OPEN-SOURCE SCRIPT
已更新 Volume Aggregated Spot & Futures -- Crypto (by plyst & more)

📊 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.
🎯 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.
發行說明
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**":
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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
發行說明
- Add Alerts for crossing long/short volume
- Add Alerts for large heavy orders shifting L/S Order ratio
- Plot modifications for crosses
發行說明
Updated implementations.Removed EUR option
Composite signal
More options
Deduplication & fixes.
開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
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這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。