Realized depth collapses
depth_episodesDetect realized BTC order-book depth collapse episodes, including onset, trough, and recovery under preregistered rules. Distinguishes zero from missing data; ETH added for exit_desk_full subscribers.
Instructions
Realized BTC depth-collapse onset, trough, recovery under preregistered rules. Zero is distinct from missing. Subscriber exit_desk_full adds ETH.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||