Order Flow

Institutional Order Flow Skill

Track and analyze smart money movements in real-time.

Description

This skill provides institutional-grade order flow analysis, detecting whale movements, dark pool activity, and smart money positioning across multiple markets.

Capabilities

Order Flow Detection

• Delta Analysis - Buy/sell imbalance detection
• Volume Profile - Price levels with high activity
• Footprint Charts - Bid/ask at each price level
• Cumulative Delta - Running total of buy/sell pressure

Smart Money Tracking

• Whale Alerts - Large order detection ($100K+)
• Iceberg Detection - Hidden order identification
• Spoofing Detection - Fake order wall identification
• Block Trade Alerts - Off-exchange large transactions

Dark Pool Analysis

• Dark Pool Prints - Hidden liquidity execution
• ATS Volume - Alternative Trading System activity
• Cross-Market Flow - Correlated movements

Institutional Signals

• COT Data - Commitment of Traders positioning
• Options Flow - Unusual options activity
• Put/Call Ratio - Sentiment from derivatives
• Open Interest - Position changes

Usage

// Get real-time order flow
const flow = await kit.skill('order-flow', 'analyze', {
  symbol: 'BTC/USDT',
  exchange: 'binance',
  depth: 20,
  period: '15m'
});

// Track whale movements
const whales = await kit.skill('order-flow', 'whales', {
  minSize: 100000,  // $100K minimum
  symbols: ['BTC/USDT', 'ETH/USDT'],
  window: '1h'
});

// Dark pool activity
const darkPool = await kit.skill('order-flow', 'dark-pool', {
  symbol: 'AAPL',
  source: 'finra'
});

// Get institutional positioning
const cot = await kit.skill('order-flow', 'cot', {
  instrument: 'ES',  // E-mini S&P 500
  period: 'weekly'
});

Output Format

{
  "symbol": "BTC/USDT",
  "timestamp": "2026-02-11T21:30:00Z",
  "orderFlow": {
    "delta": 1250000,
    "cumulativeDelta": 5680000,
    "buyVolume": 3400000,
    "sellVolume": 2150000,
    "signal": "bullish_absorption"
  },
  "whaleActivity": {
    "count": 3,
    "netPosition": "long",
    "largestOrder": {
      "size": 450000,
      "side": "buy",
      "time": "21:28:45"
    }
  },
  "microstructure": {
    "spread": 0.01,
    "depth": {
      "bids": 2800000,
      "asks": 2100000
    },
    "imbalance": 0.33,
    "icebergDetected": false
  },
  "signal": {
    "direction": "long",
    "confidence": 0.78,
    "reason": "Strong buy delta with whale accumulation"
  }
}

Configuration

{
  "exchanges": ["binance", "coinbase", "kraken"],
  "whaleThreshold": 100000,
  "updateInterval": 1000,
  "alertChannels": ["telegram", "discord"],
  "darkPoolSources": ["finra", "otc"],
  "cotSchedule": "weekly"
}

Events

• order-flow:whale-detected - Large order detected
• order-flow:iceberg-found - Hidden order identified
• order-flow:imbalance-alert - Significant buy/sell imbalance
• order-flow:dark-pool-print - Large dark pool transaction

Author

K.I.T. Financial Agent Framework