Built a free open source order flow screener for crypto
I built this free open source order flow screen for crypto order-flow.zadescoxp.com I added many useful features that makes it easy for traders / investors to analyse order flow data for free and real time. This similar thing is premium indicator on Tradingview. I want your opinions and feedbacks on what you liked and didn't.
Footprint Chart
- Price × Time × Executed Volume visualization
- Bid/Ask volume at every price level
- Per-level delta (askVol - bidVol)
- Imbalance highlighting (3x threshold, configurable)
- Z-score volume emphasis (subtle border highlighting)
- Stacked imbalance detection
- Canvas-rendered for performance (no DOM elements per cell)
Order Book
- Live bid/ask levels with cumulative depth bars
- Single venue / Aggregated / Compact modes
- Spread display
OBI (Order Book Imbalance)
- Current OBI value: -1 (ask-heavy) → 0 (balanced) → +1 (bid-heavy)
- Historical OBI chart with fill gradient
Volume Profile & Trades Profile
- Horizontal volume profile by price
- Total / Buy / Sell / Delta tabs
- POC, VAH, VAL identification
- Executed trade distribution by price
Depth of Market & Volatility
- Cumulative bid/ask depth curve
- Rolling Z-score of trade volume
- Color-coded: ±1 (yellow), ±2 (orange), ±3 (red)
- Configurable rolling windows: 20, 50, 100, 200
Perpetuals
| Exchange | Status |
|---|---|
| Binance Futures | ✅ Live |
| Bybit Futures | ✅ Live |
| OKX Futures | ✅ Live |
| Bitget Futures | ✅ Live |
| Hyperliquid | ✅ Live |
| Deribit | ✅ Live |
Spot
| Exchange | Status |
|---|---|
| Binance Spot | ✅ Live |
| Bybit Spot | ✅ Live |
| OKX Spot | ✅ Live |
| Bitget Spot | ✅ Live |
| Coinbase Spot | ✅ Live |
u/scoop_creator — 5 days ago