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EnsoTradeLearn › Order-flow imbalance (OFI)

What is Order-flow imbalance (OFI)?

Order-flow imbalance measures the net pressure between bids and asks at the top of the book. Persistent imbalance, more aggressive buying than selling or vice versa, tends to precede short-term price moves.

How to read it

Sustained positive OFI (buyers lifting offers, bids refilling) supports a move up; the signal degrades when the imbalance flips.

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FAQ

How is OFI different from volume?
Volume is how much traded; OFI is the directional pressure behind it.

Related

Funding rateOpen interestOrder flowDealer gamma (GEX)LiquidationShort squeezeFutures basisPerpetual futures

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