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59 — Dark Pool / Block Trade Detector

Cross-references TICKER prints against BROKER queue depth. When a large trade occurs without a corresponding queue reduction at that price, flags it as potential off-book execution.

SDK APIs used: TickerHandlerBase, BrokerHandlerBase, subscribe(TICKER, BROKER)

Risk: None — read-only. Requires LV1 data permission for BROKER feed (gracefully degrades without it).

python3 examples/59_dark_pool_detector/main.py