PROTECTED SOURCE SCRIPT

Aggregate spot/perp ratio (24 hour)

已更新

This indicator plots the ratio between aggregate volume from spot and perp pairs.
Also added some moving averages, can be enabled/disabled in settings.
Sources of spot volume: Binance, Coinbase, FTX and Kraken. Sources of perp volume: Binance, FTX, Bybit and OKEX. These had highest volume.

How to use example: (v simple)
To analyze ratio on ETH:
type 'ETH' in the string input in settings, thats all.

Also 1D chart plots no ratio, due to minor issue in function. just plot 12H chart instead. ratio sensitivity will change when moving to LTF.

-Ares

版本注释

You can now choose which exchanges you want to pull volume data from, with goal to decrease signal dilution from over-aggregation.

版本注释

added bitumen and bitfinex, still some bugs in some pairs. I found the bug, will be fixing after Monday.

版本注释

This should work now. It loads in with 0 exchanges listed. If your pair doesn't plot, then 99% sure your ticker is not listed on one or more of the exchanges.

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bitmex, bitfinex added, and now fully compliant with house rules. (chart is 1h ratio on ETH)

版本注释

fixed another bug regarding spot and perp pair disfunction on same exchange. Added some tools, maybe helpful to figure out edge in this.

版本注释

removed FTX from the basket as they are bankrupt. I hope everyone survived FTX. Chin up to trade another day.