--:--:--LOCAL ·--:--UTC
    MKT CAP$2.93T+0.6%
    24H VOL$109.8B
    BTC DOM58.0%
    HEALTH75BULLISH
    SHORT-TERM67NEUTRAL
    LONG-TERM83BULLISH
    OI$14.1B
    24H LIQ$78M
    LONG/SHORT53.9% / 46.1%
    REGIME (LT)BTC-LED BULL MARKET
    REGIME (ST)SQUEEZE
    HL OI$13.0B
    WHALESSHORT 43.8%
    MKT CAP$2.93T+0.6%
    24H VOL$109.8B
    BTC DOM58.0%
    HEALTH75BULLISH
    SHORT-TERM67NEUTRAL
    LONG-TERM83BULLISH
    OI$14.1B
    24H LIQ$78M
    LONG/SHORT53.9% / 46.1%
    REGIME (LT)BTC-LED BULL MARKET
    REGIME (ST)SQUEEZE
    HL OI$13.0B
    WHALESSHORT 43.8%
    Plug real-time crypto data into your AI agent — one command: Get your free API key →
    LoginGet API Key
    Home / Trading Indicators / Volume & Order Flow

    Volume & Order Flow Indicators for Crypto Trading

    21 volume & order flow indicators, from the AlgoBrain wiki. Who is actually trading and how hard: volume, VWAP, OBV, money flow, CVD and order-book reads. Each lists what it measures, the strategies that use it, the Crypto Data API endpoints that serve it or its inputs, and a prompt for an AI agent to compute it. All of them are in the API: GET /api/v1/indicators/catalog?group=volume-order-flow.

    Every Volume & Order Flow indicator

    0DTE Impact on SPX #

    0DTE Market Impact0DTE on SPXSame-Day SPX Options Impact0DTE Microstructure

    The rapid expansion of 0DTE (zero days to expiration) SPX options trading from 2022 onward has materially changed the microstructure of the S&P 500 options market and, by knock-on effect, the intraday dynamics of SPX itself.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/0dte-impact-on-spx
    AI-agent prompt
    Compute it with an AI agent
    Compute the 0DTE Impact on SPX for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/0dte-impact-on-spx.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Absorption #

    absorption patternpassive absorptionorder flow absorption

    In any market, price moves when aggressive orders consume all available resting liquidity at a price level. If aggressive sellers hit the bid and exhaust all resting buy orders at that price, the bid drops and price ticks down.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/absorption
    AI-agent prompt
    Compute it with an AI agent
    Compute the Absorption for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/absorption.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Accumulation/Distribution Line #

    A/D LineADLAccumulation Distribution Lineaccumulation-distribution-line

    The Accumulation/Distribution Line (A/D Line, or ADL) is a cumulative volume-based indicator developed by Marc Chaikin that estimates the flow of money into or out of a security. It weights each period's volume by where the close falls inside the bar's high–low range, then accumulates the result into a running line.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/accumulation-distribution
    AI-agent prompt
    Compute it with an AI agent
    Compute the Accumulation/Distribution Line for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/accumulation-distribution.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Arms Index (TRIN) #

    TRINArms IndexTrading IndexShort-Term Trading Indexarms-index

    The Arms Index, also known as TRIN (Trading Index or Short-Term Trading Index), is a market breadth indicator created by Richard Arms in 1967.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/arms-index
    AI-agent prompt
    Compute it with an AI agent
    Compute the Arms Index (TRIN) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/arms-index.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Chaikin Money Flow #

    CMFChaikin Money Flow

    Chaikin Money Flow (CMF) is a volume-based oscillator created by Marc Chaikin in the 1980s. It measures the accumulation/distribution of money flow over a specified period, designed to identify institutional buying and selling pressure (Source: 2026 04 20 comprehensive guide technical trading indicators).

