13 signals in Order Flow.
Tracks aggressive buy volume (taker buys) in real time across all tracked perpetual futures markets, measuring bullish conviction.
Tracks aggressive sell volume (taker sells) in real time across all tracked perpetual futures markets, measuring bearish pressure.
Measures the net difference between aggressive buying and selling volume per time interval in crypto perpetual futures.
Calculates the ratio of buy volume to sell volume, identifying dominance shifts and flow asymmetry in perpetual futures.
Tracks the rate of contract transfers between participants, measuring market activity intensity and participation changes.
Measures cumulative buildup of volume delta over rolling windows, identifying sustained buying or selling pressure in perpetual futures.
Identifies hidden large orders being executed in smaller chunks through fill pattern analysis in crypto perpetual futures order books.
Detects clusters of large trades in time and price, identifying institutional activity zones in crypto perpetual futures markets.
Identifies extreme volume spikes that often precede reversals or major trend continuation moves in perpetual futures.
Volume-Synchronized Probability of Informed Trading — estimates toxicity of order flow and informed trading probability in real time.
Measures the asymmetry between buy and sell market orders, identifying directional pressure in crypto perpetual futures.
Composite measure of adverse selection risk from market microstructure signals, quantifying informed vs uninformed order flow.
Real-time ratio of taker buy volume to taker sell volume across perpetual futures, measuring net aggression direction.