chainvectorOrderbookImbalance
Gauge order-book depth imbalance at 5/10/20 levels and microprice tilt to confirm trades when the book leans with you or flag warnings when it leans against.
Instructions
ChainVector order-book depth imbalance at 5/10/20 levels in [-1, +1] (+ = bid-heavy) plus a microprice tilt in bps. A book leaning hard against a candidate trade is a warning; leaning with it is confirmation.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| depths | No | Comma-separated level counts, default 5,10,20 | |
| symbol | No | Normalized symbol, e.g. BTC-USDT | BTC-USDT |
| exchange | No | Venue id | binance |