Python Engine Expansion for Multi-Resolution Structural Analysis
Budget: $10 – $30 USD
Simple adjustment -------$10 Max If you are not competent at financial Programming, then just dont bid
Adjustment prompt for existing Engine Expansion
PROJECT TITLE
Expand Existing Python Bid/Ask Non-Print Structural Engine into a Multi-Resolution Structural Analysis Engine
PROJECT OVERVIEW
I already have a fully functioning Python engine that processes Time & Sales data.
The engine is COMPLETE and WORKING.
I am NOT looking for a rewrite.
I am looking for an experienced Python developer with strong algorithmic trading experience to EXPAND the existing engine.
Current Engine:
• Bid Non-Print Engine (1 Tick / 1 Line Break)
• Ask Non-Print Engine (1 Tick / 1 Line Break)
The engine currently generates structural events and exports them to CSV.
Example:
Timestamp
Event_ID
Engine
Previous_State
New_State
Void_Start_Price
Void_End_Price
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
Example Output
Timestamp,Event_ID,Engine,Previous_State,New_State,Void_Start_Price,Void_End_Price,Void_Size,Void_Persistence_Seconds,Structural_Velocity,Structural_Acceleration
2026-06-27T17:28:40.298328+00:00
ASK_dd135143_000001
ask
19998.5
20000.25
19998.5
20000.25
1.75
0.1
0.0
0.0
2026-06-27T17:28:41.198327+00:00
ASK_dd135143_000002
ask
19999.5
19996.5
19999.5
19996.5
3.0
0.1
-4.166670640313441
-4.629638459960006
The engine also produces historical summaries similar to:
[BID]
events=447149
structures=31628014
void_size(mean=17.0909, max=87.2500)
persistence_s(mean=0.0525)
velocity(mean=285.0721)
accel(mean=38485.8292)
[ASK]
events=447993
structures=49333307
void_size(mean=26.9383, max=109.2500)
persistence_s(mean=0.0522)
velocity(mean=-455.9090)
accel(mean=-61955.2195)
The current engine is functioning correctly.
I want to BUILD ON TOP OF IT.
---
IMPORTANT REQUIREMENT
DO NOT redesign or redefine any calculations already implemented.
The following calculations already exist and MUST remain exactly as they are.
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
All new functionality must consume these existing outputs.
Do NOT replace them.
Do NOT modify them.
Do NOT reinterpret them.
---
PRIMARY OBJECTIVE
Create a Multi-Resolution Structural Analysis Engine.
Instead of only producing one structural engine (1 Tick / 1 Line Break),
I want one shared structural event stream capable of simultaneously generating structural analysis for Line Break values from:
1 Line Break
through
100 Line Break.
The market data should only be processed once.
Every structural engine should consume the exact same structural event stream.
Architecture
Time & Sales
↓
Bid Non-Print Engine
↓
Ask Non-Print Engine
↓
Shared Structural Event Stream
↓
1 LB
2 LB
3 LB
...
100 LB
The goal is maximum efficiency.
The market should never be processed 100 separate times.
---
STRUCTURAL EVENT DEFINITIONS
Every row generated by the current engine is considered one Structural Event.
No new event definitions should be created.
The new engine should simply consume the existing Structural Events.
---
COMPRESSION / EXPANSION CLASSIFICATION
Every Structural Event should be classified.
Compression
Definition
One individual Structural Event.
Rule
1 consecutive Structural Event
=
Compression
Expansion
Definition
Two or more consecutive Structural Events with no interruption from an opposite structural state.
Rule
2 or more consecutive Structural Events
=
Expansion
This classification should be performed independently for:
Bid
Ask
Every Line Break Resolution
---
STRENGTH SCORE
Every Structural Event should receive a configurable Strength Score.
Range
0-100
The programmer should create a weighted scoring model using ONLY the existing engine outputs.
Inputs
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
The weighting of each metric must remain user configurable.
No hard-coded weighting values.
Future optimization should only require changing configuration values.
No source-code modifications.
---
FOR EVERY LINE BREAK RESOLUTION
Generate an independent structural profile.
Each profile should maintain its own statistics.
Required Metrics
Total Events
Total Structures
Compression Count
Expansion Count
Average Compression Strength
Average Expansion Strength
Mean Void Size
Maximum Void Size
Mean Persistence
Maximum Persistence
Mean Velocity
Maximum Velocity
Mean Acceleration
Maximum Acceleration
---
LIVE STRUCTURAL SNAPSHOT
Every Line Break resolution should maintain a continuously updating structural snapshot.
