order book imbalance

[hello-212]

any suggestions for building out orderbook imbalance indicator? seem to be able to stitch some pieces of code together from other indicators but nothing specific for OFI. thanks in advance

[TheCookieLab]

We could add a new core model interface (ex. OrderBook) and then add another isSatisfied overload to Rule, i.e. boolean isSatisfied(int index, TradingRecord tradingRecord, OrderBook orderBook)

It's kind of a bolt-on approach but it's very quick to get off the ground, consistent with the existing approach, and there should be little (if any) backwards compatibility issues or required refactoring.

[nimo23]

Related: https://github.com/ta4j/ta4j/pull/961#issuecomment-1515119151