Cornerstones agent-native market context
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Order Flow

Market structure, liquidity, depth, pressure, and imbalance context.

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python -m pip install cornerstones-client
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cornerstones-client guide
Order Flow Customer guide

At a glance

Order flow turns Cornerstones from quote lookup into market-structure context. It helps an agent ask where pressure, liquidity, depth, and imbalance might matter before it writes a market view.

Commands

CommandCopyable
cornerstones-client orderflow summary --symbol XAUUSD
cornerstones-client orderflow context --symbol XAUUSD
cornerstones-client orderflow raw --symbol XAUUSD
cornerstones-client orderflow historical --symbol XAUUSD
cornerstones-client orderflow liquidity-metrics --symbol XAUUSD

What to ask

  • Is pressure one-sided or mixed?
  • Is liquidity concentrated, fragmented, or thin?
  • Is the current move supported by structure or just price noise?
  • Should confidence be lower because depth or liquidity data is unavailable, stale, or partial?

Live response

Captured from a live Cornerstones API response on 2026-05-07T13:21Z. The capture key is not shown. Source details are normalized to Cornerstones labels.

JSON responseShow full responseHide response
{
  "data": {
    "symbol": "XAUUSD",
    "futures_symbol": "GC",
    "exchange": "COMEX",
    "mode": "live",
    "summary": {
      "book_pressure_direction": "sell",
      "book_pressure_strength": "strong",
      "trade_aggression_bias": "buyer_aggressive",
      "microstructure_state": "exhaustion",
      "session_liquidity_regime": "thin",
      "delta_persistence": "persistent_buying",
      "imbalance_persistence": "persistent_offer",
      "reaction_quality": "fragile",
      "absorption_signal": "none",
      "exhaustion_signal": "buyer_exhaustion",
      "follow_through_quality": "absent",
      "aggression_flip": "to_sellers",
      "continuation_quality": "failed"
    },
    "readiness": {
      "support_only": false,
      "confirmation_only": true,
      "directional_candidate_ok": false,
      "production_ready": false
    },
    "timestamps": {
      "provider_time": "2026-05-07T13:22:00.541322Z",
      "snapshot_time": "2026-05-07T13:22:00.541322Z",
      "latency_ms": null
    },
    "provenance": "cornerstones_orderflow",
    "degraded": false,
    "fallback": null,
    "proxy": false,
    "experimental": true,
    "data_quality_status": "ok",
    "freshness_status": "fresh",
    "trust_tier": "confirmed",
    "usage_hint": "confirmation_input",
    "field_maturity": {
      "summary.book_pressure_direction": "candidate",
      "summary.trade_aggression_bias": "candidate",
      "summary.microstructure_state": "experimental",
      "summary.absorption_signal": "experimental",
      "summary.exhaustion_signal": "experimental",
      "summary.follow_through_quality": "experimental",
      "summary.aggression_flip": "experimental",
      "summary.continuation_quality": "experimental",
      "readiness.directional_candidate_ok": "experimental"
    },
    "degraded_confidence_cap": null
  },
  "message": null
}

Access

Orderflow raw, summary, context, historical reads, and liquidity metrics require Max. If unavailable, the client should say so instead of inventing a summary.