Order-flow delta direction

delta_direction flags whether aggressive buyers (market buys) or sellers (market sells) were net dominant on the bar.

Shape

{ "type": "delta_direction" }

Usage

• Confirmation: only take long entries when delta_direction is positive (buyers net dominant).
• Divergence: price down + positive delta = sellers giving up.

Pitfalls

• Depends on trade-side classification. Quality varies by venue.
• A single positive delta bar means little in isolation. Look for sustained delta in one direction or strong delta at a key level.