I have an access to the order book from stock market and i am interested in finding an anomalous behaviour.

What are the known methods, algorithms for detecting big orders or other activities of smart money?

I have built a program in python that plots a graph of all the order sizes from the order book. For instance when the price drops and i see a big buying order, then i know that this order is given by a big player. However i do this by eye and i would like to have a more accurate method. Are there any papers about this topic?

Thank you for help.



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