Signal Ingredients
Useful order-flow signals combine current imbalance with what actually traded. vyx exposes taker-buy and taker-sell ratios, cumulative volume delta (CVD), the largest same-side taker run (sweeps), and the largest single print (whale orders), alongside order-flow imbalance and microprice.
Absorption And Confirmation
Aggressive flow into the opposite side of the book without clearing it is absorption — often a reversal tell. Aggressive flow that agrees with book pressure is confirmation. Both are one formula away: pair takerBuyRatio or CVD with the book imbalance on each side.
Human Review Still Matters
A formula can highlight an event, but the user should still review the chart, spread, and recent volatility before acting.
From Idea To Formula
The point of an order-flow signal is to turn a behaviour you can describe in words into one inspectable rule that runs across every market at once. Keep the first version blunt, watch where it fires, then tighten it.
- Absorption — cvdHigh >= 100000 && imb <= -20: heavy buying into a sell-leaning book that has not moved price.
- Confirmation — takerBuyRatio >= 0.65 && imb >= 20: aggression agreeing with book pressure.
- Squeeze setup — abs(fundingBps) >= 3 && oiDeltaPct >= 1: crowded leverage building into a one-sided book.
FAQ
Can one signal scan every market at once?
Yes. A signal is evaluated live on every candle across 300+ Hyperliquid markets, so a single rule scans the whole venue rather than one chart.
What is an order-flow signal?
It is a rule or formula that highlights a behavior in liquidity, executed trade flow, or positioning.
How complex should formulas be?
Start simple. Add complexity only when it removes noise without making the behavior hard to explain.