Perp Flow (OI × Taker, Binance or Bybit)
derivatives_flowUSDT-margined perpetual flow for one coin on a 5m/15m/1h grid, from one venue: Binance, or Bybit for coins Binance doesn't list (e.g. WAVES). Open interest (USD) at every bucket edge joined to taker buy and sell volume (USD), with each stretch read as new longs, new shorts, short covering or long unwind (OI direction × the aggressive side). Bybit publishes the taker split only for its last ~1000 trades, so older Bybit buckets are read from OI against price direction instead, and every read states its basis (taker or price). Reports the window, the open-interest swings of 1% or more with the price and taker flow inside them (flagging aggressors absorbed by passive orders, taker basis only), and the buckets where OI moved most. One venue, not the market-wide aggregate. Use it to say whether a move was positions opening or closing, and which side pushed.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| hours | No | Trailing window in hours, 1–72. Default 24. At 5m the window is capped at about 41h by the venue's 500-snapshot limit. | |
| symbol | Yes | Coin symbol, e.g. "ETH". | |
| interval | No | Bucket size. Default 15m. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| rule | No | ||
| venue | Yes | ||
| market | No | ||
| symbol | Yes | ||
| window | No | ||
| buckets | No | ||
| caveats | No | ||
| episodes | No | Open-interest swings of at least 1% between zigzag pivots, oldest first | |
| interval | No | ||
| windowHours | No | ||
| largestOiBuckets | No | ||
| takerSplitFromMs | No | When the venue covers only part of the window: the first bucket with a taker split |