Nice indicator @Jerry_4222 ! I was thinking about something similar for other exchanges, this has given me great insight, thanks!
By way I'm new to pinescript, do you know if there's a way that I can take traded volume by position (long vs short) and display it too?
@Unipin, Unfortunately, Bitfinex is the only exchange that has Long/Short data on Tradingview. If its something you really want, id say take a took at TradingLite as they have more data on orderbook/open value/open interest and long/short data.