Latent order book models have allowed for significant progress in the understanding of price formation in financial markets. In particular they were able to reproduce a number of stylized facts such as the square root impact of metaorders. An important question that is raised – if one wants to bring such models closer to real market data – is that of the connection between the latent order book and the revealed order book, observable and quantifiable. It is here suggested a self-consistent mechanism for the revelation of latent liquidity that allows for quantitative estimation of the latent order book from real market data.