Aggregated Delta (Buy/Sell) Volume - InFinito

2022년 8월 12일

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Modified & Updated script from MARKET VOLUME by Ricardo M Arjona xel_arjona that Includes Aggregated Volume , Delta Volume , Volume by Side

Aggregation code originally from Crypt0rus

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- Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ).

- As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.

- The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually

- The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol

- Previously Included with "Aggr. CDV / Delta Volume" this functionality has been removed from the latter indicator for functionality and simplicity purposes.

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Aggregated Delta Volume: Based off Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period.

By Default, this indicator displays Delta Volume by side, which is the difference between the estimated buy and sell volume.

By checking the Option "Show all volume by side", instead of the Delta volume, all Buy and Sell Volume will be displayed by side

2022년 10월 26일

릴리즈 노트

FIXED AGGREGATION ERROR

2023년 3월 5일

릴리즈 노트

• Switched FTX pairs default settings to OFF to increase accuracy
  

2023년 4월 16일

릴리즈 노트

Fixed Invalid Symbol Issue

2023년 4월 30일

릴리즈 노트

- Fixed Invalid Symbol Error