Volume Aggregated Spot & Futures -- Crypto (by plyst & more)

📊 Volume Aggregated Spot & Futures - Enhanced Edition

🎯 Overview
Advanced volume aggregation indicator that combines spot and perpetual futures volume across the top 10 cryptocurrency exchanges. This enhanced version builds upon the original work by HALDRO Project with optimized calculations and expanded functionality.

✨ Key Features
- 📈 Real-time aggregated volume from 10 major exchanges (Binance, Bybit, OKX, Coinbase, Bitget, KuCoin, Kraken, MEXC, Gate.io, HTX)
- 🔄 Multiple visualization modes: Volume, Delta, Cumulative Delta, Spot vs Perp analysis, Liquidations, OBV, and MFI
- 💱 Multi-currency support: Display volume in COIN, USD, or EUR
- 🎨 Clean, single-color bar chart showing total cumulative volume
- 📊 Multiple calculation methods: SUM, AVG, MEDIAN, VARIANCE
- 🎯 Separate spot (USDT, USD, USDC, etc.) and perpetual futures (.P contracts) tracking

🔧 Technical Improvements
✓ Corrected MFI formula for accurate money flow calculations
✓ Optimized volume aggregation logic with proper NA handling
✓ Support for 10 exchanges (up from 9)
✓ Streamlined codebase for better performance
✓ Updated perpetual contract naming conventions (.P format)

📖 Usage
Perfect for analyzing total market volume, identifying liquidation events, tracking buyer/seller pressure through delta analysis, and understanding the spot vs futures market dynamics.

🙏 Credits
Original concept and framework by HALDRO Project. This version includes mathematical corrections, code optimizations, and expanded exchange support.

⚠️ Note
Aggregated volume is calculated from external exchange data using request.security(). Ensure your plan supports the necessary security calls for optimal performance.