Watch Order Book Walls in Python with the Densities API
Order book walls act like magnets and barriers, and the usual way to watch them is a heatmap screen: one pair at a time, useless the moment you look away. Here is the watcher version: one endpoint returns every detected wall on the venue with size, distance and a spoof-resistant age, and about forty lines of Python diff each 2 second scan against the last, flag new walls and pulled ones, and ping your own webhook.











