Orderflow

Orderflow is a serious Python toolkit for market microstructure research, tick-data reshaping, backtesting, and PostgreSQL storage.

Package Layout

• orderflow.core for shared config, exceptions, and paths
• orderflow.data for ingestion and bar compression
• orderflow.market for auctions, DOM, profiles, and market utilities
• orderflow.analysis for statistics, regimes, and simulation
• orderflow.backtesting for the backtest engine and execution models
• orderflow.storage for database loaders and CLI entry points
• orderflow.visualization for plotting helpers