Full examples of algorithmic trading for Bitcoin using order book imbalances computed with a deeper level inspired by some articles(reference link as follows).
This example covers from the backtest to the trading bot implementation based on different kinds of order book imbalance strategies for BitMEX and Binance Futures.

You can see all previous optimized parameters in the notebook and commit history.

https://ieor.columbia.edu/files/seasdepts/industrial-engineering-operations-research/pdf-files/Borden_D_FESeminar_Sp10.pdf (page 5)
https://www.reddit.com/r/algotrading/comments/6q8dp6/market_making_theory_and_application_readings/
https://www.reddit.com/r/algotrading/comments/k4x9ft/we_all_know_moving_average_crossovers_are_crap/gec6xji https://www.reddit.com/r/algotrading/comments/ivi8sc/brief_guide_on_researching_strategies_and/

https://www.reddit.com/r/algotrading/comments/p8e5wl/any_orderbook_traders/
https://miltonfmr.com/how-to-develop-test-and-optimize-a-trading-strategy-complete-guide/
https://www.reddit.com/r/quant/comments/kmdnty/open_source_hft_market_maker_bot_for_crypto (Lehalle)
https://www.reddit.com/r/algotrading/comments/ljrexf/forward_testing_bitcoin_strategy_based_on/
https://towardsdatascience.com/price-impact-of-order-book-imbalance-in-cryptocurrency-markets-bf39695246f6
https://github.com/hello2all/gamma-ray

https://blog.bitmex.com/how-to-market-make-bitcoin-derivatives-lesson-2/
https://github.com/BitMEX/sample-market-maker

https://www.tardis.dev
https://www.kaiko.com

http://db-ec.jpx.co.jp/category/C440/
https://www.hkex.com.hk/eng/ods/historicalData.aspx
https://datamine.cmegroup.com/#/datasets/cme.mbo

https://www.algoseek.com
https://www.dxfeed.com
http://www.tickdatamarket.com