registry / @ddave334 / bid-ask-asymmetry-oscillator
@ddave334/bid-ask-asymmetry-oscillator
kscriptMeasures 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
1.0.0 · published 2026-07-07 · 1 version · 14 installs
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Versions
| Version | Published | |
|---|---|---|
1.0.0 | 2026-07-07 |