ai-order-flow-analysis - Analyze Order Flow for Market Pressure
Analyzes order book and trade flow data to calculate imbalance, cumulative delta, liquidity patterns, volume profiles, and price divergence.
Tags
Updated: 2026-10-08Capabilities
Typical Inputs
What this skill does
- Calculate order book imbalance
- Track cumulative delta
- Detect hidden liquidity
- Construct volume profiles
- Analyze trade flow
- Detect price divergence
Inputs
- Order book snapshots
- Trade streams
- Order flow parameters
Outputs
- Order flow analysis code
- Imbalance metrics
- Cumulative delta metrics
- Liquidity patterns
- Volume profiles
- Price divergence patterns
Requirements
- OpenCode environment
- Python runtime
- NumPy library
- pandas library
