pub fn calculate_queue_imbalance(
bids: &SmallVec<[Level; 25]>,
asks: &SmallVec<[Level; 25]>,
) -> f64Expand description
Calculate basic queue imbalance at best bid/ask
Returns normalized imbalance (-1.0 to 1.0) where:
- Positive values indicate bid quantity dominance
- Negative values indicate ask quantity dominance