Node reference
Derivatives Metrics
Binance USDT-M perpetual positioning data for a selected pair (default: current pair) — what leveraged traders are actually DOING, orthogonal to price and not derivable from any OHLCV series. Pick one metric: open_interest / open_interest_value (how much money is committed), taker_ratio (aggressive buying vs selling), long_short_accounts (all accounts, retail-dominated), top_trader_accounts and top_trader_positions (the same read for large traders — the disagreement between retail and top traders is the signal). Outputs the reading Binance published for the bucket, and nothing else: derive percentile, z-score or rate-of-change yourself by wiring the output into Stdev / SMA / ROC, which step once per bucket rather than once per candle. Honest usage: strongest as a CONFIRMATION or contrarian FILTER on price logic (e.g. price breaking out AND open interest rising = real trend; price up while top_trader_positions falls = crowded long), weak as a standalone trigger. No repainting — holds the last published value between buckets. Data starts ~2020-09 and is published ~2 days in arrears, so a backtest ending today holds its last value across the final ~2 days (the run reports this). Wire the output into a Condition to gate entries/exits.
Rev. 2026.06
- symbol
- — Trading pair
- default $CURRENT
- metric
- default open_interest
- period
- — Lookback length, in bars
- default 1h
What happens
Read fresh from each candle as the strategy steps — this is the raw market value the rest of your graph builds on.