CVD Divergence Spot vs Futures
analyze_cvd_divergenceBandingkan Cumulative Volume Delta (taker buy - taker sell) antara Spot dan Futures dari agg-trades yang di-supply caller (BUKAN fetch sendiri -- pass hasil binance_get_agg_trades + binance_get_spot_agg_trades). Reject kalau window waktu kedua array gak cukup overlap (minOverlapRatio). Rekomendasi window (empirikal, probe #2-#5 2026-08-26, lihat docs/mm_detection_framework.md): 60 menit kontinu untuk pair likuid/N-tinggi (BTCUSDT-class, TERVALIDASI 5 ronde probe). Pair kurang likuid/N-rendah (DOGEUSDT-class) pakai 60 menit by EKSTRAPOLASI, BELUM diprobe independen di atas 30 menit -- anggap asumsi.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | Label header saja -- kalkulasi divergence-nya sendiri symbol-agnostic. | |
| spotTrades | Yes | Agg-trades Spot (binance_get_spot_agg_trades). | |
| futuresTrades | Yes | Agg-trades Futures (binance_get_agg_trades). | |
| minOverlapRatio | No | Minimum rasio overlap window waktu (T field) kedua array supaya dianggap sebanding, default 0.8. | |
| neutralThresholdPct | No | Rasio (bukan literal persen) -- divergence buyPct di bawah ambang*100 poin persentase diklasifikasi NEUTRAL. Default 0.0536 (5.36 poin persentase) = noise-floor spread empirik BTCUSDT window 60-menit (probe #2-#5, 2026-08-26, lihat docs/mm_detection_framework.md) -- TERVALIDASI cuma untuk pair likuid/N-tinggi sekelas BTCUSDT. Pair kurang likuid/N-rendah (DOGEUSDT-class) pakai default ini by EKSTRAPOLASI, BELUM divalidasi independen -- backtest ulang sebelum dipakai buat keputusan trading nyata di pair itu. |