Market Analytics
Indicators and market-structure measures computed from public market data — RSI, ATR, MACD, realised volatility, basis, funding z-scores and orderbook imbalance. Every figure is calculated here, from data we cite.
Realised Volatility
Close-to-close realised volatility from OKX candles, annualised, with the sample window and bar count returned alongside.
Average True Range
Wilder average true range and ATR as a percentage of price, computed from OKX candles.
Relative Strength Index
Wilder-smoothed RSI over a configurable period, with the raw average gain and loss components exposed.
MACD
MACD line, signal line and histogram from exponential moving averages of OKX closes.
Bollinger Bands
Bollinger upper, middle and lower bands with bandwidth and %B position.
VWAP
Volume-weighted average price over the requested candle window, with deviation of the last close from VWAP.
Momentum Score
Composite momentum score blending rate-of-change across three horizons with a volatility adjustment. Every component is returned so the score is auditable.
Trend Strength
ADX with directional indicators plus linear-regression slope and R² of log price, giving both strength and fit quality.
Support & Resistance Levels
Support and resistance levels from fractal swing pivots clustered by proximity, each with a touch count and the bars since last test.
Funding Rate Z-Score
Z-score of the current funding rate against its own history, identifying statistically unusual funding without asserting a trade direction.
Open Interest Change
Absolute and percentage change in open interest over a window, aligned with the matching price change to classify build-up versus unwind.
Futures Basis
Absolute and annualised basis between a dated future and its spot or index reference, with days to expiry.
Term Structure State
Classifies the futures term structure as contango, backwardation or flat from the full curve of listed expiries, returning the curve used.
Liquidation Pressure
Screening indicator combining open-interest change, funding extremity and realised volatility. Informational only — not a liquidation forecast.
Long/Short Imbalance
Order-book and trade-flow imbalance between buy and sell pressure over recent public trades, with the sample size returned.
Order Book Imbalance
Bid/ask depth imbalance at several depth bands, exposing where book pressure sits rather than collapsing it to one number.
Slippage Estimate
Walks the live order book to estimate fill price, average price, slippage in basis points and depth consumed for a given notional.
Spread Monitor
Absolute and relative bid/ask spread with top-of-book sizes and a liquidity band classification.
Correlation Matrix
Pearson and Spearman correlation matrix of log returns across up to twenty instruments, with the aligned sample count per pair.
Market Regime Classification
Classifies the current regime (trending, ranging, volatile expansion, compression) from volatility, trend-strength and range statistics, returning every input.