T2G SPR Detection — Sweep Passive Reuse
Same order ID. Aggressive sweep. Then passive reuse.
SPR detects when the same order ID first sweeps the market aggressively, then reappears as passive liquidity near the sweep end — revealing a complete lifecycle from one participant in milliseconds.
Sweep BUY · 209 lots · 11L 7159.50 → 7162.00
95.2% small prints <6 lots
Aggressive phase
95.2% small prints <6 lots
Aggressive phase
Reuse · 331 lots · 1L · +3ms Same order ID — passive
61.3% of linked volume
Passive reuse phase
61.3% of linked volume
Passive reuse phase
SPR BUY · 540 linked lots Sweep 209 + Reuse 331
11 linked levels
Full lifecycle detected
11 linked levels
Full lifecycle detected
SPR · One order ID, two roles, one lifecycle
209 sweep lots
aggressive phase · 11 levels
331 reuse lots
passive phase · 1 level
540 linked total
full lifecycle volume
+3ms delta
sweep → passive reuse lag
Phase 1 — Aggressive sweep
The same order ID buys aggressively across 11 levels, from 7159.50 to 7162.00, executing 209 lots. 95.2% of prints are under 6 lots — a fragmented sweep signature, consistent with triggering stops or riding retail momentum.
Phase 2 — Passive reuse
Only 3 milliseconds later, the same order ID reappears as passive liquidity on 1 level. 331 lots are executed passively — 61.3% of the full linked lifecycle. The participant swept aggressively, then placed the same order on the passive side to receive the opposite flow.
01
MBO ID linking
Same order ID tracked across both aggressive and passive executions
02
Lifecycle detection
Sweep phase and passive reuse phase linked into one SPR event
03
Linked size
Total = sweep lots + reuse lots — here 209+331=540 linked lots
04
Linked %
Passive reuse as % of total lifecycle — here 61.3% passive dominance
same ID same order ID
540 lots linked lifecycle
61.3% passive reuse share
+3ms phase delta