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orderbook-analysis\n Technical / Univariate analysis for Market Depth Order Books\n\n#### Getting started:\n\n```\nnpm install orderbook-analysis\n```\n\n#### Example:\n```\nimport { OBA } from 'orderbook-analysis';\n\nconst OrderBookBTC = {\n  \"lastUpdateId\": 3150560149,\n  \"bids\": [\n    [\"7203.00000000\", \"6.62726500\"],\n    [\"7202.98000000\", \"1.74510600\"],\n    [\"7201.01000000\", \"0.25000000\"]\n    ],\n  \"asks\": [\n    [\"7203.31000000\", \"0.72261700\"],\n    [\"7203.32000000\", \"5.88952000\"],\n    [\"7203.80000000\", \"0.08302900\"]\n    ]\n}\nconst decimals = 2;\n\nconst orderBook = new OBA(OrderBookBTC, decimals);\n\n// Syntax for call methods\nconsole.log(orderBook.calc('spread')); // 0.31\nconsole.log(orderBook.calc('wallsByAsks')); // [{ amount: 5.88952, price: 7203.32, total: 42424.0972064 }]\nconsole.log(orderBook.calc('wallsByBids')); // [{ amount: 11.533638, price: 7200, total: 83042.1936 }]\n\n// Syntax for call methods with arguments\nconsole.log(orderBook.calc('peaksByAsks',10)); \nconsole.log(orderBook.calc('peaksByBids',10)); \n```\n\n#### Available methods and optional arguments:\n```\n'spread'\n'depthByPercent' // range: number(float) between 0 - 1.00\n'wallsByAsks'\n'wallsByBids'\n'peaksByAsks' // radius: number(integer)\n'peaksByBids' // radius: number(integer)\n'medianByAllPrice'\n'medianByAsksPrice'\n'medianByBidsPrice'\n'medianByAsksTotal'\n'medianByAllTotal'\n'medianByBidsTotal'\n'quartilesByAllPrice'\n'quartilesByAsksPrice'\n'quartilesByBidsPrice'\n'varianceByAllPrice'\n'varianceByAsksPrice'\n'varianceByBidsPrice'\n'linearRegressionByAll'\n'linearRegressionByAsks'\n'linearRegressionByBids'\n'skewnessByAsksPrice'\n'skewnessByBidsPrice'\n'skewnessByAllPrice'\n'kurtosisByAsksPrice'\n'kurtosisByBidsPrice'\n'kurtosisByAllPrice';\n```","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fvalamidev%2Forderbook-analysis","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fvalamidev%2Forderbook-analysis","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fvalamidev%2Forderbook-analysis/lists"}