gptHelper - Real-Time Order Book Analysis

Parameters Shared Data Analysis-Specific

📊 Order Book

Book LevelsNumber of levels to fetch from both bid and ask sides of the order book:

Near Band (%)Distance from mid-price (as percentage) to identify near-book support/resistance; used for imbalance calculations:

Wall Band (%)Distance from nearest level (as percentage) to identify potential walls or large accumulated liquidity:

Wall Pareto (%)Cumulative notional percentage of levels to consider as walls; higher = more selective (e.g., 90% filters to top 10%):

Wall Persist (s)Minimum time a wall must be visible before tracking pull activity:

Wall Pull RatioThreshold: if (currentNotional / peakNotional) <= (1 - ratio), wall is marked as pulled:

Vacuum ThresholdIf ask-near / bid-near < threshold = vacuum up; if bid-near / ask-near < threshold = vacuum down:

Pressure Top N LevelsNumber of top bid/ask levels used to compute pressure metric (bidPress - askPress):

💧 Flow / Trades

CVD Window (s)Time window for computing Cumulative Volume Delta:

Burst Window (s)Time window for detecting burst/spike activity in trade volume:

Large Trade Pareto (%)Percentile threshold for classifying trades as 'large' (e.g., 90th percentile):

Large Trade Ratio MinMinimum ratio of large trades in burst window to trigger intensity signal:

CVD Slope MinMinimum CVD slope (usdt/sec) to consider directional momentum:

Intensity Spike MultBurst USDT/s must be >= (baseline USDT/s * multiplier) to signal intensity spike:

Microvol Window (s)Rolling window for computing microstructure volatility buffer:

Microvol MultiplierVolatility multiplier used in hybrid stop candidate sizing (legacy breakout behavior retained only for compatibility).:

📈 OI / Funding

OI LimitNumber of OI candles to fetch for each period (5m, 15m, etc.):

Funding LimitNumber of funding rate records to fetch for trend analysis:

Funding Extreme (+)Positive funding rate threshold to trigger 'longs crowded' signal:

Funding Extreme (-)Negative funding rate threshold to trigger 'shorts crowded' signal:

Funding Trend PointsNumber of past funding rates to use for slope calculation:

OI Trend Min PeriodsMinimum number of timeframes with positive/negative ΔOI to confirm trend:

OI Change Z-Score MinZ-score threshold for OI spike detection (e.g., 1.3 = 1.3 standard deviations):

🎯 Phase-1 Level Strategy

Phase-1 workflow: level-first reversal/reclaim only. Direction definer + level proximity gate entries; TP1-first partial take-profit is mandatory; stop type/reason and invalidation are always exposed.

Score ThresholdSecondary quality threshold. Hard setup conditions must pass first.:

Imbalance LongSupportive quality context for long-side reversal/reclaim near levels.:

Imbalance ShortSupportive quality context for short-side reversal/reclaim near levels.:

TP Front-Run TicksTicks used for structural TP projection. TP1 is mandatory partial take-profit.:

Stop Buffer TicksBase tick buffer used while evaluating hybrid stop candidates.:

Entry Offset TicksEntry fine-tuning around selected level/wall anchors.:

Min R/R RatioSuppress signal if TP1 risk/reward is below this threshold.:

Min TP1 Profit (%)Mandatory minimum expected profit percentage to TP1.:

Max Stop Distance (%)Maximum allowed stop distance from entry for low-drawdown prioritization.:

Reversal Confirm MinMinimum setup quality needed for reversal proposals.:

Reclaim Confirm MinMinimum setup quality needed for reclaim proposals.:

⚙️ System / Mode

Reconnect Delay (s)Seconds to wait before attempting WebSocket reconnection:

Poll Interval (s)Seconds between OI and funding rate refresh cycles:

Legacy Compatibility Controls (Collapsed by default: breakout legacy only)

Time Stop (s) [Legacy]Legacy breakout timeout parameter retained for older presets.:

Breakout Need Vacuum [Legacy]Retained for backward compatibility. Phase-1 strategy does not use breakout entries.:

Breakout Need Intensity [Legacy]Retained for backward compatibility. Phase-1 strategy does not use breakout entries.:

Breakout Need CVD Dir [Legacy]Retained for backward compatibility. Phase-1 strategy does not use breakout entries.:

🎚️ Level Activation

Use as Direction DefinerWhether to use previous level as direction definer (true) or bidirectional (false):

Distance to Level (%)Percentage distance to start calculations when price approaches nearest level:

Setup Window (%)Percentage distance threshold for validating reversal/reclaim setups (formerly hardcoded 0.35%):

No saved levels found for active symbol. Level Activation parameters are disabled.

