Urgent buy / Urgent sell / Max sweep bps

0.1.0 · Indicator · published 10 days ago · by @bigdydydy

Readme1 VersionContents

Market order catcher

No README in this version.

Indicator

Outputs

Output	Plot	Panel	Style
`urgent_buy`	histogram	lower	color #27A69A
`urgent_sell`	histogram	lower	color #F05351
`twap_flow`	line	lower	color #B388FF, width 2
`max_sweep_bps`	data only	lower	default
`hit_buy`	data only	lower	default
`hit_sell`	data only	lower	default
`hit_twap`	data only	lower	default
`urgent_0_price`	data only		default
`urgent_0_qty`	data only		default
`urgent_0_meta`	data only		default
`urgent_1_price`	data only		default
`urgent_1_qty`	data only		default
`urgent_1_meta`	data only		default
`urgent_2_price`	data only		default
`urgent_2_qty`	data only		default
`urgent_2_meta`	data only		default
`urgent_3_price`	data only		default
`urgent_3_qty`	data only		default
`urgent_3_meta`	data only		default
`urgent_4_price`	data only		default
`urgent_4_qty`	data only		default
`urgent_4_meta`	data only		default
`urgent_5_price`	data only		default
`urgent_5_qty`	data only		default
`urgent_5_meta`	data only		default
`twap_0_price`	data only		default
`twap_0_qty`	data only		default
`twap_0_meta`	data only		default
`twap_1_price`	data only		default
`twap_1_qty`	data only		default
`twap_1_meta`	data only		default
`twap_2_price`	data only		default
`twap_2_qty`	data only		default
`twap_2_meta`	data only		default
`twap_3_price`	data only		default
`twap_3_qty`	data only		default
`twap_3_meta`	data only		default
`twap_4_price`	data only		default
`twap_4_qty`	data only		default
`twap_4_meta`	data only		default
`twap_5_price`	data only		default
`twap_5_qty`	data only		default
`twap_5_meta`	data only		default
`twap_6_price`	data only		default
`twap_6_qty`	data only		default
`twap_6_meta`	data only		default
`twap_7_price`	data only		default
`twap_7_qty`	data only		default
`twap_7_meta`	data only		default
`twap_8_price`	data only		default
`twap_8_qty`	data only		default
`twap_8_meta`	data only		default
`twap_9_price`	data only		default
`twap_9_qty`	data only		default
`twap_9_meta`	data only		default
`twap_10_price`	data only		default
`twap_10_qty`	data only		default
`twap_10_meta`	data only		default
`twap_11_price`	data only		default
`twap_11_qty`	data only		default
`twap_11_meta`	data only		default
`twap_12_price`	data only		default
`twap_12_qty`	data only		default
`twap_12_meta`	data only		default
`twap_13_price`	data only		default
`twap_13_qty`	data only		default
`twap_13_meta`	data only		default
`twap_14_price`	data only		default
`twap_14_qty`	data only		default
`twap_14_meta`	data only		default
`twap_15_price`	data only		default
`twap_15_qty`	data only		default
`twap_15_meta`	data only		default

Params

Name	Default	Min	Max
`min_print_btc`	0.01	0.01	100
`min_order_btc`	10	0.01	1000
`vol_mult`	10	1	200
`vol_window_s`	300	30	3600
`min_sweep_bps`	6	0	200
`revert_s`	10	1	120
`revert_pct`	50	0	100
`merge_ms`	50	0	1000
`twap_1m`	1	0	1
`twap_5m`	1	0	1
`twap_min_btc`	10	0.01	1000
`twap_max_btc`	200	0.01	5000
`twap_size_tol`	20	1	100
`twap_jitter_s`	3	0	60
`twap_min_hits`	4	3	50
`twap_noise_max`	0	0	20
`tz_hours`	8	-12	14
`chart_interval_sec`	0

Inputs

Input	Source	Selection
`close`	ohlcv	field close
`prints`	tape
`bar_t`	time	field bar_open_sec

Provenance

ABI	`wrun-3`
Source	not published

Version	Published	Note
0.1.0	Oct 24, 2026

File	Size
om-package.json	565 B
wrun/metadata.json	14.4 KiB
wrun/module.wasm	16.8 KiB