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Whale Flow Scorecard
Tracks large order placement and execution from the L2 orderbook. A 'whale' event is any order or cluster of orders exceeding $100K notional within a
Signal Quality
| Period | Accuracy | Samples | Significance |
|---|---|---|---|
| 7d | 60% | 168 | ⚠️ Low sample |
| 30d | 58% | 720 | ⚠️ Low sample |
| 90d | 57% | 2,160 | ✅ Significant |
Calibration: Large order detection (>$500K) directional accuracy. Measured as % of whale orders where price moves in the same direction within 1h.
Current Reading
Current Value
0.1896
alpha_imbalance_deep
Methodology Version
v1.1 (2025-11)
Current whale bid/ask ratio vs 30-day rolling distribution.
24h History
500 data points · alpha_imbalance_deep
Strengths & Weaknesses
✅ Strengths
- Strong signal when whales are active
- Good for identifying smart money positioning
- Useful confirmation signal
Best regime: trending markets
⚠️ Weaknesses
- Low event frequency
- Cannot distinguish hedging from directional
- Threshold sensitivity
Worst regime: low-volume periods
Methodology Changelog
| Date | Version | Change |
|---|---|---|
| 2025-11 | v1.1 | Lowered threshold from $1M to $500K, added multi-exchange |
| 2025-06 | v1.0 | Initial launch with HyperLiquid whale orders only |
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