registry / @backquant / orderbook-spread-2
@backquant/orderbook-spread-2
kscriptOrderbook Spread is a oscillator that measures net orderbook pressure at up to three depths. It computes a normalized spread at each depth spread = asks-bids/asks+bids so values sit between -1 and
1.0.0 · published 2026-07-07 · 1 version · 11,138 installs
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Versions
| Version | Published | |
|---|---|---|
1.0.0 | 2026-07-07 |