will forever support open source stuff like this, sick stuff being posted in the past few days. go follow!
Takopi🐙
Takopi🐙12 tuntia sitten
Binance L3 Order Book Estimator It uses L2 data changes to estimate L3 microstructure in real-time. now features K-means clustering! Now we can see different types of market participants' movements in the order book clearly. Check it out: >
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