docs: add docs with planning subdirectory for TODO features

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Order Flow → Future Price Action: The Causal MechanismsOrder flow predicts future price action because it reveals participant intentions and liquidity structure that constrain what's economically possible.1. Imbalance Momentum: "Energy in Motion"Economic Logic:Persistent buying imbalance → Sellers getting overwhelmed → Price must rise to attract new sellers
Persistent selling imbalance → Buyers getting overwhelmed → Price must fall to attract new buyersOrder Flow Signals:# Cumulative Volume Delta (CVD) trending
if buy_volume - sell_volume > threshold for N consecutive periods:
return "MOMENTUM_BUILDING" # Price will follow the imbalance
# Acceleration in imbalance
if current_imbalance > 2 * previous_imbalance:
return "MOMENTUM_ACCELERATING" # Expect larger movesFuture Price Action:Persistent imbalance → Trend continuation until exhaustionAccelerating imbalance → Parabolic moves incomingImbalance reversal → Trend change or consolidation2. Absorption Exhaustion: "The Dam Breaks"Economic Logic:Large seller absorbing buying pressure → Eventually runs out of inventory or patience
Large buyer absorbing selling pressure → Eventually filled or steps away
When absorption ends → Pent-up pressure explodes in breakout movesOrder Flow Signals:# High volume, flat price = absorption in progress
if volume > 90th_percentile and price_range < 20th_percentile:
absorption_strength = volume * time_duration
# Stronger absorption = bigger eventual move
if absorption_strength > HIGH_THRESHOLD:
return "EXPLOSIVE_BREAKOUT_PENDING"Future Price Action:Absorption at resistance → Breakout higher when seller exhaustedAbsorption at support → Breakdown lower when buyer exhaustedLonger absorption → Bigger eventual move (more pent-up energy)3. Volume Profile: "Fair Value Discovery"Economic Logic:High volume areas = Price levels where most participants agree on value
Low volume areas = Price levels with disagreement or lack of interest
Price tends to return to high-volume areas (value areas)
Price moves quickly through low-volume areas (vacuum zones)Order Flow Signals:# Point of Control (POC) - highest volume price level
current_price_distance_from_POC = abs(current_price - volume_POC)
if current_price_distance_from_POC > 2 * average_distance:
return "REVERSION_TO_VALUE_LIKELY" # Price wants to return to POC
# Volume gaps (vacuum zones)
if volume_between(current_price, target_price) < LOW_THRESHOLD:
return "FAST_MOVE_TO_TARGET" # Price will gap quickly through thin areaFuture Price Action:Away from value → Magnetic pull back to high-volume areasNear vacuum zone → Rapid price movement through thin areasBuilding volume at new level → New value area being established4. Liquidity Mapping: "Stop Hunt Mechanics"Economic Logic:Stop losses cluster below support and above resistance
Large players know where stops are → Incentive to trigger them for liquidity
Stop cascades create temporary imbalances → Predictable reversal patternsOrder Flow Signals:# Stop cluster identification
stop_density_below_support = estimate_stop_concentration(support_level)
stop_density_above_resistance = estimate_stop_concentration(resistance_level)
# When price approaches stop clusters
if price_near_stop_cluster and volume_increasing:
return "STOP_HUNT_IN_PROGRESS" # Expect spike then reversal
# After stops triggered
if rapid_price_spike and volume_spike and immediate_reversal:
return "STOPS_CLEARED_REVERSAL_COMING"Future Price Action:Approaching stop clusters → Likely spike to trigger stops, then reversalStops recently cleared → Clean breakout more likely (obstacles removed)Multiple stop levels → Stair-step price action as each level gets cleared5. Institutional Footprints: "Smart Money Tracking"Economic Logic:Institutions move large size → Must trade patiently to avoid market impact
Retail trades emotionally → Creates predictable patterns institutions exploit
Institutional accumulation/distribution → Forecasts longer-term directionOrder Flow Signals:# Iceberg order detection
if repeated_large_orders_at_same_price and price_holding_steady:
return "INSTITUTIONAL_ACCUMULATION" # Smart money building position
# Stealth selling/buying
if price_drifting_lower and volume_normal and no_obvious_selling:
return "STEALTH_DISTRIBUTION" # Institutions quietly exiting
# Volume signature analysis
if large_trades_percentage > institutional_threshold:
return "INSTITUTIONAL_ACTIVITY" # Smart money movingFuture Price Action:Institutional accumulation → Bullish bias over medium termInstitutional distribution → Bearish bias over medium termRetail capitulation → Contrarian opportunity (institutions step in)6. Order Flow Divergences: "Hidden Strength/Weakness"Economic Logic:Price making new highs but buying volume declining → Weak rally, expect reversal
Price making new lows but selling volume declining → Weak selloff, expect bounceOrder Flow Signals:# Bullish divergence
if price_making_lower_lows and buying_volume_increasing:
return "BULLISH_DIVERGENCE" # Bottom forming
# Bearish divergence
if price_making_higher_highs and selling_volume_increasing:
return "BEARISH_DIVERGENCE" # Top forming
# Volume confirmation
if price_breakout and volume_expansion:
return "CONFIRMED_BREAKOUT" # Move likely to continueFuture Price Action:Volume divergence → Trend weakness, expect reversalVolume confirmation → Trend strength, expect continuationVolume exhaustion → Trend pause or reversal likelyMapping to SNN ArchitectureEnhanced 5-Neuron Model:Asset_BTC_Up: frequency = f(buying_pressure, price_impact)
Asset_BTC_Down: frequency = f(selling_pressure, price_impact)
Asset_BTC_Velocity: frequency = f(trade_frequency)
Asset_BTC_Depth: frequency = f(available_liquidity)
Asset_BTC_Imbalance: frequency = f(cumulative_volume_delta)Pattern Detection:def predict_future_action(up_freq, down_freq, velocity_freq, depth_freq, imbalance_freq):
# Momentum building
if imbalance_freq > HIGH and velocity_freq > MEDIUM:
return "TREND_ACCELERATION_COMING"
# Absorption exhaustion
elif velocity_freq > EXTREME and depth_freq declining and imbalance_freq low:
return "BREAKOUT_IMMINENT"
# Liquidity vacuum setup
elif depth_freq < LOW and velocity_freq > HIGH:
return "EXPLOSIVE_MOVE_NEXT"
# Institutional accumulation
elif up_freq > down_freq and velocity_freq < MEDIUM and imbalance_freq > MEDIUM:
return "SMART_MONEY_BUILDING"Time Horizons for PredictionsImmediate (seconds to minutes):Imbalance momentumStop hunt mechanicsVacuum movesShort-term (minutes to hours):Absorption exhaustionVolume profile reversionBreakout confirmationMedium-term (hours to days):Institutional footprintsValue area migrationTrend divergencesKey Insight: Order flow doesn't predict exact prices, but it reveals the constraints and forces that will shape future price action. It's like reading the battlefield before the battle - you see where the armies are positioned and can predict how the fight will unfold.