Microstructure signals: cumulative depth within 10/50/100 bps tiers, linear-regression slope of cumulative size vs distance-from-mid (bps), largest consecutive-level price gap, and per-side level counts.
Microstructure signals: cumulative depth within 10/50/100 bps tiers, linear-regression slope of cumulative size vs distance-from-mid (bps), largest consecutive-level price gap, and per-side level counts.Documentation Index
Fetch the complete documentation index at: https://docs.openpx.trade/llms.txt
Use this file to discover all available pages before exploring further.