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obAnalytics
orderAggressiveness
orderAggressiveness function
Calculate order aggressiveness with respect to best bid or ask in BPS.
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obAnalytics package
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Maintainer: Philip Stubbings
License: GPL (>= 2)
Last published: 2016-11-11
Useful links
https://github.com/phil8192/ob-analytics/issues
https://github.com/phil8192/ob-analytics