mczielinski

mczielinski/ob-analytics

Python package intended for visualisation, analysis and reconstruction of limit order book data

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3 Open Issues Need Help Last updated: Aug 1, 2026

Open Issues Need Help

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Clean up warnings emitted by executed docs (tight_layout, round-on-datetime) about 7 hours ago
enhancement good first issue area:viz effort:S
mczielinski/ob-analytics
3

Python package intended for visualisation, analysis and reconstruction of limit order book data

Python
Distribute on conda-forge about 7 hours ago
enhancement good first issue area:interop effort:S
mczielinski/ob-analytics
3

Python package intended for visualisation, analysis and reconstruction of limit order book data

Python
Micro-price, weighted-mid (Stoikov) & order-book imbalance (OBI) signals about 7 hours ago
enhancement good first issue area:analytics effort:S
mczielinski/ob-analytics
3

Python package intended for visualisation, analysis and reconstruction of limit order book data

Python