Function detectImbalances

  • detectImbalances(data, threshold?): Imbalance[]

  • Detects imbalances in the order flow data based on the provided threshold.

    Parameters

    • data: {
          [price: number]: OrderFlowRow;
      }

      The order flow data with price as key and OrderFlowRow as value.

    • threshold: number = DEFAULT_THRESHOLD

      The threshold percentage to determine an imbalance.

    Returns Imbalance[]

    An array of Imbalance objects.

Settings

Member Visibility

Theme

Generated using TypeDoc