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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.

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