pikers / piker

(e2e) foss trading for non-tinas
GNU Affero General Public License v3.0
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Dark vlm real-time trade balance #266

Open goodboy opened 2 years ago

goodboy commented 2 years ago

Goes in tandem with #265 and likely should be part of our built-in vlm fsp subchart.

To start I think an on balance volume fsp which sums the dark trades would be enlightening:

I'd like to also see if we can make a shorter windowed imbalance metric that tries to eval volume that is used to move the price (by clearing on the ask vs. bid) and then use that to drive a curve over the price chart.