Aggregate spot/perp ratio (24 hour)

26 mars 2022

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

26 mars 2022

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

26 mars 2022

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

28 mars 2022

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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.

28 mars 2022

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

28 mars 2022

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

30 nov. 2022

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