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API & INTEGRATION

Data & Modeling

Ingestion

  • Candles: 5m/15m/1h OHLCV.
  • Trades: Tick data with aggressor flag.
  • Order Book (L2): Best bid/ask, depth ladders, incremental diffs.

Feature Engineering (examples)

  • Imbalance: (ΣbidQty - ΣaskQty) / (ΣbidQty + ΣaskQty) across top-K levels
  • Micro-price tilt: weighted pressure estimator at top-of-book
  • Spread dynamics: compression/expansion flags
  • Absorption/sweeps: large MO consumption, queue depletion
  • Volatility gates: ATR/realized-vol filters
  • Structure labels: trend/range regimes

Decision Layer

  • Rule detectors → candidate direction.
  • AI policy (classifier/regressor) → entry zone width, TP/SL ladder, confidence.
  • Outputs: dir, entry{from,to}, tp[], sl, confidence, notes.

Risk Guardrails

  • Max concurrent signals
  • Loss-streak cool-down
  • Spread/volatility thresholds
  • Staleness checks (data age, infra lag)
PreviousTelegram Integration
NextTokenomics (CTICK)