Diagonal imbalances compare ask at P with bid one row below, and bid at P
with ask one row above. Missing rows are never bridged or synthesized.
Supply rowSize for sparse ladders; legacy callers infer the minimum observed
gap, which cannot distinguish uniformly missing rows from a coarser grid.
Positive volume against a zero opposing volume is an imbalance; zero against
zero is not. threshold is the minimum dominant-side quantity (inclusive).
Diagonal imbalances compare ask at P with bid one row below, and bid at P with ask one row above. Missing rows are never bridged or synthesized. Supply rowSize for sparse ladders; legacy callers infer the minimum observed gap, which cannot distinguish uniformly missing rows from a coarser grid. Positive volume against a zero opposing volume is an imbalance; zero against zero is not. threshold is the minimum dominant-side quantity (inclusive).