Example
Resolution
25 Line Break
Bid
Current State
Compression or Expansion
Current Strength Score
Current Void Size
Current Persistence
Current Velocity
Current Acceleration
Total Compression Events
Total Expansion Events
Average Compression Strength
Average Expansion Strength
Timestamp
Ask
Current State
Compression or Expansion
Current Strength Score
Current Void Size
Current Persistence
Current Velocity
Current Acceleration
Total Compression Events
Total Expansion Events
Average Compression Strength
Average Expansion Strength
Timestamp
This snapshot should always represent the CURRENT structural condition.
---
BACKTEST SUMMARY
After every completed historical run,
Generate a complete summary for EVERY Line Break resolution.
Example
Resolution
25 Line Break
[BID]
Events
Structures
Compression Count
Expansion Count
Average Compression Strength
Average Expansion Strength
Mean Void Size
Maximum Void Size
Mean Persistence
Maximum Persistence
Mean Velocity
Maximum Velocity
Mean Acceleration
Maximum Acceleration
[ASK]
Repeat identical statistics.
This summary should automatically be produced for every configured Line Break resolution from:
1
through
100
---
DATA EXPORT
Every Structural Event should be exportable.
Preferred Formats
CSV
JSON
SQLite (optional)
Each exported record should include
Timestamp
Event_ID
Resolution
Bid or Ask
Previous_State
New_State
Compression or Expansion
Strength Score
Void_Start_Price
Void_End_Price
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
---
PERFORMANCE REQUIREMENTS
The engine should remain highly optimized.
Requirements
Process Time & Sales only once.
Use one shared structural event stream.
Avoid duplicate calculations.
Avoid duplicate memory usage.
Support future expansion beyond 100 Line Break resolutions without redesigning the architecture.
Code should be modular.
Code should be documented.
---
PROJECT GOAL
This is NOT a traditional charting project.
It is NOT a footprint chart.
It is NOT a candlestick project.
The objective is to transform Time & Sales data into a multi-resolution structural database describing Bid-side and Ask-side liquidity behavior.
The final engine will be used for future quantitative research, machine learning, AI analysis, and automated trading strategy development.
Only developers with strong Python experience, algorithmic trading experience, market microstructure knowledge, and performance optimization experience should apply.
When responding, please describe your experience with:
• Python performance optimization
• Time & Sales processing
• Market microstructure
• Multi-threaded/event-driven architecture
• Quantitative trading systems
• Large-scale data processing
• Low-latency financial software
Adjustment prompt for existing Engine Expansion
PROJECT TITLE
Expand Existing Python Bid/Ask Non-Print Structural Engine into a Multi-Resolution Structural Analysis Engine
PROJECT OVERVIEW
I already have a fully functioning Python engine that processes Time & Sales data.
The engine is COMPLETE and WORKING.
I am NOT looking for a rewrite.
I am looking for an experienced Python developer with strong algorithmic trading experience to EXPAND the existing engine.
Current Engine:
• Bid Non-Print Engine (1 Tick / 1 Line Break)
• Ask Non-Print Engine (1 Tick / 1 Line Break)
The engine currently generates structural events and exports them to CSV.
Example:
Timestamp
Event_ID
Engine
Previous_State
New_State
Void_Start_Price
Void_End_Price
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
Example Output
Timestamp,Event_ID,Engine,Previous_State,New_State,Void_Start_Price,Void_End_Price,Void_Size,Void_Persistence_Seconds,Structural_Velocity,Structural_Acceleration
2026-06-27T17:28:40.298328+00:00
ASK_dd135143_000001
ask
19998.5
20000.25
19998.5
20000.25
1.75
0.1
0.0
0.0
2026-06-27T17:28:41.198327+00:00
ASK_dd135143_000002
ask
19999.5
19996.5
19999.5
19996.5
3.0
0.1
-4.166670640313441
-4.629638459960006
The engine also produces historical summaries similar to:
[BID]
events=447149
structures=31628014
void_size(mean=17.0909, max=87.2500)
persistence_s(mean=0.0525)
velocity(mean=285.0721)
accel(mean=38485.8292)
[ASK]
events=447993
structures=49333307
void_size(mean=26.9383, max=109.2500)
persistence_s(mean=0.0522)
velocity(mean=-455.9090)
accel(mean=-61955.2195)
The current engine is functioning correctly.
I want to BUILD ON TOP OF IT.
---
IMPORTANT REQUIREMENT
DO NOT redesign or redefine any calculations already implemented.
The following calculations already exist and MUST remain exactly as they are.
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
All new functionality must consume these existing outputs.
Do NOT replace them.
Do NOT modify them.
Do NOT reinterpret them.
---
PRIMARY OBJECTIVE
Create a Multi-Resolution Structural Analysis Engine.
