能否做个一个统计指标,统计设定价格区间内的的挂单数量上的不平衡,现在购买的数据上,有全深度,这样他统计的是全深度的多空挂单数量,只能通过设置不显示那么多,这样你热图就无法监控那些远处的挂单变动情况。并不能反映出当时的市场情绪,如果可以设置统计多空挂单比例,设置一个价格范围,比如10跳 20跳。
the idea is to calculate and show the imbalance for pending orders that are currently in DOM. Indicator should have the option to select the quantity of price levels higher and lower than then current price level to take into account.
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In review
💡 Feature Request
About 2 years ago

jie bai
Get notified by email when there are changes.
In review
💡 Feature Request
About 2 years ago

jie bai
Get notified by email when there are changes.