Absorption Volume Profile

I’d like to suggest a new type of profile that visualises absorption events per price level, plotted vertically like the Volume Profile Bars or Footprint-style profiles.

The idea is to track when a market order consumes the available liquidity at a price level, and at that exact moment, a new limit order is placed (or refreshed) at the same price — indicating aggressive defense or hidden interest.

The profile would:

  • Show how many of these absorption events occurred at each price level

  • Be filterable by a custom time range (e.g. last 30 min, 2 hours, session)

  • Display either:

    • Just the number of absorption events

    • Or the volume of replenished orders

    • Or the difference between consumed volume and replaced liquidity

Optional settings:

  • Minimum volume threshold for triggering the absorption event

  • Toggle between count-based or volume-based display

  • Display side: buys, sells, or both

This would be incredibly useful to spot passive players defending levels.

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Upvoters
Status

In review

Board

💡 Feature Request

Date

9 months ago

Author

tiago

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