a0bec521b6
Implement SizeAnomalyDetector for identifying trades with unusually large position sizes relative to market liquidity. Features: - Volume impact analysis (trade size / 24h volume) - Order book impact analysis (trade size / book depth) - Niche market detection using category heuristics - Confidence scoring with configurable thresholds - Batch analysis for processing multiple trades The detector gracefully handles missing volume/book data by falling back to category-based heuristics for identifying niche markets where large trades are more significant. 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>