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add event and volume clock sampling tutorial - #330

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Midhilesh4890 wants to merge 2 commits into
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Midhilesh4890:docs/event-volume-clocks
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Midhilesh4890 wants to merge 2 commits into
nkaz001:masterfrom
Midhilesh4890:docs/event-volume-clocks

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@Midhilesh4890

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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:

  • Executed the notebook from a fresh kernel against a wheel built from master (5f3ec40), using Python 3.13.7, NumPy 2.2.6 and Numba 0.61.2.
  • Recorded 3,000 time-clock, 3,038 event-clock and 194 volume-clock samples. Feed counts and traded quantities agree with the normalized input.
  • Notebook assertions verify same-timestamp trades, quiet intervals, depth-only updates, grid-boundary trades and volume overshoot.
  • Additional local checks verified every fixed-time observation against a separate elapse() replay, plus premature EOF, capacity limits, invalid books and incomplete final intervals.
  • Sphinx rendered the tutorial, outputs and navigation successfully. The full build reported 33 warnings in existing pages/configuration; none names this tutorial. External inventory fetching and notebook re-execution were disabled for the rendering check.
  • git diff --check passed.

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Up to standards ✅

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