In WeightedMidprice.java,
WeightedMidprice is defined as
bestBid * bestAskSize + bestAsk * bestBidSize
with normalization of total size.
First look at the formula surprises me that the weighted with wrong size.
However I conjecture that you formulate for the sake of market sentiment.
For examplem, bestAsk=7300, bestBid=7299 with bestAskSize=99, bestBidSize=1,
then weightedMidprice is approximate 7299.01. Market sentiment
is below mid line(7299.50), indicating downward pressure.
Similarly in QuotesDelta.java, indicator is integration of (bidDelta-askDelta)
with negative sentiment below zero. Difference from weighted price is that price
does not play role in QuotesDelta.