ob-analytics — limit order book analytics in Python
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. View on GitHub → · Documentation → · PyPI → pip install ob-analytics