical context answer different questions. AfterMrkt labels the difference in the interface and the data contract.

Mode	What it means	What it cannot mean
LIVE	Current public market context assembled from the available provider routes.	Live account access, order submission, or a guarantee that every source is current.
REPLAY	Immutable captured snapshots and evidence from a specific historical timestamp.	A live view or a context enriched with evidence that became available later.
SIMULATED	A deterministic exit estimate against an observed order book.	An executed order, guaranteed fill, or wallet balance.

Replay cannot use evidence that became available after the replay timestamp. Later analysis may be stored separately, but it is not backdated into the historical case.

Provenance

Every conclusion has a boundary.

Provenance keeps the source, time, mode, and calculation inputs close to the result.

Market records preserve the exact provider symbol, provider timestamps, receipt time, and source mode. Event records preserve source URLs, availability timestamps, and the evidence used for analysis. Replay manifests identify the captured records used to reconstruct a case.

This makes it possible to tell whether a value is current, replayed, simulated, stale, or unavailable. It also prevents a later source or a modern order book from silently changing a historical explanation.

Ask AfterMrkt labels the answer processing time separately from the market and order-book observation time. It also shows the deterministic freshness state and the observation time carried by its source references. Qwen does not generate timestamps.

Current limitations

The edges are part of the product.

AfterMrkt is useful because it shows what it knows and what it cannot currently confirm.

The rToken close reference is not a confirmed native-stock closing price.
Native-stock price confirmation is currently unavailable.
Generic public Bitget order-book data is the canonical depth source in the current build.
Bitget Demo Reality execution was tested but was unsupported or inaccessible in the current Demo environment.
Live execution is disabled. No order is submitted by the workspace or Exit Lens.
No wallet or account connection is part of the current MVP.
Exit simulation is an observed-book estimate, not a guaranteed fill.
Thresholds and freshness windows are provisional configuration, not validated predictions.
AfterMrkt does not imply fair value or predict next-session direction.

Full FAQ

Practical questions, answered plainly.

What does AfterMrkt actually do?

It combines an rToken market context, source-bound event evidence, deterministic market-quality measures, and an observed-book exit estimate.

Is the close reference the native stock's close?

No. It is the rToken price around the U.S. regular-session close. Native-stock price confirmation is currently unavailable.

Does AfterMrkt tell me whether to buy or sell?

No. It does not make a trade decision, predict fair value, or predict next-session direction. The decision stays with you.

What does Qwen do?

Qwen analyzes source-bound event evidence. It can classify or explain the evidence, but it does not calculate market metrics or create trade decisions.

How does Exit Lens estimate an exit?

It walks your requested quantity through the observed public Bitget bid book and deterministically calculates depth, VWAP, slippage, fill, and unfilled quantity.

Is an Exit Lens estimate a guaranteed fill?

No. It describes an observed-book simulation at capture time. Market conditions can change, and the estimate does not submit an order.

What is the difference between LIVE and REPLAY?

LIVE uses current available public context. REPLAY reconstructs an immutable historical case and does not call live providers.

Can a replay use a later article or event?

No. Replay cannot use evidence that became available after its replay timestamp. Later analysis must remain separate from the historical context.

Can I connect a wallet or trading account?

No. Wallet and account connections are not part of the current MVP. Live execution is disabled.

What happens when data is unavailable or stale?

AfterMrkt labels the input as unavailable or stale and preserves the limitation. It does not replace missing evidence with a mock value.

Why is Demo Reality execution unavailable?

Bitget Demo Reality execution was tested, but the current Demo environment returned an unsupported or inaccessible capability. The current build keeps execution disabled.

Glossary

The words the interface relies on.

rToken: The Bitget market instrument shown in AfterMrkt, distinct from the native stock.
Provider symbol: The exact symbol returned by Bitget for a market route. AfterMrkt preserves it as returned.
Close reference: The rToken price around the U.S. regular-session close, not the native stock close.
Observed book: The captured public Bitget order book used as the input for market-depth and exit estimates.
VWAP: Volume-weighted average price across the levels used by a deterministic simulation.
Slippage: The price impact calculated when a requested quantity moves through multiple observed levels.
Source fact: Evidence tied to a source, URL, availability time, and preserved content or fields.
Qwen analysis: Source-bound classification or explanation. It is not market calculation or a trade decision.
LIVE: Current public context assembled from the available provider routes.
REPLAY: Historical context reconstructed from immutable captured records.
SIMULATED: A deterministic estimate that does not represent an executed order.
Unavailable: A capability or source that the current build cannot confirm or access.

A clearer way to read the hours after close.