Market Depth Anomaly Alerts

Implementation Details

Class Names

Model Name	Parameters Class	Data Class
MarketDepthAnomalyAlerts	MarketDepthQueryParams	MarketDepthAnomalyData

Import Statement

pythonCopyEditfrom satoshi_terminal.models.market_depth_anomaly_alerts import (
    MarketDepthAnomalyAlerts,
    MarketDepthQueryParams,
    MarketDepthAnomalyData,
)

---

Parameters

Name	Type	Description	Default	Optional
asset_symbol	Union[str, List[str]]	Asset(s) to monitor for market depth anomalies.	None	False
threshold_percentage	float	Percentage deviation in bid-ask spread to flag anomalies.	5.0	True
time_horizon	int	Time window (in minutes) for anomaly detection.	15	True

---

Data

Name	Type	Description
asset_symbol	str	Asset being monitored for anomalies.
bid_ask_spread	float	Current bid-ask spread as a percentage of the asset price.
anomaly_detected	bool	Whether an anomaly was detected.
deviation_percentage	float	Deviation from the historical average bid-ask spread.
timestamp	datetime	Timestamp of the anomaly detection.

---

Key Features

• Real-Time Alerts: Notifies users when bid-ask spreads deviate significantly from historical norms.

• Threshold Customization: Allows users to define their own thresholds for anomalies.

• Anomaly Trends: Tracks and visualizes historical patterns in market depth anomalies.