API for phil8192/ob-analytics
Limit Order Book Analytics
| Global functions | |
|---|---|
| alignS | Man page |
| depth | Man page |
| depth.summary | Man page |
| depthMetrics | Man page |
| eventMatch | Man page |
| events | Man page |
| filterDepth | Man page |
| getSpread | Man page |
| loadData | Man page |
| loadEventData | Man page |
| lob.data | Man page |
| matchTrades | Man page |
| obAnalytics | Man page |
| obAnalytics-package | Man page |
| orderAggressiveness | Man page |
| orderBook | Man page |
| plotCurrentDepth | Man page |
| plotEventMap | Man page |
| plotEventsHistogram | Man page |
| plotPriceLevels | Man page |
| plotPriceLevelsFaster | Man page |
| plotTimeSeries | Man page |
| plotTrades | Man page |
| plotVolumeMap | Man page |
| plotVolumePercentiles | Man page |
| priceLevelVolume | Man page |
| processData | Man page |
| sMatrix | Man page |
| saveData | Man page |
| setOrderTypes | Man page |
| themeBlack | Man page |
| tradeImpacts | Man page |
| trades | Man page |
