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Docs & WritingAlpha-Park/genpark-quant-orderbook-l2-microstructure-imbalance-skill
Genpark Quant Orderbook L2 Microstructure Imbalance Skill
Quant orderbook L2 microstructure imbalance engine computing weighted OBI, micro-price, and market order VWAP execution slippage.
Suggested install command
npx skills add Alpha-Park/genpark-quant-orderbook-l2-microstructure-imbalance-skill/Genpark Quant Orderbook L2 Microstructure Imbalance SkillAlways inspect the linked repository and skill instructions before running commands. Skills are instructions; permissions and execution still matter.
Compatibility
Agent support matrix
3 supported
| Agent | Status |
|---|---|
| Claude Code | Supported |
| OpenCode | Not listed |
| Cursor | Supported |
| MCP | Not listed |
| GitHub Copilot | Not listed |
| Windsurf |