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leionion/orderbook-imbalance-indicator-hft
A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.
Commercial license
License unclear
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Topics
algorithmic-tradingbid-ask-spreadcrypto-tradinghfthigh-frequency-tradinglow-latencymarket-microstructureorder-bookorder-floworderbookorderbook-imbalancepython
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