Order flow
Liquidity Absorption
Detect aggressive flow absorbed by passive liquidity.
Status beta · Version 0.2 · Aug 2026
P(Xₜ₊₁ | Xₜ)
Illustrative distribution, not a live forecast.
Bull 34%
Neutral 41%
Bear 25%
Overview
Absorption compares aggressive traded volume with the passive size that actually took it, so a large print that does not move price is visible as absorption rather than momentum.
Figures on this page are model output examples. They are estimated distributions, not a statement of where the market will trade.
How it works
- 01 Read trades and book
- 02 Split aggressive flow
- 03 Compare to passive size
- 04 Score absorption
Inputs
| Asset | BTCUSDT |
| Window | 15m |
Outputs
- Absorption score
- Side
- Price response
Model statistics
Published as quality of the estimate. Directional accuracy is not the headline for a probabilistic model.
- IC
- per asset
- Rank IC
- per asset
Validation
- Conditional return
- Bootstrap CI
Data sources
ArcDelta: trades, order book, open interest, funding, OHLCV.
Access
From $49 / month. Included runs, path limits, and API access follow the Labs tier on the TreVmS account. Individual metrics are not sold separately.