Cvd
cvdMeasure aggressive buying or selling pressure by computing cumulative volume delta from the latest public trades. Provides net flow, buy/sell volumes, and a recent series for any valid ticker.
Instructions
Cumulative Volume Delta from the latest public trades: running sum of +size on BUY / -size on SELL, oldest -> newest within the sample. Rising CVD = aggressive buying dominating. Volumes are in the base coin. Returns cvd_final (net aggressive flow), buy_volume / sell_volume, trade window bounds (t_first / t_last), trades_sampled and cvd_series_last (the last 50 running values — full series stays out of the response to keep it compact). An unknown or delisted ticker raises an error (MCP isError) — call list_markets for the valid set (format: 'ETH-USD'). Example: cvd(ticker="BTC-USD", trades_limit=500)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | ||
| trades_limit | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||