# forge.ta.liquidity

```python
forge.ta.liquidity(high: ArrayLike, low: ArrayLike, close: ArrayLike, confirm_bars: int = 3, margin_atr: float = 0.1, atr_period: int = 10) -> dict[str, np.ndarray]
```

Equal highs and lows, resting liquidity above swing highs and below swing lows, and sweeps.

A swing high is a bar whose high is above every high within ``confirm_bars`` bars on each
side; it is known that many bars later, and every value is written then. ``eqh`` marks a swing
high within ``margin_atr`` times the average true range (Wilder's, over ``atr_period`` bars) of
the previous swing high; ``eql`` mirrors it. Every swing high leaves buyside liquidity at its
price and every swing low sellside liquidity. A bar that trades through a level takes it, and
when that bar closes back on the other side it is a sweep (``sweep_high`` or ``sweep_low``).
``buyside`` is the nearest level above price still untaken, ``sellside`` the nearest below.

Since Forge API 1.

## Class forge.ta.Liquidity

```python
forge.ta.Liquidity(**inputs: Any) -> None
```

Equal highs and lows (EQH, EQL), resting liquidity above swing highs and below swing lows, and the sweeps that take it.

A swing high is a bar whose high is above every high within confirm_bars bars on each side; it is known confirm_bars bars later, and values are written then. Swing lows mirror it.

EQH marks a swing high within margin_atr times the ATR of the previous swing high. The ATR is Wilder's average true range over atr_period bars. EQL mirrors it.

Every swing high leaves buyside liquidity at its price, and every swing low sellside liquidity. When a bar trades above a buyside level it is taken; if the bar closes back below it, that is a sweep (sweep_high). Sellside mirrors it (sweep_low).

buyside is the nearest untaken buyside level above price and sellside the nearest untaken sellside level below it. Forge keeps the fifty newest levels per side. A missing bar starts again.

Since Forge API 1.