carlosplanchon/measurevolume

Estimate market-taker activity from order-book snapshots by measuring visible depth depletion.

1 best points · 0 comments · 1 Hacker News post · 5 GitHub stars · View on GitHub

Hacker News discussions

• Gauge activity of market takers based on a order book's exchange (1 points, 0 comments, by carlosplanchon, 2020-07-01)