Order Book & Market Microstructure
How the order book really works — accessing the data, reading queue position, rebuilding bars from order flow, and modeling it with deep learning and Hawkes processes.
- 01
Jun 3, 2025 #CCXTCCXT: WebSocket order book metodlari aslida qanday ishlaydi
Order booklar uchun CCXT WebSocket metodlarining batafsil tahlili: watchOrderBook, watchBidsAsks, watchOrderBookForSymbols. 75+ birjada o'tkazilgan real testlar.
- 02
Mar 23, 2026 #ordersAlgoritmik Treydingda Order Turlari: Chasing bilan Limitdan Virtual Orderlargacha
Algoritmik treydingdagi order turlari haqida to'liq qo'llanma: standart birja orderlari, chasing limit, vaqtga asoslangan orderlar, virtual/sintetik orderlar. Kod misollari va real foydalanish holatlari bilan.
- 03
Mar 20, 2026 #order bookQueue Inside the Wall: Analyzing Order Position in Order Book Density
How understanding your place in the queue at a price level transforms scalping from guesswork into an engineering problem
- 04
Mar 22, 2026 #algotradingAlgoritmik treyding uchun bar turlari va agregatsiya usullari
Sham qurilishining ikki o'qli tasnifi: 17 asosiy bar turi (vaqt, tik, hajm, dollar, Renko, diapazon, o'zgaruvchanlik, Heikin-Ashi, Kagi, Line Break, P&F, TIB, VIB, seriya, CUSUM, entropiya, delta) × 3 agregatsiya usuli (kalendar, siljuvchi, moslashuvchan) = 51 kombinatsiya. Amalga oshirish kodi va amaliy tavsiyalar bilan.
- 05
May 26, 2026 #deep-learningDeepLOB: Limit order kitobida chuqur o'rganish
DeepLOB CNN, inception moduli va LSTM ni birlashtirib, xom order book ma'lumotlaridan mid-price harakatlarini qanday bashorat qiladi — arxitektura, haqiqiy FI-2010 raqamlari va ishlaydigan PyTorch qayta implementatsiyasi.
- 06
Mar 19, 2026 #fingerprintTreyderning raqamli barmoq izi: bozor yaratuvchisini order book xatti-harakati orqali qanday aniqlash mumkin
Har bir algoritm o'ziga xos barmoq izini qoldiradi. Uni o'qishni o'rganing — va savdongizning narigi tomonida kim turganini bilib olasiz.