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orderflow

overview

Time-based streaming charts providing real-time insight into the nearest and following expiries.

orderflow overview

API Endpoint

Access programmatic orderflow series via the Orderflow API endpoint.

Time-based orderflow charts leverage gexbot's classification engine to stream real-time positioning imbalances across 0DTE and 1DTE expiration horizons.


Available Subplot Metrics (13 Dimensions)

Each orderflow chart block can render any of the following 13 metrics:

  1. GEX Suite:
    • GEX Orderflow: Instantaneous gamma volume velocity (ticks per second).
    • Net GEX: Structural net gamma exposure across the active chain.
  2. DEX Suite (Directional Pressure):
    • DEX Orderflow: Instantaneous delta volume velocity (ticks per second).
    • Net DEX: Total point-in-time dealer delta positioning from open interest.
    • Net Call DEX / Net Put DEX: Segmented point-in-time call and put dealer delta positioning.
    • Aggregate DEX (Agg DEX): Cumulative net transaction delta accumulated since 09:30 ET market open.
    • Agg Call DEX / Agg Put DEX: Segmented cumulative call and put transaction delta since market open.
  3. Convexity Suite:
    • Convexity Orderflow: Instantaneous gamma curvature flow rate per second.
    • Net Convexity: Structural net dealer gamma acceleration exposure.
  4. Second-Order Sensitivity:
    • Net Vanna: Implied volatility delta sensitivity across active expiries.
    • Net Charm: Rate of time-decay delta bleed across active expiries.

Metric Calculation Types

To properly interpret the metrics and avoid backtest errors:

  • Cumulative Session Sums (Agg DEX, Agg Call DEX, Agg Put DEX): Start at 0 at 09:30 ET and accumulate transaction delta throughout the session.
  • Point-in-Time Exposures (Net DEX, Net GEX, Net Convexity, Net Vanna, Net Charm): Reflect the full option chain positioning at that exact snapshot.
  • Velocity Indicators (DEX Orderflow, GEX Orderflow, Convexity Orderflow): Measure the rate of flow per second.

Interactive Controls & Navigation Keybindings

  • Synchronized Crosshairs: Hover across subplots to view synchronized crosshairs and exact values at that timestamp.
  • Global Pane Synchronization: Hold Ctrl (or Cmd on macOS) while dragging or scrolling any Y-axis (Price or Metric) to zoom and pan that scale across all active panes simultaneously.
  • Global Time Zoom/Pan: Hold Ctrl/Cmd and scroll over the chart canvas to synchronize horizontal time zoom across all panes; hold Ctrl/Cmd and drag to pan horizontally.
  • Double-Click Reset: Double-click anywhere inside the chart canvas or Y-axis to re-center spot price and resume real-time auto-scaling.
  • Combine Flow Switch: Merge 0DTE and 1DTE orderflow into a unified time series.
  • Duration Windows: Select rolling timeframes of 15m, 30m, 60m, 90m, or Full Day (6.5 hours).
  • Live Majors Overlay: Automatically updates Zero Gamma, Major Call, and Major Put lines directly on spot price panes.
  • Configurable Alerts: Set automated alerts for large orderflow spikes across DEX, GEX, and Convexity, alongside Major Call/Put touch alerts.

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