⚑ BitCLI Engine

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Order Flow & Quantitative Indicators ​

BitCLI calculates institutional-grade metrics in RAM using lock-free data structures, providing data that usually requires expensive desktop terminals.

1. Cumulative Volume Delta (CVD) ​

Cumulative Volume Delta tracks the net imbalance between aggressive market buyers (hitting the ask) and aggressive market sellers (hitting the bid).

A. CVD Divergence (cvd div) ​

Detects exhaustion setups where price makes a new high/low while market participant initiative fades.

  • btc cvd div 15m

  • * cvd div 5m

  • Bearish Divergence: Price prints a Higher High (HH), but CVD slopes downward (Lower High) βž” Aggressive buyers are exhausted.

  • Bullish Divergence: Price prints a Lower Low (LL), but CVD slopes upward βž” Aggressive sellers are vanishing.

B. Delta Absorption (cvd abs) ​

Catches passive institutional iceberg walls absorbing aggressive market orders.

  • sol cvd abs 5m

Mathematical Engine: BitCLI measures the Price Compression Ratio (PCR):
PCR = (Candle Range / ATR₁₄) ≀ 0.3
A tight candle combined with massive volume delta signals a passive iceberg limit order absorbing the market flow.

2. Liquidation Cascades & Z-Scores ​

Forced liquidations fuel sharp momentum bursts. BitCLI tracks individual liquidations and statistical anomaly clusters.

A. Absolute Liquidation Size ​

  • btc liq 500k β€” Single forced liquidation event exceeding $500,000 USD.
  • * liq 1m β€” Global scan for liquidation events exceeding $1,000,000 USD on any contract.

B. Liquidation Cascade Z-Score (liq z) ​

Tracks statistical anomalies in liquidation clustering using streaming exponential variance:

Z-Score Formula: Z = (Vol_liq - EMA_liq) / Οƒ_liq

  • * liq z3 β€” Triggers when liquidation volume exceeds 3 standard deviations (3Οƒ) from baseline (extreme liquidation cascade / squeeze).

3. Open Interest (OI) & Funding Rates ​

A. Open Interest Shifts ​

Open Interest measures total outstanding contracts. Rapid shifts reveal new leverage entering or exiting.

  • * oi +5% 15m β€” Sudden 5% surge in open leverage in 15m (potential squeeze setup).
  • sol oi -10% 1h β€” Leverage flush / mass position closures.

B. Normalized 8-Hour Funding Rates ​

BitCLI normalizes all funding rates across Binance, Bybit, and Hyperliquid to an 8-hour standard for uniform cross-exchange evaluation.

  • * fr > 0.1% β€” Alerts when longs are heavily overcrowded (paying >0.1% per 8h).
  • sol fr < -0.05% β€” Alerts when aggressive shorts are paying heavy funding to longs.

4. Classic Technical Indicators ​

Calculated tick-by-tick with $O(1)$ rolling memory caches:

  • RSI Level: btc rsi 15m < 30 (Oversold condition on 15m chart).
  • Price / EMA Cross: eth ema 1h > 3200 (Price crosses above 1-hour 20-period EMA).