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wickra-lib/wickra-impact
The backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book.
Apache-2.0Sep 27, 2026 · metrics 2.10.0
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#market-impact
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PyPI · npm
twowaymind/orderflow-metrics
Microstructure order-flow metrics — Order Flow Imbalance (OFI), depth and trade imbalance. Dependency-free TypeScript.
MITSep 5, 2026 · metrics 2.10.0