Order flow for crypto futures traders

The shape of the work, for the part of the process this does cover. It assumes the directional and positioning context comes from somewhere else.

• Mark levels from the profile: session and fixed-range volume profile, POC and value area, TPO where auction structure is the frame you use.
• Watch how price arrives. Stacked imbalance says aggressors paid up through a run of prices; absorption says heavy aggression met a passive counterparty and stopped. The thresholds behind both readings are adjustable and are worth adjusting per instrument.
• Check effort against result on cumulative delta before acting on the level, keeping in mind that divergence is a statement about participation, not a timing signal.
• Read the live book in the DOM panel for what is resting right now, and treat iceberg markers as inference from repeated hits rather than as an observed refill.
• Test the sequence on the paper account before it costs anything: it runs server-side on a $10,000 balance with market, limit, stop, OCO and trailing orders and leverage up to 200x, and positions survive a page reload because the state is not in the tab.

No perpetual tape, and therefore no perp-chart reads

Funding, open interest and liquidations are shown as market positioning beside the chart, not as layers over a perp tape. Basis and the perp-versus-spot spread are outside the product, the liquidation map is a model rather than exchange data, and the liquidation feed is a lower bound: exchanges throttle what they broadcast. A trader who enters on open-interest divergence against perp price needs a perp chart for that half.

One venue

Binance spot only. Cross-exchange aggregation, and the arbitrage and venue-divergence readings that come with it, are not covered. On a pair whose price discovery has moved elsewhere, a single-venue tape describes the wrong book.

No stored order-book history

The DOM shows the book now. Replaying how liquidity stacked and was pulled through a past move is a different product category, and the chart heatmap here colours executed volume in footprint cells rather than resting orders.

Shallow order-flow history

The tape loads for the visible window. That is enough for reading a session and not enough for a study across months, which is a desktop platform with a stored feed.

No futures execution from the chart

Chart orders go to the paper account; bots go to an exchange through your own API key. There is no broker integration and no discretionary futures order entry, so this sits alongside the exchange interface rather than replacing it.