Custom Indicators

OI Momentum = (OI_today - OI_n_days_ago) / OI_n_days_ago * 100

def oi_momentum(
    oi_series: list[float], lookback: int = 7
) -> float:
    """Compute open interest momentum as percentage change.

    Args:
        oi_series: Daily open interest values (newest last).
        lookback: Number of days for momentum calculation.
    """
    if len(oi_series) < lookback + 1:
        return 0.0
    old = oi_series[-(lookback + 1)]
    new = oi_series[-1]
    if old <= 0:
        return 0.0
    return (new - old) / old * 100.0

Holder Momentum = (Holders_today - Holders_n_days_ago) / Holders_n_days_ago
Holder Acceleration = Holder Momentum_today - Holder Momentum_yesterday

def holder_momentum(
    holder_counts: list[int], lookback: int = 7
) -> tuple[float, float]:
    """Compute holder momentum and acceleration.

    Returns:
        Tuple of (momentum_pct, acceleration).
    """
    if len(holder_counts) < lookback + 2:
        return 0.0, 0.0
    old = holder_counts[-(lookback + 1)]
    new = holder_counts[-1]
    prev_old = holder_counts[-(lookback + 2)]
    prev_new = holder_counts[-2]
    mom = (new - old) / old if old > 0 else 0.0
    prev_mom = (prev_new - prev_old) / prev_old if prev_old > 0 else 0.0
    accel = mom - prev_mom
    return mom, accel

Liquidity Score = w1 * Depth Score + w2 * Spread Score + w3 * Pool Score

def liquidity_score(
    depth_usd: float,
    spread_bps: float,
    pool_tvl: float,
    position_size: float,
    weights: tuple[float, float, float] = (0.4, 0.3, 0.3),
) -> float:
    """Composite liquidity score from 0 (illiquid) to 1 (highly liquid)."""
    depth_s = min(1.0, depth_usd / position_size) if position_size > 0 else 0
    spread_s = max(0.0, 1.0 - spread_bps / 100.0)
    pool_s = min(1.0, pool_tvl / (position_size * 10)) if position_size > 0 else 0
    return weights[0] * depth_s + weights[1] * spread_s + weights[2] * pool_s

Smart Money Flow = Sum(smart_wallet_buys_usd) - Sum(smart_wallet_sells_usd)
SMF Ratio = Smart Money Flow / Total Volume

def smart_money_flow(
    smart_buys_usd: float,
    smart_sells_usd: float,
    total_volume_usd: float,
) -> tuple[float, float, str]:
    """Compute smart money flow and ratio.

    Returns:
        Tuple of (net_flow, smf_ratio, signal).
    """
    net = smart_buys_usd - smart_sells_usd
    ratio = net / total_volume_usd if total_volume_usd > 0 else 0.0
    if ratio > 0.1:
        signal = "bullish"
    elif ratio < -0.1:
        signal = "bearish"
    else:
        signal = "neutral"
    return net, ratio, signal

Token Velocity = Daily Trading Volume (tokens) / Circulating Supply

def token_velocity(
    daily_volume_tokens: float, circulating_supply: float
) -> tuple[float, str]:
    """Compute token velocity.

    Returns:
        Tuple of (velocity, interpretation).
    """
    if circulating_supply <= 0:
        return 0.0, "unknown"
    vel = daily_volume_tokens / circulating_supply
    if vel > 0.3:
        interp = "high_speculation"
    elif vel > 0.1:
        interp = "moderate"
    elif vel > 0.05:
        interp = "low"
    else:
        interp = "very_low_strong_holders"
    return vel, interp

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