Replay the sequence.
Never fill the gap.
DEAL journals public BTC/USD WebSocket frames into immutable evidence segments, reconstructs venue-local books from documented update semantics, and records continuity failures instead of silently guessing missing state.
Venue-local reconstructed books
A reconnect begins a new evidence session. A sequence failure ends continuity. DEAL never merges those boundaries away.
Continuous order flow
Positive book flow means bid additions / ask removals dominated visible change. Negative means ask additions / bid removals dominated. It is a DEAL-defined statistic, not trader intent.
Research signals, not accusations
A transient add/remove episode is not proof of spoofing. A sweep cluster can contain multiple takers. Absorption is a deterministic pattern test, not proof of hidden liquidity.
Reconstruct a venue book from its evidence session.
CONTINUITY IS EVIDENCE.
When a provider documents update identifiers, DEAL verifies them. When the sequence skips, the local book is invalidated and the next connection must establish a fresh snapshot. Missing events are not reconstructed from price action, interpolation or model inference.