17 signals in Order Book.
Real-time bid and ask depth at the top of the order book, providing immediate price level analysis for perpetual futures.
Ratio of total bid depth to ask depth, measuring directional order book imbalance in crypto perpetual futures.
Net change in bid vs ask depth over rolling intervals, tracking order book momentum and shifting support/resistance.
Rate of change in the bid/ask ratio, detecting acceleration in order book imbalance shifts in perpetual futures.
Total visible depth across both bid and ask sides, measuring overall market thickness and liquidity conditions.
Tracks whether bid-side depth is increasing or decreasing over time, signaling support building or withdrawal.
Tracks whether ask-side depth is increasing or decreasing over time, signaling resistance building or withdrawal.
Measures imbalance in order queue positioning, identifying priority advantage in order execution for perpetual futures.
Measures how quickly order book depth replenishes after large market orders, indicating genuine support and resistance.
Aggregated bid/ask data from multiple exchanges for a comprehensive cross-venue order book view of perpetual futures.
Cross-exchange bid/ask ratio combining depth data from multiple major perpetual futures venues.
Total visible depth across all monitored exchanges for the target symbol, measuring system-wide liquidity.
Net change in global bid vs ask depth across all exchanges over rolling intervals, tracking cross-venue order book shifts.
Rate of change in the global bid/ask ratio across multiple exchanges, detecting coordinated order book shifts.
Tracks cross-exchange bid depth changes, identifying coordinated support building or withdrawal across venues.
Tracks cross-exchange ask depth changes, identifying coordinated resistance building or withdrawal across venues.
Comprehensive order book imbalance metric combining depth, flow, and resilience measures for perpetual futures.