Nostr Web Client

These "Alerts" are examples of when entities with huge amount of resources change their allocations to individual assets in large chunks and use machines and algortihms to do it ... we know this because even a roomful of humans at keyboards can not change the quoted price levels thousands of times in a second.

Thinking about this some more ... did some research and found that #NOSTR #NIP NIP-25 is a "Reactions" interface. So I'm thinking perhaps this can be leveraged ... so as intital research into the concept let's take an example of one from this morning ... a burst trade on $INTC which is 7.82% today ... here are the details ...

High Quote Count on $INTC with 4454 quote changes resulting in 1187 trades @ 2024-08-30 09:43:41. This symbol last appeared in the High Quote Count List on 2024-08-26 10:39:11, 4 days ago. Trade size is $6,068,970.00 @ rank 33 for Trade Size out of 60 occurrences.

So machines toggled the submitted quote level 4452 times in one second and there were 1187 trades executed during that second with a dollar value of $6.068M ... this is a medium size trade on $INTC since bursts have been seen 60 times in our records and this is the 33rd in terms of size ....

The price of $INTC varied from an Open of 21.22 to a high of 21.6 and a low of 21.21 with a close of 21.57 in the five minute time interval starting at 9:40 AM ... this burst occurred at 09:43:41 ...

So just for fun let's predict given just this information vector (if we get this going the information vectors will get more detailed) whether the price will be higher or lower at 10:45 AM, one hour after the burst .... not sure exactly the best way to vote on this but I'm thinking a NIP-25 reaction for Up and one for Down might be the way to go ... any input on those more familiar with the protocol is welcomed ... I personally cast my vote for "Down" ...

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