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COB heatmap!

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Dobromir Popov
2025-08-08 18:11:26 +03:00
parent b15ea82be8
commit 70aa9ed6b7
3 changed files with 100 additions and 0 deletions
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5
core/data_models.py
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@ -90,6 +90,11 @@ class BaseDataInput:
# COB data for 1s timeframe (±20 buckets around current price)
cob_data: Optional[COBData] = None
# COB heatmap (time-series of bucket metrics at 1s resolution)
# Each row corresponds to one second, columns to price buckets
cob_heatmap_times: List[datetime] = field(default_factory=list)
cob_heatmap_prices: List[float] = field(default_factory=list)
cob_heatmap_values: List[List[float]] = field(default_factory=list) # typically imbalance per bucket
# Technical indicators
technical_indicators: Dict[str, float] = field(default_factory=dict)