接受者买卖成交量/比率

这一概念经常让人感到困惑，因为每一个交易都涉及特定资产的买方和卖方。但根据订单的接受者是买方还是卖方（即交易成交价为卖价还是买价），您可以区分多头成交量和空头成交量。

Definition

This concept is often confusing because every trade requires both a buyer and a seller of the given asset. However, depending on whether the order taker is a buyer or seller (whether a transaction occurs at the ask price or the bid price), you can distinguish between long volume from taker seller volume.

\text{Taker Buy Volume} =\text{Volume of buy orders filled by takers in perpetual swaps(USD)}\\\ \text{Taker Sell Volume} = \text{Volume of sell orders filled by takers in perpetual swaps(USD)}\\\ \text{Taker Buy Ratio} = \frac{\text{Taker Buy Volume}}{\text{Total volume in perpetual swaps (USD)}}\\\ \text{Taker Sell Ratio} = \frac{\text{Taker Sell Volume}}{\text{Total volume in perpetual swaps (USD)}}\\\ \text{Taker Buy Sell Ratio} = \frac{\text{Taker Buy Volume}}{\text{Taker Sell Volume}}\\\

Note we unify the unit of return value to USD for each exchange where its contract specification may vary.

Interpretation

Taker and Maker

Taker: Taker trade refers to an order that is traded before going on the order book. All market order trades are takers. Maker: Maker trade refers to an order that goes on the order book (e.g. a limit order). These orders add volume to the order book, helping to 'make the market'.

Bid and Ask Price

A maker who wants to buy an asset is willing to place limit orders in the order book at a lower price, and a maker who wants to sell is willing to place orders at a higher price. The bid price is the highest current price a buyer is willing to pay for an asset. The ask price is the lowest current price a seller is willing to sell a security for. There is always a bid price and an ask price in an actively traded asset which continuously fluctuates.

When takers buy at the bid price set by makers, the amount of assets traded between the two contributes to the taker seller volume. This volume is selling volume because it has the potential to move the price down. When takers sell at the ask price, the amount of assets traded contributes to the taker buy volume.This volume pushes up the price.

If the current market has more taker buy volume than taker sell volume, it means there is a tendency to increase the price as more trades occur at the ask price. When the current market has more taker sell volume than taker buy volume, it means there is a tendency to push the price down since there are more traders selling at the bid price.