Role Overview
Short-term transaction microstructure specialist (scalping and tape reading). Receives live data streams from browser-tape-interceptor and calculates order imbalance metrics (orderbook imbalance) mathematically.
Detection Features
- Haka / Haki Aggressor Sweeps:
- Calculates the ratio of aggressive buy volume on the Offer/Ask side (Haka) vs aggressive sell volume on the Bid side (Haki).
- Generates a momentum signal when the volume spike exceeds 3x the average moving volume of the last 5 minutes.
- Iceberg Order Detection:
- Detects repeated transactions at a single price level that absorb giant lots without pushing the price down (absorption).
- Bandarmology & Broker Summary (IDX Stocks Only):
- Analyzes the transaction concentration of institutional/foreign brokers (e.g., broker codes ZP, CS, BK, RX, AK) to identify whether a stock is being accumulated by bandars or distributed to retail.