`flow`

Taker flow: the chart’s market (buy and sell volume, delta from the bars), the coin’s Binance cumulative delta, and the all-exchange flow of the coin (flow.agg_*, Pro and Elite). ChartDeck data.

#Functions

#`flow.big_since`function

The time (ms) from which the Big trades the script reads are held (bars before it read na), na without data.

flow.big_since(): int

Returns int.

Example

ChartScriptFragmentOpen in editor

const from = flow.big_since()

Since ChartScript 1

#`flow.big_threshold`function

The Big trades size in use (USD): the chart’s fixed size, else the Auto size (the server’s hour of trades). na while it is measured.

flow.big_threshold(): float

Returns float.

Example

ChartScriptFragmentOpen in editor

legend.info("Big trades from " + str.tostring(flow.big_threshold(), format.volume))

Since ChartScript 1

#`flow.big_trades`function

The chart’s Big trades bubbles of a bar, by time: the piles the Big trades row draws (every pile, not only those a view draws), at the chart’s size and exchanges. A script on ChartDeck’s servers (a protected script, a script alert) has no chart settings: it reads the defaults, This exchange and the Auto size. History: the plan’s Big trades reach (Beginner 15 min, Plus 24 h, Pro 30 days, Elite 90 days), a month at most back from the newest bar; signed out, empty. The stored prints are asked again every minute; in replay only prints at or before the clock. The chart’s own bars only: inside a request expression it reads empty (CS3124).

flow.big_trades({ back?: int = 0 }): array<flow.big_trade>

Parameter	Type	Description
`back`	`int`default `0`	How many bars back: 0 = this bar, 1 = the one before.

Returns array<flow.big_trade>.

Example

ChartScriptFragmentOpen in editor

for (const b of flow.big_trades()) {
    if (b.notional >= 5000000) {
        label.new(b.time, b.price, str.tostring(b.notional, format.volume), xloc.bar_time)
    }
}

Since ChartScript 1

#`flow.print_threshold`function

The notional value (price x size) that the given share of the market's recent prints stay under: 99, 99.5 and 99.9 from the server's last hour, 95 and 98 (or when the server has too few) from the live trade tape's newest 3,000 prints. na until enough prints were seen (the Large prints study's Auto threshold).

flow.print_threshold({ percentile?: simple float = 99.9, venue?: simple string = "" }): float

Parameter	Type	Description
`percentile`	`simple float`default `99.9`	95, 98, 99, 99.5 or 99.9.
`venue`	`simple string`default `""`	"" = the chart's market; "binance" = the coin's Binance perpetual.

Returns float.

Example

ChartScriptFragmentOpen in editor

const big = nz(flow.print_threshold(99.9), 100000)

Since ChartScript 1

#`flow.prints`function

This bar's large trades from ChartDeck's trade tape: prints of at least min_notional (quote currency), oldest first. Live data: the history reaches back as far as ChartDeck kept the market's prints (15 minutes to 24 hours by plan) and grows while the chart is open.

flow.prints({ min_notional?: float = 0, side?: simple string = "both", venue?: simple string = "" }): array<flow.print>

Parameter	Type	Description
`min_notional`	`float`default `0`	The smallest print kept, in the quote currency (price x size).
`side`	`simple string`default `"both"`	"both", "buy" (taker buys) or "sell" (taker sells).
`venue`	`simple string`default `""`	"" = the chart's market; "binance" = the coin's Binance perpetual (USDT-margined), on any chart. Every plan, inside its prints window.

Returns array<flow.print>.

Example

ChartScriptFragmentOpen in editor

for (const p of flow.prints(250000)) {
    label.new(p.time, p.price, str.tostring(p.notional, format.volume), xloc.bar_time)
}

Since ChartScript 1

#`flow.prints_since`function

The time (ms) of the oldest print ChartDeck holds for this market, na when it holds none.

flow.prints_since({ venue?: simple string = "" }): int

Parameter	Type	Description
`venue`	`simple string`default `""`	"" = the chart's market; "binance" = the coin's Binance perpetual.

Returns int.

Example

ChartScriptFragmentOpen in editor

const from = flow.prints_since()

Since ChartScript 1

#Variables

#`flow.agg_buy`variable

Taker buys of the bar summed over every exchange ChartDeck merges for the coin, perpetuals and spot, in USD (the quote currency; the Aggregated delta / CVD study’s data). From the data hub’s recorded minutes, then the live 10-second buckets; before the hub’s minutes start the history is the STRATA recording of perpetuals on 9 exchanges (perpetuals only). na before the history. Pro and Elite (the all-exchange trade feed).

flow.agg_buy: float

Type series float.

Example

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const v = flow.agg_buy

Since ChartScript 1

#`flow.agg_cvd`variable

All-exchange cumulative delta, perpetuals and spot, in USD: flow.agg_delta summed from the first loaded bar with flow (the Aggregated delta / CVD study’s line). Pro and Elite.

flow.agg_cvd: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.agg_cvd

Since ChartScript 1

#`flow.agg_delta`variable

All-exchange delta of the bar: flow.agg_buy minus flow.agg_sell, in USD (the Aggregated delta / CVD study’s bars). Pro and Elite.

flow.agg_delta: float

Type series float.

