Live order book depth and slippage

The resting order book for one coin, reconstructed in real time from the websockets of Bybit, OKX, Bitget and Hyperliquid (snapshot plus incremental updates, every update checked against the venue's own sequence number). Per venue: best bid/ask, spread in bps, how many levels we hold and how far from mid they reach, depthUsd = resting dollars within 1/2/5/10/25 bps of mid, and slipBps = the measured cost of a market order of $10k/$50k/$250k walking that book. Plus consolidatedDepthUsd across all venues. Freshness (ageMs) is measured from OUR receive time, never the venue clock. Depth is quoted at bp DISTANCES, not as "liquidity within 2%" - a major-coin book only reaches about 0.03-0.24% from mid, so a wider band would be mostly empty. A venue whose book cannot be proven correct is omitted, and a symbol with no provable book returns 404 rather than a plausible wrong number. Passthrough from the collector: raw object, NOT the { ok, data, ts } envelope.