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Configuration

Centralized pipeline configuration. All tunable parameters live here.

PipelineConfig

Bases: BaseModel

Validated, immutable configuration for the ob-analytics pipeline.

Every parameter that was previously a hard-coded literal now lives here with a sensible default matching the original R package behaviour (Bitstamp BTC/USD, 2015). Override individual values for different instruments, exchanges, or precision requirements.

price_multiplier property 

price_multiplier: int

Integer inverse of :attr:tick_size (round(1 / tick_size)).

The multiplier that turns a quote-currency price into an integer tick count, defined only when the tick is a reciprocal integer (the usual case: a cent, nickel, or quarter grid). With the default tick_size of 0.01 this is 100, matching the former 10 ** price_decimals.

Raises:

Type Description
ValueError

If :attr:tick_size has no integer inverse; convert prices with ob_analytics._utils.price_to_ticks (which divides) instead.

bps_labels property 

bps_labels: list[str]

Column suffixes for depth-metric BPS bins (e.g. '25bps', '50bps' …).