Let's consider limit order book for a certain stock. By liquidity consumers i mean traders that buy/sell shares using market orders.
What are the known methods/models for predicting total amount of shares that are going to be sold by liquidity consumers in a small time interval?
I have a intutition that this ratio (number of shares divided by time interval) is positively correlated to slope of price trend i.e. the more steep is the downward line the more liquidity consumers sell. Please correct me if i am wrong.
Regards.
