Strategies KB.ZH
Tool / data

Order Book

Order Book

Auto

Definition

A real-time list of bid and ask prices together with resting order quantities.

Boundary

It shows only visible liquidity, so hidden orders and spoofing can misrepresent supply and demand.

40 Strategies 11 Text mentions 39 Code hits

Role distribution

Context100%

Market regimes

Common parameters

DefaultOccurrences
0.81
51

Frequent co-occurrence

No co-occurrence records.

Semantic relations

  • Basis → Order FlowOrder flow analysis relies on the order book and tick-by-tick trades.
  • Basis → SpreadThe bid-ask spread comes from order book quotes.

Evidence strategies

Corpus quotes

Evaluate incorporating order book data.
基于量价指标的多空平衡交易策略Volume-Price-Indicator-Balanced-Trading-Strategy · optimization EN
Market Microstructure Analysis: Integrate order book data analysis for more precise understanding of market depth and liquidity conditions.
动态价差市场做市策略-Dynamic-Spread-Market-Making-Strategy · other EN
Incorporate more data sources like order book activity 5.
基于价格行为的机构交易策略Institutional-Trader-Strategy-Based-on-Price-Action · optimization EN