alphaparkinc/genpark-quant-orderbook-l2-microstructure-imbalance-skill
Quant orderbook L2 microstructure imbalance engine computing weighted OBI, micro-price, and market order VWAP execution slippage.
GitHub repository with 7 stars and 0 forks.
Language: Python
Topics: agent-skills, defi, genpark, market-making, mcp, mcp-server, model-context-protocol, orderbook, portfolio-optimization, python