Orderflow
This Python package manages methods to reshape tick by tick data for order flow analysis
Install / Use
npx skills add AndreaFerrante/OrderflowInstalls into whichever agent you are using.
README
Orderflow
Orderflow is a serious Python toolkit for market microstructure research, tick-data reshaping, backtesting, and PostgreSQL storage.
Package Layout
orderflow.corefor shared config, exceptions, and pathsorderflow.datafor ingestion and bar compressionorderflow.marketfor auctions, DOM, profiles, and market utilitiesorderflow.analysisfor statistics, regimes, and simulationorderflow.backtestingfor the backtest engine and execution modelsorderflow.storagefor database loaders and CLI entry pointsorderflow.visualizationfor plotting helpers
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