gryphon.lib.metrics package¶
Submodules¶
gryphon.lib.metrics.midpoint module¶
gryphon.lib.metrics.orderbook_strength module¶
gryphon.lib.metrics.quote module¶
gryphon.lib.metrics.volume_available module¶
Module contents¶
This package collects code for calculating various features of market data in a single place. These metrics can be used in machine learning, in dashboards, or directly in strategies. Examples are: the midpoint of an orderbook, or the strength of the bid in an orderbook at any given depth.
Much of this code use to reside in exchange.base, but it’s far outgrown it’s place there.