Instead of only producing one structural engine (1 Tick / 1 Line Break),
I want one shared structural event stream capable of simultaneously generating structural analysis for Line Break values from:
1 Line Break
through
100 Line Break.
The market data should only be processed once.
Every structural engine should consume the exact same structural event stream.
Architecture
Time & Sales
↓
Bid Non-Print Engine
↓
Ask Non-Print Engine
↓
Shared Structural Event Stream
↓
1 LB
2 LB
3 LB
...
100 LB
The goal is maximum efficiency.
The market should never be processed 100 separate times.
---
STRUCTURAL EVENT DEFINITIONS
Every row generated by the current engine is considered one Structural Event.
No new event definitions should be created.
The new engine should simply consume the existing Structural Events.
---
COMPRESSION / EXPANSION CLASSIFICATION
Every Structural Event should be classified.
Compression
Definition
One individual Structural Event.
Rule
1 consecutive Structural Event
=
Compression
Expansion
Definition
Two or more consecutive Structural Events with no interruption from an opposite structural state.
Rule
2 or more consecutive Structural Events
=
Expansion
This classification should be performed independently for:
Bid
Ask
Every Line Break Resolution
---
STRENGTH SCORE
Every Structural Event should receive a configurable Strength Score.
Range
0-100
The programmer should create a weighted scoring model using ONLY the existing engine outputs.
Inputs
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
The weighting of each metric must remain user configurable.
No hard-coded weighting values.
Future optimization should only require changing configuration values.
No source-code modifications.
---
FOR EVERY LINE BREAK RESOLUTION
Generate an independent structural profile.
Each profile should maintain its own statistics.
Required Metrics
Total Events
Total Structures
Compression Count
Expansion Count
Average Compression Strength
Average Expansion Strength
Mean Void Size
Maximum Void Size
Mean Persistence
Maximum Persistence
Mean Velocity
Maximum Velocity
Mean Acceleration
Maximum Acceleration
---
LIVE STRUCTURAL SNAPSHOT
Every Line Break resolution should maintain a continuously updating structural snapshot.
Example
Resolution
25 Line Break
Bid
Current State
Compression or Expansion
Current Strength Score
Current Void Size
Current Persistence
Current Velocity
Current Acceleration
Total Compression Events
Total Expansion Events
Average Compression Strength
Average Expansion Strength
Timestamp
Ask
Current State
Compression or Expansion
Current Strength Score
Current Void Size
Current Persistence
Current Velocity
Current Acceleration
Total Compression Events
Total Expansion Events
Average Compression Strength
Average Expansion Strength
Timestamp
This snapshot should always represent the CURRENT structural condition.
---
BACKTEST SUMMARY
After every completed historical run,
Generate a complete summary for EVERY Line Break resolution.
Example
Resolution
25 Line Break
[BID]
Events
Structures
Compression Count
Expansion Count
Average Compression Strength
Average Expansion Strength
Mean Void Size
Maximum Void Size
Mean Persistence
Maximum Persistence
Mean Velocity
Maximum Velocity
Mean Acceleration
Maximum Acceleration
[ASK]
Repeat identical statistics.
This summary should automatically be produced for every configured Line Break resolution from:
1
through
100
---
DATA EXPORT
Every Structural Event should be exportable.
Preferred Formats
CSV
JSON
SQLite (optional)
Each exported record should include
Timestamp
Event_ID
Resolution
Bid or Ask
Previous_State
New_State
Compression or Expansion
Strength Score
Void_Start_Price
Void_End_Price
Void_Size
Void_Persistence_Seconds
Structural_Velocity
Structural_Acceleration
---
PERFORMANCE REQUIREMENTS
The engine should remain highly optimized.
Requirements
Process Time & Sales only once.
Use one shared structural event stream.
Avoid duplicate calculations.
Avoid duplicate memory usage.
Support future expansion beyond 100 Line Break resolutions without redesigning the architecture.
Code should be modular.
Code should be documented.
---
PROJECT GOAL
This is NOT a traditional charting project.
It is NOT a footprint chart.
It is NOT a candlestick project.
The objective is to transform Time & Sales data into a multi-resolution structural database describing Bid-side and Ask-side liquidity behavior.
The final engine will be used for future quantitative research, machine learning, AI analysis, and automated trading strategy development.
Only developers with strong Python experience, algorithmic trading experience, market microstructure knowledge, and performance optimization experience should apply.
When responding, please describe your experience with:
• Python performance optimization
• Time & Sales processing
• Market microstructure
• Multi-threaded/event-driven architecture
• Quantitative trading systems
• Large-scale data processing
• Low-latency financial software