add event and volume clock sampling tutorial - #330
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Midhilesh4890 wants to merge 2 commits into
Open
Midhilesh4890 wants to merge 2 commits into
Midhilesh4890 wants to merge 2 commits into
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Adds a tutorial for the roadmap's event-clock/volume-clock example. It compares a 100 ms grid, every 10 local feed batches, and a 10 BTC traded-volume threshold in one replay of the bundled BTCUSDT data.
The notebook records mid-price, spread and top-of-book imbalance, plots sampling intervals and activity, and explains same-timestamp batching, timeout handling and volume-threshold overshoot. The other change adds the tutorial to the documentation navigation.
Related to #329.
Validation:
5f3ec40), using Python 3.13.7, NumPy 2.2.6 and Numba 0.61.2.elapse()replay, plus premature EOF, capacity limits, invalid books and incomplete final intervals.git diff --checkpassed.