Orderflow - Full suite

This indicator provides a comprehensive institutional view of the market by aggregating real-time volume and delta data from the four largest crypto derivatives exchanges: Binance, Bybit, OKX, and Gate.io.

Unlike standard indicators that rely on a single data feed, this tool normalizes and combines volume from multiple sources to reveal the "True Market Volume." It features a sophisticated 1-Minute Granularity Scanner that analyzes the underlying 1m data within your current timeframe to detect hidden whale activity that is often smoothed out on higher timeframe charts.

Key Features:

🌊 Multi-Exchange Aggregation: Automatically fetches and sums volume from Binance, Bybit, OKX, and Gate.io. It handles currency normalization (converting USDT volume to Base Currency) to ensure accurate apples-to-apples calculations.

🐋 1-Minute Big Trade Scanner: The script scans the 1-minute candles underlying your current bar. It detects "Whale," "Huge," and "Large" trades that occur within a single minute, revealing aggressive market participants hiding inside consolidated candles.

🛡️ Absorption Detection: Identifies specific moments where high aggregated volume meets minimal price movement, highlighting areas where passive limit orders are absorbing aggressive flow.

📉 CVD Divergence: accumulating Aggregated Delta to spot divergences between price action and order flow (e.g., Price making Lower Lows while CVD makes Higher Lows).

📊 Dynamic Volume Profile: A fully functional Volume Profile driven by the global aggregated data, including Value Area (VAH/VAL) and POC logic.

⚖️ Market Balance & Retests: Automatically detects if the market is Balanced or Imbalanced and highlights valid retests of Value Area High/Low levels.

How to Use:

Bubbles: Represent Big Trades detected on the 1m timeframe (Blue = Buy, Red = Sell). Size indicates relative volume.

Diamonds: Indicate Absorption events (High volume, zero price progress).

Triangles: Indicate CVD Divergences (Potential reversals).

Right Panel: Displays the Volume Profile and Key Levels based on the total market liquidity.

Note: This indicator uses request.security_lower_tf to scan granular data. It is optimized for Crypto Perpetual pairs (USDT.P).