Trade Footprint

See the exact buy and sell volume at each price level per candle, revealing where aggressive trading and institutional activity are happening.

What is Trade Footprint?

Trade Footprint breaks down the actual executed trades within each candle into buy and sell volume at every price level. Using on-chain trade data from Hyperliquid, it shows you precisely where aggressive buying and selling occurred — not just the final candle result, but the internal structure of every price move.

The overlay supports two display modes: bars and heatmap. In bars mode, horizontal bars extend from the right side of each candle showing the volume breakdown at each price tick. In heatmap mode, time-based cells are color-coded by the dominance of buy vs. sell volume, creating a visual map of aggression across time and price.

This level of detail is what separates professional order flow analysis from standard chart reading. A green candle might look bullish, but Trade Footprint can reveal that aggressive selling dominated most price levels within it — the candle only closed green because of a single large buy at the close. This granular view changes how you interpret every candle.

Key Concepts

• Buy Volume: Trades executed at the ask price — aggressive buyers lifting the offer, indicating demand
• Sell Volume: Trades executed at the bid price — aggressive sellers hitting the bid, indicating supply
• Bars Mode: Horizontal volume bars extending from each candle, broken down by price level — gives you the volume profile within each candle
• Heatmap Mode: Color-coded cells across time and price — provides a bird’s-eye view of where buying and selling aggression is concentrated
• Volume Absorption: When large sell volume fails to push price lower (or large buy volume fails to push price higher), it indicates that the opposing side is absorbing the flow

How to Use Trade Footprint

1. Open Chart from the sidebar and navigate to the overlay settings
2. Enable the Trade Footprint overlay
3. Choose between Bars mode (per-candle volume breakdown) or Heatmap mode (time-based cells)
4. In bars mode, look at the relative size of buy vs. sell bars at each price level
5. In heatmap mode, scan for clusters of aggressive buying (green) or selling (red) across the chart

What to Look For

• Bullish signals: Heavy buy volume absorption at a support level — large sell orders being met with equal or greater buy volume without price dropping. In heatmap mode, a band of green at a key level indicates persistent demand. Aggressive buying picking up at the bottom of a range suggests accumulation.
• Bearish signals: Sell volume dominating at the top of candles during a rally shows distribution — sellers are using the higher prices to exit. Buy volume failing to push price higher (being absorbed by resting sell orders) at resistance is a bearish sign.
• Key patterns: Volume imbalance — when one side (buy or sell) significantly outweighs the other at a price level — often marks the beginning of a directional move. Large isolated volume prints at specific prices can indicate institutional block trades. A candle with heavy sell footprint that still closes green reveals hidden buying strength.
• Combine with: Limit Order Heatmap to see resting orders that may absorb the aggressive flow, OI Delta to understand whether the volume is opening new positions or closing existing ones, Liquidation Levels to identify whether volume spikes are triggered by forced liquidations

Supported Exchanges

Tips

• Use bars mode for detailed analysis of individual candles at key levels, and heatmap mode for a broader view of market flow patterns over time
• Volume absorption is one of the most powerful signals — when aggressive selling fails to move price, it means large buyers are quietly accumulating
• Compare the footprint with the candle’s visual appearance — a candle can look neutral but have extreme internal imbalances that reveal the real story