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Microstructure guide

Order-Flow Absorption, Explained

Order-flow absorption is when aggressive market orders keep hitting one side of the book but price barely moves — a large passive trader is soaking up the flow with resting limit orders. It shows up as CVD pushing hard while price stalls.

The intuition

Most of the time, aggression moves price: heavy buying lifts the offer and price ticks up. Absorption is the exception that matters — buyers keep lifting, the tape keeps printing, and price doesn’t go. Someone large is sitting on the other side with resting limit orders, filling every aggressor without giving ground. The aggression is being absorbed, and when it exhausts, price often snaps back toward the absorber.

Absorption vs. a real move

The tell is the disagreement between flow and price:

  • Flow continues, price stalls → absorption. CVD climbs (or falls) hard, but the candle barely extends — a passive wall is eating it.
  • Flow continues, price follows → a genuine move. Aggression and price agree; no one is absorbing.
  • Location matters: absorption at an obvious level (a prior high, a round number) is the strongest tell, because that is where big resting orders sit.
The absorption footprint
cvdHigh >= 100000 && imb <= -20

Strong aggressive buying (cvdHigh, the intracandle CVD peak) meeting an ask-heavy book (imb negative) — buyers hitting a wall of resting sellers. Flip the signs (cvdLow <= -100000 && imb >= 20) for sellers absorbed by resting demand. vyx evaluates both live across 300+ Hyperliquid markets.

How vyx uses it
live
variable cvdHigh
cvdHigh >= 100000 && imb <= -20

This is the built-in Delta Absorption read: aggressive flow into a heavy opposite book. vyx tracks the intracandle CVD swing (cvdHigh/cvdLow/cvdRange) against book imbalance (imb), so the disagreement between executed flow and resting liquidity surfaces on the heatmap, ranked across the venue.

See it on the live map
ask / down bid / up illustrative paint · newest on the right

How the Delta Absorption signal paints across a heatmap row on the live board.

Worked example: buyers absorbed at a high
  1. 1 Price grinds up to a prior high and aggressive buying keeps printing — cvdHigh climbs hard.
  2. 2 But the book stays ask-heavy (imb negative) and price stalls under the level — the buying is being absorbed.
  3. 3 When the aggressive buyers exhaust, price fades back off the level. You wait for that confirmation; you never short the absorption alone.
Absorption is a tell, not a trigger

A resting wall can be refreshed, pulled, or simply overwhelmed if the aggression is large enough — absorption that holds ten times breaks the eleventh. Read it as evidence a level is defended, then confirm with the reaction (the snap-back) before acting, never the divergence by itself.

Further reading

Related

cumulative volume deltaliquidity sweepsdelta absorptionorder book imbalance

FAQ

What is order-flow absorption?

It is aggressive market orders hitting one side of the book while price barely moves — a large passive trader soaking up the flow with resting limit orders. It shows as CVD pushing hard while price stalls, often near an obvious level.

What is the difference between absorption and a liquidity sweep?

They are opposites in the flow. A sweep is aggression that takes resting liquidity and pushes price through a level; absorption is aggression that gets eaten by resting liquidity so price stalls. Both show on the tape, but one moves price and one doesn’t.

How does vyx detect absorption?

By comparing executed flow to the resting book — the intracandle CVD swing (`cvdHigh`/`cvdLow`) against order-book imbalance (`imb`). When strong one-sided flow meets a heavy opposite book and price stalls, the built-in Delta Absorption signal lights up, ranked across 300+ markets.

See it on the live map

Scan order-book pressure across 300+ Hyperliquid markets in real time.

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