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/chaikin-money-flow
    AI-agent prompt
    Compute it with an AI agent
    Compute the Chaikin Money Flow for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/chaikin-money-flow.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Footprint Charts #

    Footprint ChartsFootprint ChartBid-Ask ChartCluster Chart

    A standard candlestick shows four data points: open, high, low, close.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/footprint-charts
    AI-agent prompt
    Compute it with an AI agent
    Compute the Footprint Charts for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/footprint-charts.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Market Profile #

    Market ProfileTPO ChartTime Price OpportunitySteidlmayer ProfileAuction Market Theory

    Market Profile is a charting and market-analysis methodology developed by J. Peter Steidlmayer at the Chicago Board of Trade in the 1980s that organizes a session's trading into a horizontal distribution of Time Price Opportunities (TPOs) — letter-coded blocks showing how much time the market spent at each price.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/market-profile
    AI-agent prompt
    Compute it with an AI agent
    Compute the Market Profile for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/market-profile.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Money Flow Index #

    MFIMoney Flow Indexmoney-flow-index

    The Money Flow Index (MFI) is a volume-weighted momentum oscillator created by Gene Quong and Avrum Soudack in 1989. Often described as "volume-weighted RSI", it combines price and volume data to identify overbought/oversold conditions with the added dimension of volume confirmation.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/money-flow-index
    AI-agent prompt
    Compute it with an AI agent
    Compute the Money Flow Index for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/money-flow-index.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    On-Balance Volume (OBV) #

    OBVon-balance-volumeOn Balance Volume

    OBV is a cumulative volume indicator that adds volume on up-close days and subtracts volume on down-close days, designed to reveal whether volume is flowing into or out of an asset.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/obv
    AI-agent prompt
    Compute it with an AI agent
    Compute the On-Balance Volume (OBV) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/obv.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Order Flow Imbalance (OFI) #

    OFIOrder ImbalanceOrder Flow Imbalance Signal

    Order Flow Imbalance (OFI) is a quantitative measure of the net pressure on an order book from incoming orders, cancellations and trades. Introduced in its modern form by Cont, Kukanov & Stoikov (2014), OFI captures the cumulative change in the quantity available at the best bid and best ask over short time windows.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/order-flow-imbalance
    AI-agent prompt
    Compute it with an AI agent
    Compute the Order Flow Imbalance (OFI) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/order-flow-imbalance.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Point of Control (POC) #

    POCPoint of ControlVolume Point of ControlVPOCNaked POC

    The Point of Control (POC) is the single price level at which the most volume traded over a given period — the tallest bar in the volume profile histogram. It is widely described as the session's "fairest price" or "fair value," because it is the price at which buyers and sellers facilitated the most two-sided trade.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/point-of-control
    AI-agent prompt
    Compute it with an AI agent
    Compute the Point of Control (POC) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/point-of-control.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Tape Reading #

    Time and SalesOrder Flow AnalysisReading the Tapetape-reading

    Tape reading is the practice of analyzing the time-and-sales feed (the "tape") together with the order book to gauge real-time buying and selling pressure.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/tape-reading
    AI-agent prompt
    Compute it with an AI agent
    Compute the Tape Reading for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/tape-reading.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    TWAP (Time-Weighted Average Price) #

    TWAPTime-Weighted Average Pricetwap

    TWAP (Time-Weighted Average Price) is both a benchmark price and the execution algorithm that targets it: the average of an asset's price sampled at uniform time intervals over a window, ignoring volume.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/twap
    AI-agent prompt
    Compute it with an AI agent
    Compute the TWAP (Time-Weighted Average Price) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/twap.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Value Area High and Low (VAH / VAL) #

    VAHVALValue Area HighValue Area LowValue Area Edges

    The Value Area High (VAH) and Value Area Low (VAL) are the upper and lower boundaries of the value area — the contiguous price band, centred on the point of control, that contains roughly 70% of a period's traded volume (or time, in market profile).

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/value-area-high-and-low
    AI-agent prompt
    Compute it with an AI agent
    Compute the Value Area High and Low (VAH / VAL) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/value-area-high-and-low.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Volume #

    trading-volume

    Volume is the total number of shares, contracts, or units of an asset traded during a given time period.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/volume
    AI-agent prompt
    Compute it with an AI agent
    Compute the Volume for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/volume.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Volume Analysis #

    Volume StudiesVolume-Based Analysis

    Volume analysis is the study of trading volume -- the number of shares, contracts, or units exchanged in a given period -- to confirm price movements, identify trend strength, and anticipate reversals.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/volume-analysis
    AI-agent prompt
    Compute it with an AI agent
    Compute the Volume Analysis for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/volume-analysis.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Volume Imbalance #

    footprint imbalancebid-ask imbalancediagonal imbalancevolume-imbalance

    Volume imbalance occurs when the ratio of buy volume to sell volume (or sell to buy) at a specific price level exceeds a defined threshold, typically 3:1 or higher. Imbalances are primarily visible on footprint charts and serve as indicators of aggressive directional intent at a granular, tick-by-tick level.

