Methodology
How every metric on MarketTrace is computed: data sources, formulas, edge cases and honest limits. One page per topic.
- Funding rateCross-venue funding, multi-year percentile, same-sign streak and term structure.
- Order flow (OBI × CVD)Flow-weighted order-book imbalance and taker-flow CVD across four venues, and the zone quadrant.
- LiquidationsCross-exchange forced-close events: notional and the long/short split.
- FootprintPer-price traded volume, absorption and delta, built from the consolidated trade tape.
- Volume profileVolume traded at each price: the point of control (POC) and value area, over session and multi-day windows.
- Heat indexA positioning-pressure z-score derived from the funding shadow log.
- Agent feed (MCP)The read-only MCP agent feed: the coverage-honesty model, conditional-outcomes statistics and the state archive.