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Orderflow

This Python package manages methods to reshape tick by tick data for order flow analysis

Install / Use

npx skills add AndreaFerrante/Orderflow

Installs into whichever agent you are using.

About this skill

Quality Score

0/100

Supported Platforms

Universal

README

Orderflow

Orderflow is a serious Python toolkit for market microstructure research, tick-data reshaping, backtesting, and PostgreSQL storage.

Package Layout

  • orderflow.core for shared config, exceptions, and paths
  • orderflow.data for ingestion and bar compression
  • orderflow.market for auctions, DOM, profiles, and market utilities
  • orderflow.analysis for statistics, regimes, and simulation
  • orderflow.backtesting for the backtest engine and execution models
  • orderflow.storage for database loaders and CLI entry points
  • orderflow.visualization for plotting helpers

Related Skills

View on GitHub
GitHub Stars134
CategoryDevelopment
Updated2d ago
Forks37

Languages

Python

Security Score

95/100

Audited on Aug 6, 2026

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