Limit order book analytics and visualization for Python. Reconstruct trades from raw exchange events, classify order types, compute depth metrics, and visualize market microstructure — from Bitstamp-style CSVs or LOBSTER message and order-book files.
It’s a standalone port of the R obAnalytics CRAN package, with a pipeline API, pluggable data formats, flow-toxicity metrics, and both Matplotlib and Plotly backends.
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pip install ob-analytics