ofi

OFI, VPIN and Kyle's lambda scored against synthetic order flow with known informed-trading intensity — including the finding that BVC-VPIN mostly tracks volatility.

A simple application that scans completed orders from the Bybit order book for the exchange's main cryptocurrencies. Chart information appears approximately 2-3 seconds ahead of movements on the Bybit or TradingView chart. Useful for scalpers using ultra-short timeframes. The coin list can be modified in the source code.

Cont-Kukanov-Stoikov Order Flow Imbalance (OFI) predictor forecasting short-term price movements via quote level depth dynamics.