Example

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const v = flow.agg_delta

Since ChartScript 1

#`flow.agg_perp_cvd`variable

All-exchange cumulative delta of the coin’s perpetuals only, in USD, from the first loaded bar with flow. Pro and Elite.

flow.agg_perp_cvd: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.agg_perp_cvd

Since ChartScript 1

#`flow.agg_sell`variable

Taker sells of the bar summed over every exchange, perpetuals and spot, in USD (see flow.agg_buy). Pro and Elite.

flow.agg_sell: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.agg_sell

Since ChartScript 1

#`flow.agg_spot_cvd`variable

All-exchange cumulative delta of the coin’s spot markets only, in USD, from the first loaded bar with spot flow; na on bars where only perpetuals were recorded. Pro and Elite.

flow.agg_spot_cvd: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.agg_spot_cvd

Since ChartScript 1

#`flow.big_buy_usd`variable

The value (USD) of the chart’s Big trades on taker buys in the bar: the piles the Big trades row draws (one bar, one side, prices within the pile band), at the chart’s Big trades size (Chart settings: a fixed size, else Auto) and exchanges (This exchange / All exchanges). na before the data the chart holds (never 0 there); 0 on a bar inside it with none.

flow.big_buy_usd: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const b = flow.big_buy_usd

Since ChartScript 1

#`flow.big_count`variable

How many Big trades bubbles (piles) the bar has, both sides. na before the data the chart holds (never 0 there); 0 on a bar inside it with none.

flow.big_count: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const n = flow.big_count

Since ChartScript 1

#`flow.big_sell_usd`variable

The same for taker sells. na before the data the chart holds (never 0 there); 0 on a bar inside it with none.

flow.big_sell_usd: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const s = flow.big_sell_usd

Since ChartScript 1

#`flow.buy_share`variable

The taker-buy share of the bar’s volume, 0 to 1 (0.5 = balanced; the Volume study’s flow colouring). na where the bar carries no taker volume or no volume.

flow.buy_share: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.buy_share

Since ChartScript 1

#`flow.buy_vol`variable

Taker-buy volume of the bar, base coin (the same split as the Volume delta study). Read from the bar itself: na on a venue whose candles carry no taker volume (only Binance and Aster candles, and every tick / range bar, do) and on seconds bars.

flow.buy_vol: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.buy_vol

Since ChartScript 1

#`flow.cvd`variable

Cumulative volume delta of the coin’s Binance perpetual, in USDT (the CVD study’s perp line): cumulative over the loaded bars, starting at the first bar with flow; na on a bar with no flow yet. Seconds charts: the minute flow, each bar at its end. Tick / range charts: summed from the bars’ own taker volume (base coin).

flow.cvd: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.cvd

Since ChartScript 1

#`flow.delta`variable

Volume delta of the bar: taker buy minus taker sell, base coin (the Volume delta study). na where the bar carries no taker volume.

flow.delta: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.delta

Since ChartScript 1

#`flow.sell_vol`variable

Taker-sell volume of the bar, base coin: volume minus flow.buy_vol. na where the bar carries no taker volume.

flow.sell_vol: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.sell_vol

Since ChartScript 1

#`flow.spot_cvd`variable

Cumulative volume delta of the coin’s Binance spot market, in USDT (the CVD study’s spot line); na where Binance lists no spot pair, and on tick / range charts.

flow.spot_cvd: float

Type series float.

Example

ChartScriptFragmentOpen in editor

const v = flow.spot_cvd

Since ChartScript 1

flow

#Functions

#flow.big_sincefunction

#flow.big_thresholdfunction

#flow.big_tradesfunction

#flow.print_thresholdfunction

#flow.printsfunction

#flow.prints_sincefunction

#Variables

#flow.agg_buyvariable

#flow.agg_cvdvariable

#flow.agg_deltavariable

#flow.agg_perp_cvdvariable

#flow.agg_sellvariable

#flow.agg_spot_cvdvariable

#flow.big_buy_usdvariable

#flow.big_countvariable

#flow.big_sell_usdvariable

#flow.buy_sharevariable

#flow.buy_volvariable

#flow.cvdvariable

#flow.deltavariable

#flow.sell_volvariable

#flow.spot_cvdvariable

`flow`

#`flow.big_since`function

#`flow.big_threshold`function

#`flow.big_trades`function

#`flow.print_threshold`function

#`flow.prints`function

#`flow.prints_since`function

#`flow.agg_buy`variable

#`flow.agg_cvd`variable

#`flow.agg_delta`variable

#`flow.agg_perp_cvd`variable

#`flow.agg_sell`variable

#`flow.agg_spot_cvd`variable

#`flow.big_buy_usd`variable

#`flow.big_count`variable

#`flow.big_sell_usd`variable

#`flow.buy_share`variable

#`flow.buy_vol`variable

#`flow.cvd`variable

#`flow.delta`variable

#`flow.sell_vol`variable

#`flow.spot_cvd`variable