---
title: Market Radar
description: Adaptive market-observation system that allocates measurement resolution to the markets that earn it, making attention itself measurable.
canonical: https://tyl.ee/radar
dateModified: 2026-09-14
---

# Market Radar

Radar is not a traditional market screener. It uses adaptive measurement: continuously
observing the broad market at low cost while allocating progressively richer real-time
instrumentation to markets that earn its attention.

Radar doesn't just rank markets. It decides which markets are worth looking at more
closely, then changes how closely it looks.

Observation runs in three tiers:

- SCAN — REST ticker polling only. The widest, cheapest layer.
- WATCH — ticker plus a trade WebSocket. Trade metrics are measured.
- DEEP — ticker, trades and order-book depth. Every metric is measured.

Markets move between tiers as their behaviour changes, so measurement resolution follows
evidence rather than being spread evenly.

Because Radar allocates its own attention, movement through that attention hierarchy is
itself information. Rank momentum measures change in Radar's attention to a market rather
than change in its price, so it can surface developing activity before that activity
appears on a conventional price-movers list. Radar does not claim that rank momentum
predicts future price movement.

Measurement provenance is part of the data model. A null metric means Radar did not spend
the measurement budget needed to know; a zero means it looked and measured zero. "Nothing
happened" is different from "we didn't look."

Full explanation: https://tyl.ee/radar/guide