explosanter

minute,avg_price,total_contracts,delta_oi,matched,unmatched_buy,unmatched_sell,taker_buy,taker_sell,taker_long_open,taker_long_close,taker_short_open,taker_short_close,maker_long_open,maker_long_close,maker_short_open,maker_short_close,reconciliation_residual,confidence
2025-10-27 21:01:00,114405.13671830985,56.342510000000004,-9.89900000000489,4.963419999999999,0.0,46.415670000000006,4.963419999999999,51.37909,0.0,9.89900000000489,36.516669999995116,0.0,0.0,9.926839999999999,0.0,0.0,0.0,0.9295250424603108
2025-10-27 21:02:00,114413.35312116136,246.4032,-95.62099999999919,31.15007000000007,184.10305999999994,0.0,215.25313,31.15007,0.0,0.0,0.0,162.1726179499616,0.0,84.23058205003844,0.0,0.0,-2.842170943040401e-14,0.9259083972937627
2025-10-27 21:03:00,114484.84480095543,76.62201999999999,-4.779999999998836,13.099280000000013,50.42346,0.0,63.52274,13.099280000000004,0.0,0.0,0.0,50.42346,0.0,26.198559999999993,0.0,0.0,0.0,0.8681858765941091
2025-10-27 21:04:00,114522.64154534608,106.60251,-14.49199999999837,28.9

explosanter

flow_classification_minute
minute,avg_price,total_contracts,delta_oi,matched,unmatched_buy,unmatched_sell,taker_buy,taker_sell,taker_long_open,taker_long_close,taker_short_open,taker_short_close,maker_long_open,maker_long_close,maker_short_open,maker_short_close,reconciliation_residual,confidence
2025-10-27 20:43:00,114655.44218579236,1301408.5539222,2.5829999999987194,220869.86793100002,0.0,859668.8180602,220869.86793100002,1080538.6859912002,0.0,0.0,859668.8180602,0.0,441739.73586200015,0.0,0.0,0.0,0.0,0.8642279854298829
2025-10-27 20:44:00,114655.93184100419,1473436.3665385,-1.0939999999973224,55881.10617209997,0.0,1361674.1541943,55881.106172099986,1417555.2603664,0.0,1.0939999999973224,1361673.0601943,0.0,0.0,111762.21234419988,0.0,0.0,0.0,0.9696594396928699
2025-10-27 20:43:00,114655.44218579236,1301408.5539222,2.5829999999987194,220869.86793100002,0.0,859668.8180602,220869.86793100002,1080538.6859912002,0.0,0.0,859668.8180602,0.0,441739.73586200015,0.0,0.0,0.0,0.0,0.8642279854298829
2025-10-27 20:44:00

explosanter

import asyncio
import requests
import websockets
import json
import duckdb
import pandas as pd
import pyarrow as pa
import pyarrow.parquet as pq
from datetime import datetime, timezone, timedelta
from dotenv import load_dotenv