I have a Roomba vacuum cleaner. This article explains how it navigates when cleaning a room:

The first thing Roomba does when you press 'Clean' is calculate the room size. iRobot is a bit hazy on how it does this, but HowStuffWorks believes that it sends out an infrared signal and checks how long it takes to bounce back to the infrared receiver located on its bumper. Once it establishes the size of the room, it knows how long it should spend cleaning it.

Possible market application: Check the depth of the order book.

When HowStuffWorks tried it out, we found that Roomba starts cleaning in an outward-moving spiral and then heads for the perimeter of the room. Once it hits an obstacle, it believes it has reached the perimeter of the room. It then cleans along the 'perimeter' until it hits another obstacle, at which point it cleans around it, finds a clear path and proceeds to traverse the room between objects like walls and furniture until the allotted cleaning time is up.

Possible market application: Bounce between the bid and ask for a while, then trend for a while to see how many bids or offers actually get hit. When volume dries up, try the other direction. Conversely, if there is an "obstacle" of deep liquidity at a specific price, try the other direction.


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