Large taker orders - 0xArchive

Large taker orders on a BTC chart — BTC on 1-hour bars in the 0xArchive Terminal, 2026-10-15.

Open on a chart

Load it on BTC 1h in the terminal, then change its settings or open it in the script editor.

A big market order fills against many resting orders, and each fill is a separate trade. This script joins the fills back into orders and marks bars where a taker order came to $1M or more: buys under the candle, sells above, with the total and how many orders when there was more than one.

How it works

Each trade says whether the same taker order filled the trade before it (sameOrder). A new order starts where it is false, so a counter in live state numbers the orders, and a tallyBy sums each order’s USD within the bar. Labels closer than six bars to the last one keep their dot and drop their text, so they never print over each other.

Try changing

Change Minimum order for the market: $1M is large on BTC and enormous on a small market.

The script

large-takers.ts

// Taker orders above a size, joined from their fills. One mark per bar and side: the orders' total, and how many when more than one.
indicator('Large taker orders', { overlay: true });

const minUsd = input.float('Minimum order ($)', 1_000_000, { min: 0 });
const gap = input.int('Bars between labels', 6, { min: 1, max: 200 });

const chart = bars();
const tape = trades();
const orders = tallyBy(512);
const marks = plot.markers('Large takers');
// The bar of each side's last label: a mark closer than `gap` bars keeps its dot and drops its text, so labels never print over each other.
const lastBuyLabel = state.bar(-gap);
const lastSellLabel = state.bar(-gap);
// The fills of one taker order come one after another, and each after the first says so: a new order starts where `sameOrder` is false.
const order = state.live(0);

tape.onTrade((t) => {
  if (!t.sameOrder) order.value += 1;
  orders.add(String(order.value), t.side === 'buy' ? t.notional : -t.notional);
});

chart.onClose(() => {
  let buyUsd = 0;
  let buys = 0;
  let sellUsd = 0;
  let sells = 0;
  for (const [, usd] of orders.entries()) {
    if (usd >= minUsd) { buyUsd += usd; buys += 1; }
    if (-usd >= minUsd) { sellUsd -= usd; sells += 1; }
  }
  if (buys > 0) {
    const labelled = chart.index - lastBuyLabel.value >= gap;
    if (labelled) lastBuyLabel.value = chart.index;
    const text = buys > 1 ? `${fmt.usd(buyUsd)} ×${buys}` : fmt.usd(buyUsd);
    marks.add({ position: 'below', shape: 'circle', text: labelled ? text : '', color: color.up });
  }
  if (sells > 0) {
    const labelled = chart.index - lastSellLabel.value >= gap;
    if (labelled) lastSellLabel.value = chart.index;
    const text = sells > 1 ? `${fmt.usd(sellUsd)} ×${sells}` : fmt.usd(sellUsd);
    marks.add({ position: 'above', shape: 'circle', text: labelled ? text : '', color: color.down });
  }
});

Next step

See the next example, Liquidations.

Last modified on October 16, 2026