@barfinex/detector-plugin-orderflow-trade-analytics
v1.0.1
Published
Detector plugin Orderflow Trade Analytics for the Barfinex ecosystem. Provides order flow analysis, trade monitoring, and advanced analytics capabilities for detectors.
Maintainers
Readme
@barfinex/detector-plugin-orderflow-trade-analytics
@barfinex/detector-plugin-orderflow-trade-analytics is a specialized plugin for the Barfinex ecosystem,
focused on orderflow analytics and market microstructure analysis.
It extends the Barfinex detector framework with advanced capabilities to monitor trade flow, liquidity shifts,
and anomalies in order execution.
🚀 Purpose
This plugin enables trading systems to leverage orderflow-based signals for better decision-making.
It helps detect:
- 📊 Imbalances in orderflow — when aggressive buyers or sellers dominate.
- 🔎 Absorption levels — areas where liquidity providers absorb large amounts of market orders.
- ⚡ Momentum ignition — detecting sudden bursts of trading activity.
- 🏦 Liquidity shifts — changes in depth and volume distribution across the order book.
- 🔄 Stop hunts & sweep patterns — when price pushes through liquidity clusters.
The goal is to give quantitative traders and systematic strategies access to real-time market insights that are not visible from candlestick data alone.
📦 Installation
npm install @barfinex/detector-plugin-orderflow-trade-analyticsor
yarn add @barfinex/detector-plugin-orderflow-trade-analytics📚 What's Included
The plugin provides a rich set of tools for analyzing orderflow:
Analytics Services
Components to compute metrics such as executed buy/sell volume, delta, and cumulative volume profiles.Orderflow Indicators
Custom metrics like CVD (Cumulative Volume Delta), Imbalance Ratios, and Aggression Index.Integration Layer
Works seamlessly with@barfinex/detector,@barfinex/orders, and@barfinex/connectorsto process live and historical data.Configurable Rules
Traders can define thresholds for imbalances, minimum volume filters, and signal triggers.
🤝 Contributing
Contributions are welcome to enhance the orderflow analytics toolkit:
- 📌 Add new indicators and metrics.
- 🛠 Improve detection algorithms.
- 💡 Share real-world trading strategies based on orderflow.
Join our Telegram community to discuss features: t.me/barfinex
📜 License
This repository is licensed under the Apache License 2.0 with additional restrictions.
Key Terms:
- Attribution: Proper credit must be given to the original author, Barfin Network Limited, with a link to the official website: https://barfin.network/.
- Non-Commercial Use: The use of this codebase for commercial purposes is prohibited without explicit written permission.
- Display Requirements: For non-commercial use, the following must be displayed:
- The name "Barfin Network Limited".
- The official logo.
- A working link to https://barfinex.com/.
For further details or to request commercial use permissions, contact Barfin Network Limited through the official website.
