DeFoeji Market XRay Bitcoin Order Book and Gamma

DeFoeji BTC OrderBook Gamma is an on-chart analysis dashboard for Bitcoin. It combines options gamma exposure (GEX) with a live perpetual order book from several exchanges, so you can see where liquidity and dealer positioning sit relative to price.

"Trade what you see, not trade what you hope."

IMPORTANT: this is an information tool. It never opens, modifies or closes orders. Attach it to a BTCUSD chart.

What you get

• GEX levels drawn on the chart: Call Wall, Put Wall, +OI Wall, -OI Wall and Zero Gamma, plus Put/Call OI ratio, Max Pain and the gamma regime.
• Order book walls: the largest bid and ask walls with size labels. Brighter lines mean larger walls.
• Wall Trail: shows when a big wall is cancelled, absorbed or absorbing, as coloured boxes.
• Market-order bubbles: large market buys and sells with the size shown inside.
• CVD (1 min, 5 min, 15 min, 1 hour, since start) with a bar chart.
• Market Profile: POC, VAH and VAL.
• Perp funding rate and open interest.
• Multi-exchange data: Deribit, Binance, Bybit and OKX. Each can be switched on or off.
• Auto offset and Lock offset: aligns exchange prices to your broker's chart, and keeps the lines steady when price moves.
• Dockable panel: drag, resize, minimize, snap to chart corners. Your Min wall, Min bubble, Top N and Trail settings are remembered.
• Level alerts when price touches a GEX level, plus optional push notification.
• Export of the levels to GlobalVariables (DEFOEJI_GEX_*) for your own tools.
• All colours can be changed in the inputs.

Requirements

• MetaTrader 5, a BTCUSD chart (any timeframe).
• No API key is needed. The built-in Local Confirm works without one. A SmartMoneyAPI key is optional.
• Allow WebRequest in Tools > Options > Expert Advisors for these URLs:
  https://www.deribit.com
  https://api.binance.com
  https://fapi.binance.com
  https://eapi.binance.com
  https://api.bybit.com
  https://www.okx.com
  https://api.smartmoneyapi.com (optional, only if you use SmartMoneyAPI)

Main inputs

• InpCurrency - Deribit currency for GEX (BTC / ETH).
• InpRefreshSec - GEX snapshot interval in seconds.
• InpRangePct - only use strikes within +-% of spot.
• InpBucket - strike bucket size (BTC: 500).
• InpAutoOffset / InpLockOffset - auto sync and lock the price offset between the exchange and your chart.
• InpUseDeribit / Binance / Bybit / OKX - choose the data sources for the order book and trades.
• InpOptBinance / Bybit / OKX - include their options chains in GEX.
• InpBookBucket - price grouping for walls (USD).
• InpMinWall - minimum wall size to show (BTC).
• InpTopN - maximum lines per side.
• InpMinBubble - minimum bubble size (BTC).
• InpTrailMin / InpTrailHours - minimum wall size to track, and how long trails stay on screen.
• InpProfDays - market profile days (1-3).
• InpUseDeriv - funding rate and open interest.
• InpLevelAlert / InpAlertPush - alerts on GEX levels.
• InpExportGV - export levels to GlobalVariables.
• InpPanelScale / InpResetPanel - panel size and position reset.

The panel boxes (Min wall, Min bubble, Top N, Trail min, Trail hrs) can also be changed live on the chart.

Notes

• Data comes from public exchange endpoints. Availability and delay depend on the exchanges and your connection.
• Order book walls can be cancelled at any time and options data is a snapshot. This is analysis information, not a trading signal.
• Trading carries risk. Past or displayed levels do not guarantee future price behaviour.

Support and updates: Telegram t.me/dianfuji