registry / @ddave334
@ddave334
9 public packages
Measures the dynamic imbalance between bid and ask liquidity across multiple orderbook depth levels, oscillating between -100 (ask dominant) and +100 (bid dominant). Uses inverse distance weighting
Calculates the fractal dimension of price movements to measure market efficiency on a 0-100 scale. Based on the principle that trending markets follow more direct paths while ranging markets exhibi
Calculates the fractal dimension of price movements to measure market efficiency on a 0-100 scale. Based on the principle that trending markets follow more direct paths while ranging markets exhibi
Identifies potential iceberg orders and hidden liquidity by analyzing the relationship between trading volume and visible orderbook depth. Monitors liquidity levels at specified depths and detects
Measures the distribution pattern of liquidity across multiple orderbook depth levels using coefficient of variation analysis. Calculates whether liquidity is concentrated at specific price points
Liquidity Gradient / Topography Oscillator Measures the slope of liquidity distribution in the orderbook by comparing depth at multiple price levels. Negative values indicate defensive posit
Analyzes the distribution pattern of liquidity across orderbook depth levels using Shannon entropy and concentration metrics. Identifies market participant types by measuring order placement organi
Measures the distribution of liquidity across orderbook depth levels to identify whether pressure is building at deeper levels (institutional positioning) or concentrated near the top (weak/retail)
Analyzes trade flow patterns using network theory to detect algorithmic and coordinated trading activity. Measures clustering in two dimensions: temporal (trades occurring within close time proximi