VPIN order-flow imbalance metric
Written by Agorean from what the endpoint says about itself
Gives you a market's VPIN score, a measure of order-flow imbalance tied to adverse-selection risk.
It returns VPIN, a measure of volume-synchronized order-flow imbalance, described by the source as an adverse-selection proxy rather than a probability. It also returns an excess VPIN figure. Discovery examples use a 30-minute window. It is for an agent or developer that wants a structured microstructure risk metric without building the calculation itself.
WHEN TO USE THIS
When: I need a read on order-flow imbalance for a market
For example: Request its VPIN score.
When: I need to know if the imbalance is elevated versus normal
For example: Check the excess VPIN figure alongside the raw score.
When: I need this on a recent, comparable time window
For example: Rely on the default 30-minute window used in the discovery examples.
0.05 USDC
Paid to 0xc9b7…3e6a
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Buy link
https://api.dripmetrics.ai/metrics/vpin
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