Community scripts › Built into Depth › Absorption
Heavy aggressive volume that does not move price: someone passive took the other side. Marked bar by bar.
What it shows
Zones where heavy aggressive selling (or buying) hit a price level and price did not get through; the zone runs until price trades past it.
How to read it
In each time window the level with the most aggressive selling (buying) counts when it is several times the normal volume for a level and price stays within a level or so of it during the window and a hold period after. Repeated absorption at the same level merges into one zone with the total and a count. Teal: sellers absorbed, the bids held. Pink: buyers absorbed, the asks held. A white edge (refill) means more traded at the level than the order book showed when the window began. History comes from every trade.
How it's calculated
In each 15-second window Depth finds the level with the most aggressive selling (or buying). It counts as absorption when that volume is at least 4 times the normal for a level and price stays within about three levels of it during the window and for 20 seconds after. Repeated absorption at the same level merges into one zone with the total and a count.
What it can't tell you
Absorption shows that resting orders took the aggressive flow so far. A later push can still get through.
Settings in Depth
| Time window (seconds) | 15 |
| Price step (x the finest price step) | 14 |
| Aggressive volume, x the normal for a level | 4 |
| Min. absorbed volume (1000 = normal for this market) | 1000 |
| Price may push through (levels) | 3 |
| Level must hold afterwards (seconds) | 20 |
| Show absorption from | the last 4 hours |
FAQ
What do teal and pink zones mean?
Teal: sellers were absorbed and the bids held. Pink: buyers were absorbed and the asks held.
What is a refill?
More traded at the level than the order book showed when the window began, so new orders kept arriving there. It is drawn as a white edge.
How far back does it go?
By default the last 4 hours, built from every trade.
More in Order flow
Every trade as a bubble: teal for aggressive buys, violet for aggressive sells; the size is the volume.
Resting limit orders in the order book by price and time: green bids below price, violet asks above. Brighter means more size.
The volume-weighted average price since 7:00 PM ET (00:00 UTC): the average price paid per coin today.