1. A method for constructing an order book for a tradable asset, said order book including hidden orders, said method comprising steps of: measuring an effective spread of the tradable asset; measuring a mid-quote volatility of the tradable asset; measuring additions between best bid and ask of the tradable asset; measuring additions less cancellations of the tradable asset; calculating a probability of a hidden order for the tradable asset as a function of the effective spread, the mid-quote volatility, additions between best bid and ask, and additions less cancellations; calculating a hidden order volume between the best bid and ask; and calculating a hidden order price.