@barfinex/detector-plugin-orderflow-trade-analytics
v1.0.4
Published
Detector plugin Orderflow Trade Analytics for the Barfinex ecosystem. Provides order flow analysis, trade monitoring, and advanced analytics capabilities for detectors.
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@barfinex/detector-plugin-orderflow-trade-analytics
Orderflow and trade analytics plugin for the Barfinex Detector — analyze trade flow, order book imbalance, and market microstructure in real time.
This plugin extends the Detector with metrics that candles alone don’t show: delta, CVD-style aggregates, absorption, and liquidity shifts. Use it from your strategies to improve entries and risk.
What it does
- Trade ingestion —
ingestTrade/ingestOrderbookto feed the plugin from detector market-data hooks. - Metrics — delta ratio, cumulative volume, order book imbalance, large-trade VWAP, and configurable thresholds.
- Plugin API —
getMetrics,getDebugState,getOrderBookImbalanceFromState,getTradeDeltaByLastNfor strategy logic and debugging. - Detector integration — runs as a detector plugin via
@barfinex/plugin-driver; registers with Provider so Studio can call its plugin API.
Installation
npm install @barfinex/detector-plugin-orderflow-trade-analyticsor
yarn add @barfinex/detector-plugin-orderflow-trade-analyticsWhat's included
| Export | Purpose |
|--------|--------|
| OrderflowTradeAnalyticsModule | NestJS module for the plugin. |
| OrderflowTradeAnalyticsService | Plugin service: ingest, metrics, state. |
| OrderflowTradeAnalyticsController | REST/plugin API controller. |
| SymbolMetrics, OrderflowState, AnalyticsConfig, etc. | Types for metrics and config. |
Documentation
- Detector (host for this plugin) — Installation detector — config and plugin list (e.g.
orderflow-trade-analytics). - Barfinex overview — First Steps, Architecture, Glossary.
- APIs — Detector API reference, Provider API reference, Building with the API.
- Troubleshooting — Typical problems and solutions.
Contributing
New metrics and detection ideas welcome. Open an issue or PR. Community: Telegram · GitHub.
License
Licensed under the Apache License 2.0 with additional terms. Attribution to Barfin Network Limited and a link to https://barfinex.com are required. Commercial use requires explicit permission. See LICENSE and the Barfinex site for details.