    Used by A building block; no catalogue strategy declares it directly.
    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/volume-imbalance
    AI-agent prompt
    Compute it with an AI agent
    Compute the Volume Imbalance for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/volume-imbalance.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Volume Nodes (HVN, LVN, Single Prints) #

    HVNLVNHigh Volume NodeLow Volume NodeVolume Nodes

    If the point of control is the single tallest bar, HVNs are the other thick bars, and LVNs are the thin gaps between them. The profile is therefore a sequence of trade zones (HVNs) separated by transition zones (LVNs). Price behaves very differently in each:

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/volume-nodes
    AI-agent prompt
    Compute it with an AI agent
    Compute the Volume Nodes (HVN, LVN, Single Prints) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/volume-nodes.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Volume Profile #

    Volume at PriceMarket Profile Volume

    Volume Profile is a charting tool that displays the amount of volume traded at each price level over a specified period, plotted as a horizontal histogram alongside the price chart.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/volume-profile
    AI-agent prompt
    Compute it with an AI agent
    Compute the Volume Profile for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/volume-profile.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Volume Profile Shapes (D, P, b, B) #

    Profile ShapesD-ProfileP-Profileb-ProfileB-Profile

    A profile is a horizontal histogram of volume by price. Its silhouette depends on whether volume piled up in the middle of the range (a balanced bell), at the top (volume skewed up), at the bottom (volume skewed down), or in two separate clusters.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/volume-profile-shapes
    AI-agent prompt
    Compute it with an AI agent
    Compute the Volume Profile Shapes (D, P, b, B) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/volume-profile-shapes.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    VWAP (Volume Weighted Average Price) #

    VWAPvolume-weighted-average-price

    VWAP is the average price an asset has traded at throughout the day, weighted by volume at each price level. It is the single most important execution benchmark on institutional trading desks and a widely used intraday trend and support and resistance reference for discretionary traders.

    CDA endpoints/api/v1/hyperliquid/trade-flow/api/v1/market-intelligence/taker-buy-sell/api/v1/volume/scanner/api/v1/hyperliquid/l2-book
    Via API/api/v1/indicators/catalog/vwap
    AI-agent prompt
    Compute it with an AI agent
    Compute the VWAP (Volume Weighted Average Price) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
    
    1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/vwap.md
    2. Inputs:
    - GET https://cryptodataapi.com/api/v1/hyperliquid/trade-flow
    - GET https://cryptodataapi.com/api/v1/market-intelligence/taker-buy-sell
    - GET https://cryptodataapi.com/api/v1/volume/scanner
    3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.

    Get these indicators from the API

    curl -H "X-API-Key: cdk_live_yourkey" \
      "https://cryptodataapi.com/api/v1/indicators/catalog?group=volume-order-flow"
    
    curl -H "X-API-Key: cdk_live_yourkey" \
      "https://cryptodataapi.com/api/v1/indicators/catalog/0dte-impact-on-spx"

    Any key works, Free included — mint one in a single call. The list endpoint returns summaries; the per-slug endpoint adds the prompts. Full playbooks come from /api/v1/algobrain/page?path=… using each entry's wiki_path. Or use the MCP server.

    What are volume & order flow indicators?

    Who is actually trading and how hard: volume, VWAP, OBV, money flow, CVD and order-book reads.

    Which volume & order flow indicators are covered?

    21: 0DTE Impact on SPX, Absorption, Accumulation/Distribution Line, Arms Index (TRIN), Chaikin Money Flow, Footprint Charts, Market Profile, Money Flow Index, On-Balance Volume (OBV), Order Flow Imbalance (OFI), Point of Control (POC), Tape Reading…

    Where do I get volume & order flow data for crypto?

    From these Crypto Data API endpoints: /api/v1/hyperliquid/trade-flow, /api/v1/market-intelligence/taker-buy-sell, /api/v1/volume/scanner, /api/v1/hyperliquid/l2-book.

    Can an AI agent compute these indicators?

    Yes. GET /api/v1/indicators/catalog/{slug} returns a prompt naming the endpoints to call and the parameters to pin. Any API key works, Free included.