orderbook-sanity

What problem does it solve?

Data feeding for trading systems often suffers from subtle quality issues in order books, kline series, and timestamps. This skill provides a structured, rule-based audit that identifies and classifies data quality problems with clear evidence and actionable fixes.

Core Features & Use Cases

• Detects snapshot/diff desync, stale top-of-book, and sequence gaps in order books.
• Validates kline integrity, missing bars, unclosed bars, time zone and unit inconsistencies, and cross-source alignment.
• Generates a reproducible data quality report with severity levels and concrete remediation steps.
• Useful before backtesting or live trading to avoid data-driven false signals and performance distortion.

Quick Start

Run the orderbook-sanity audit on a sample dataset to generate a prioritized quality report.