Module asymmetry

Asymmetry Index for Order Book Skewness Analysis

Implements various asymmetry metrics to detect directional pressure and potential price movements based on order book imbalances.

Structs

AsymmetryIndexCalculator

Asymmetry Index calculator for order book skewness

AsymmetryMetrics

Asymmetry metrics output

MultiTimeframeAsymmetry

Multi-timeframe asymmetry analyzer

MultiTimeframeMetrics

Multi-timeframe metrics

Enums

DirectionalPressure

Directional pressure levels

Functions

calculate_asymmetry_index

Calculate simple asymmetry index