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orderflow: adds cache_size to config

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Joe Schr
2024-06-24 17:21:29 +02:00
parent 390373cb9b
commit 54df6f5b9c
4 changed files with 12 additions and 7 deletions
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docs/advanced-orderflow.md
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@@ -21,6 +21,7 @@ This guide walks you through utilizing public trade data for advanced orderflow
2. **Configure Orderflow Processing:** Define your desired settings for orderflow processing within the orderflow section of config.json. Here, you can adjust factors like:
- `cache_size`: How many previous orderflow candles are saved into cache instead of calculated every new candle
- `max_candles`: Filter how many candles get processed from the tail
- `scale`: This controls the price bin size for the footprint chart.
- `stacked_imbalance_range`: Defines the minimum consecutive imbalanced price levels required for consideration.
@@ -29,6 +30,7 @@ This guide walks you through utilizing public trade data for advanced orderflow
```json
"orderflow": {
"cache_size": 1000,
"max_candles": 1500,
"scale": 0.5,
"stacked_imbalance_range": 3, // needs at least this amount of imbalance next to each other