Orderflow botãŸãšã
ãªãŒããŒãããŒBot(Orderflow bot, ofbot). ðãªãŒããŒãããŒåæã掻çšããbot.
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Index
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ãªãŒããŒãããŒã®çµ±èšéãã©ãèšç®ããã.
OFI
ðOFIã®èšç®.
- https://github.com/sanjeevai/order-imbalance
- https://github.com/shaileshkakkar/OrderImbalance
- Order Flow Analysis of Cryptocurrency Markets | by Ed Silantyev | Medium
- èšç®æ¹æ³ãšç°¡åãªã³ãŒã.
- Order Flow Imbalance - A High Frequency Trading Signal | Dean Markwick
- èšç®æ¹æ³. ã·ã°ãã«æŽ»çš.
Volume Profile
- Market Profile and Volume Profile in Python | by Letian Wang | Medium
- Pythonã§ã©ãèšç®ããã.