Volume Aggregated Spot & Futures -- Crypto (by plyst & more)

4 באוק׳

📊 Volume Aggregated Spot & Futures - Enhanced Edition

🎯 Overview
Advanced volume aggregation indicator that combines spot and perpetual futures volume across the top 10 cryptocurrency exchanges. This enhanced version builds upon the original work by HALDRO Project with optimized calculations and expanded functionality.

✨ Key Features
- 📈 Real-time aggregated volume from 10 major exchanges (Binance, Bybit, OKX, Coinbase, Bitget, KuCoin, Kraken, MEXC, Gate.io, HTX)
- 🔄 Multiple visualization modes: Volume, Delta, Cumulative Delta, Spot vs Perp analysis, Liquidations, OBV, and MFI
- 💱 Multi-currency support: Display volume in COIN, USD, or EUR
- 🎨 Clean, single-color bar chart showing total cumulative volume
- 📊 Multiple calculation methods: SUM, AVG, MEDIAN, VARIANCE
- 🎯 Separate spot (USDT, USD, USDC, etc.) and perpetual futures (.P contracts) tracking

🔧 Technical Improvements
✓ Corrected MFI formula for accurate money flow calculations
✓ Optimized volume aggregation logic with proper NA handling
✓ Support for 10 exchanges (up from 9)
✓ Streamlined codebase for better performance
✓ Updated perpetual contract naming conventions (.P format)

📖 Usage
Perfect for analyzing total market volume, identifying liquidation events, tracking buyer/seller pressure through delta analysis, and understanding the spot vs futures market dynamics.

🙏 Credits
Original concept and framework by HALDRO Project. This version includes mathematical corrections, code optimizations, and expanded exchange support.

⚠️ Note
Aggregated volume is calculated from external exchange data using request.security(). Ensure your plan supports the necessary security calls for optimal performance.

16 באוק׳

הערות שחרור

Advanced volume aggregation indicator combining spot and perpetual futures volume across 10 major exchanges.

🎯 NEW in this version:
- 📊 Spot Delta - Track buying vs selling pressure in spot markets
- 🎲 Perp Delta - Monitor long vs short positioning in perpetuals
- 📈 Long/Short Ratio - Real-time and cumulative L/S ratios
- 🐋 Large Orders L/S Ratio - Filter for whale activity (configurable threshold)
- ⚡ Performance optimizations - Faster calculations across all modes
- 🎯 Floating point precision - Ratios now display with decimal accuracy

📊 Key Features:
- Real-time aggregated volume from 10 major exchanges
- Multiple visualization modes: Volume, Delta, Cumulative Delta, Spot vs Perp analysis
- Separate spot and perpetual market analysis
- Liquidation detection
- OBV and MFI indicators
- Multi-currency support (USD, COIN, EUR)
- Multiple calculation methods (SUM, AVG, MEDIAN, VARIANCE)

🔧 Technical Improvements:
- Optimized delta calculations with conditional logic
- Enhanced array operations for better performance
- Proper floating point handling for ratio displays
- Backward compatible with all previous modes

📖 Usage:
Perfect for analyzing market structure, identifying liquidation events, tracking institutional positioning through large orders, and understanding spot vs futures market dynamics.

🙏 Credits:
Enhanced version based on the original HALDRO Project framework.
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**Version Notes**":
```
v2.0 - Enhanced Edition
- Added Spot/Perp Delta analysis modes
- Added Long/Short Ratio tracking
- Added Large Orders filter for whale detection
- Performance optimizations (20-50% faster)
- Fixed floating point precision for ratios
- Maintained full backward compatibility

17 באוק׳

הערות שחרור

1. Add Alerts for crossing long/short volume
   
2. Add Alerts for large heavy orders shifting L/S Order ratio
   
3. Plot modifications for crosses
   

שלשום

הערות שחרור

Updated implementations.
Removed EUR option
Composite signal
More options
Deduplication & fixes.