{
  "timestamp": "2026-03-11T05:55:30.149485",
  "source_timestamp": "2026-03-11T05:55:30.034453",
  "es_price": 6772.5,
  "spread_ticks": 1.0,
  "depth_total": 16.0,
  "depth_imbalance": 0.375,
  "short_vol_bps": 0.0,
  "features_z": {
    "spread": 0.0,
    "depth_inverse": -0.0,
    "short_vol": 0.0,
    "imbalance": 0.0
  },
  "friction_score": 0.0,
  "regime": "NORMAL_FRICTION",
  "color": "yellow",
  "playbook": "Use standard playbook; no friction-driven override.",
  "confidence": 60,
  "history_size": 1,
  "method": {
    "description": "Composite friction regime from spread + depth + short-horizon vol + book imbalance",
    "formula": "0.35*z(spread) + 0.30*z(-depth) + 0.20*z(short_vol) + 0.15*z(imbalance)",
    "zscore": "robust MAD z-score against rolling history"
  }
}