🧩 Additional Parameters

Lifecycle / Labeling

Outcome VersionOutcome labeling version used by GphOutcomeLabeler:

Intrabar PolicyWhen both stop and TP1 touch in same candle, which should take precedence:

Confirmation % From EntryMinimum favorable move from entry before confirmation is considered reached:

Immediate Fill ModeHow to determine if entry would have filled immediately (strict or near_market):

Immediate Fill Tolerance (ticks)Tolerance in ticks when using near-market immediate fill mode:

Immediate Fill Tolerance (%)Tolerance percentage when using near-market immediate fill mode:

Entry Behavior

Max Entry Chase (%)Max percentage distance from entry price to chase a passive fill:

Passive Entry Strict ModeEnforce strict immediate-fill behavior when passive entries are used:

Passive Entry Min TicksMinimum ticks to allow passive entry evaluation:

Directional Filtering (LONG)

Min Setup Quality (LONG)Minimum quality required for LONG directional setup selection:

Min Fill Likelihood (LONG)Minimum likelihood required for LONG directional fill consideration:

Max Miss Risk (LONG)Maximum acceptable miss risk for LONG directional setups:

Min Proposal Quality (LONG)Minimum proposal quality to consider LONG directional setup:

Min Signal Quality (LONG)Minimum signal quality for LONG directional setups:

Directional Filtering (SHORT)

Min Setup Quality (SHORT)Minimum quality required for SHORT directional setup selection:

Min Fill Likelihood (SHORT)Minimum likelihood required for SHORT directional fill consideration:

Max Miss Risk (SHORT)Maximum acceptable miss risk for SHORT directional setups:

Min Proposal Quality (SHORT)Minimum proposal quality to consider SHORT directional setup:

Min Signal Quality (SHORT)Minimum signal quality for SHORT directional setups:

Reclaim Directional Filters

Disable Reclaim Confirmed When Directional (LONG)Disable reclaim confirmation when LONG direction bias is active:

Hard Quality Min (LONG)Hard minimum quality for reclaim confirmation when LONG direction bias is active:

Hard Fill Likelihood Min (LONG)Hard minimum fill likelihood for reclaim confirmation when LONG direction bias is active:

Hard Max Miss Risk (LONG)Hard maximum miss risk for reclaim confirmation when LONG direction bias is active:

Disable Reclaim Confirmed When Directional (SHORT)Disable reclaim confirmation when SHORT direction bias is active:

Hard Quality Min (SHORT)Hard minimum quality for reclaim confirmation when SHORT direction bias is active:

Hard Fill Likelihood Min (SHORT)Hard minimum fill likelihood for reclaim confirmation when SHORT direction bias is active:

Hard Max Miss Risk (SHORT)Hard maximum miss risk for reclaim confirmation when SHORT direction bias is active:

💾 Parameter Presets

Import Preset JSON

Accepted formats: single preset object, array of preset objects, or plain parameters object (requires override name).

Example JSON (Single Preset)

{
  "name": "P1_Balanced_Control",
  "parameters": {
    "score_threshold": 6,
    "nearestLevelCalcDistancePct": 0.35,
    "min_rr_ratio": 1.8
  }
}

Example JSON (Array)

[
  {
    "name": "P1_Balanced_Control",
    "parameters": {
      "score_threshold": 6,
      "nearestLevelCalcDistancePct": 0.35,
      "min_rr_ratio": 1.8
    }
  },
  {
    "name": "P2_Strict_LowDD",
    "parameters": {
      "score_threshold": 7,
      "nearestLevelCalcDistancePct": 0.28,
      "min_rr_ratio": 2.0
    }
  }
]

🔬 Analysis Control Panel

📋 Available Presets

No presets available. Save a preset first.

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📊 gptHelper - Real-Time Order Book Analysis