MM Flow

Derivatives suite

Positioning, OI, liquidations & funding

Estimated net long/short, intra-candle open interest, dual-sided liquidation histograms, and funding behaviour correlated with forced flow.

LiquidityOrder FlowProfilesDerivatives

Net Longs & Net Shorts

Estimated long/short positioning from open-interest changes and price direction, with a live net-skew overlay.

  • OI-delta + price-direction model
  • Estimated net long & net short notional
  • Net-skew change overlay
Open in the terminal

Open Interest

Granular OI across all supported pairs with full intra-candle sampling — OHLC of open interest, not just an endpoint.

  • Exchange-publish → terminal speed
  • Full recording across supported pairs
  • Full intra-candle OI sampling
Open in the terminal

Liquidations

Forced position closes as a dual-sided histogram — long vs short, sized by true notional where venues publish it.

  • Dual-layered long / short histogram
  • Exchange-published liquidation data
  • True quantifiable liquidation size
Open in the terminal

Funding Rate

Real-time funding insight — map risk-on/risk-off rotation and correlate funding spikes with liquidation events.

  • Risk-on / risk-off regime read
  • Funding-rate trajectory over time
  • Funding spikes vs liquidation events
Open in the terminal