Calculate volatility from candles fetched from crypto exchanges.We’d show you how to calculate price volatility (Standard deviation and zscore) from candles fetched from crypto exchanges using ccxt.For example, let’s take for example SINGLE/USDT on gateio. We want to measure volatility around the spike that started UTC 20220714 16:30 (or local time 20220715 00:30 passed midnight):https://www.tradingview.com/chart/SINGLEUSDT/GycTq33q-SINGLE-USDT-spike-on-20220714-16-30-UTC/Here’s the pytho ...
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