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Taker Aggression and Delta per Bar

What it is

A taker is someone who buys or sells at market, filling other people's limit orders. The "Taker Aggression" pane shows how many times larger market buys were than market sells over a bar: 1 means equal, 1.5 means buys were one and a half times sells, 0.7 means sells dominated. The "Delta per Bar" pane shows the same in money: how much was bought at market in excess of what was sold, for each bar. These are two sides of the same flow: the ratio shows the strength of the imbalance, the delta shows its size.

More: how we calculate it

The pane scale follows the visible segment and only its own lines, with margin above and below; the dashed price line uses its own scale on top and does not affect the scale. Under the crosshair are the line values at that point, from the same starting point as the pane itself. When zoomed far out, individual spikes do not set the scale of the whole pane: a bar taller than the scale is clipped at the edge, marked at the edge, and the largest ones are labeled with their real value.

What it looks like in EVA

BTC · 1h · now — snapshot 09.10 14:15 MSK — "Taker Aggression" (buys ÷ sells per bar, six venues) and "Delta per Bar" ($) panesOpen in terminal

How it is read

Typical patterns: how traders read them and use them, and for each one a real moment from our history where it played out as a "textbook case". Moments where the same pattern failed are below, in "When it does not work".

1. Market buys strongly outweigh sells

How it is read: buyers do not wait for their price and take the offer. Many read this as pressure pulling price up and look for continuation.

in an hour market buys were 1.31 times sells — in the coin's top 5%; then as expected: 1% up after 3 h
textbook caseBTC · 1h · 04.10 22:00 MSK — in an hour market buys were 1.31 times sells — in the coin's top 5%; then as expected: 1% up after 3 hShow on chart

2. Market sells strongly outweigh buys

How it is read: sellers are rushing to get out and hit buyers' bids. Many expect continuation down while the imbalance holds.

in an hour market buys were 0.58 of sells — in the coin's bottom 5%; then as expected: 1% down after 7 h
textbook caseBTC · 1h · 08.10 00:00 MSK — in an hour market buys were 0.58 of sells — in the coin's bottom 5%; then as expected: 1% down after 7 hShow on chart

3. Buys are hitting, but price barely moves

How it is read: market buys run into a limit seller who "absorbs" them. Many see this as absorption and expect buyers to run out of steam.

buys were 1.34 times sells, bar body under 0.1%; then as expected: 1% down after 6 h
textbook caseBTC · 1h · 08.10 01:00 MSK — buys were 1.34 times sells, bar body under 0.1%; then as expected: 1% down after 6 hShow on chart

When it does not work

No pattern works every time: taker imbalance explains who is in a hurry better than it tells you whether they have enough money.

The same patterns — moments from our history where they failed.

in an hour market buys were 1.39 times sells — in the coin's top 5%; then the opposite: 1% down after 8 h
pattern failedSOL · 1h · 07.10 23:00 MSK — in an hour market buys were 1.39 times sells — in the coin's top 5%; then the opposite: 1% down after 8 hShow on chart
in an hour market buys were 0.6 of sells — in the coin's bottom 5%; then the opposite: 1% up after 9 h
pattern failedBTC · 1h · 04.10 15:00 MSK — in an hour market buys were 0.6 of sells — in the coin's bottom 5%; then the opposite: 1% up after 9 hShow on chart
buys were 1.32 times sells, bar body under 0.1%; then the opposite: 1% up after 2 h
pattern failedSOL · 1h · 05.10 07:00 MSK — buys were 1.32 times sells, bar body under 0.1%; then the opposite: 1% up after 2 hShow on chart

Common traps

See also