piker
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Dark vlm real-time trade balance
Goes in tandem with #265 and likely should be part of our built-in vlm fsp subchart.
To start I think an on balance volume fsp which sums the dark trades would be enlightening:
- tina def: https://www.investopedia.com/terms/o/onbalancevolume.asp
- wiki def: https://en.wikipedia.org/wiki/On-balance_volume
- implementations from a buncha libs listed in #108"
- https://github.com/jesse-ai/jesse/blob/master/jesse/indicators/obv.py
- https://github.com/bukosabino/ta/blob/master/ta/volume.py#L87
- https://github.com/peerchemist/finta/blob/master/finta/finta.py#L1479 (OBV)
- https://github.com/peerchemist/finta/blob/master/finta/finta.py#L1509 (WOBV)
- can use https://github.com/mrjbq7/ta-lib to get the C impl: https://sourceforge.net/p/ta-lib/code/HEAD/tree/branches/ta-lib/ta-lib/c/src/ta_func/ta_OBV.c#l80
I'd like to also see if we can make a shorter windowed imbalance metric that tries to eval volume that is used to move the price (by clearing on the ask vs. bid) and then use that to drive a curve over the price chart.