# Aggressor volume imbalance

Calculate buy vs sell aggressor volume imbalance for order flow analysis

Calculate the imbalance between buy and sell aggressor volume to analyze order flow. The aggressor is the party that initiated the trade by crossing the spread.

## Problem: Measure order flow imbalance

You have trade data with a `side` column indicating the aggressor (buyer or seller), and want to measure the imbalance between buying and selling pressure.

## Solution: Aggregate by side and calculate ratios

```questdb-sql demo title="Aggressor volume imbalance per symbol"
WITH volumes AS (
  SELECT
    symbol,
    SUM(CASE WHEN side = 'buy' THEN amount ELSE 0 END) AS buy_volume,
    SUM(CASE WHEN side = 'sell' THEN amount ELSE 0 END) AS sell_volume
  FROM trades
  WHERE timestamp IN '$yesterday'
    AND symbol IN ('ETH-USDT', 'BTC-USDT', 'ETH-BTC')
)
SELECT
  symbol,
  buy_volume,
  sell_volume,
  ((buy_volume - sell_volume)::double / (buy_volume + sell_volume)) * 100 AS imbalance
FROM volumes;
```

The imbalance ranges from -100% (all sell) to +100% (all buy), with 0% indicating balanced flow.

:::info Related documentation
- [CASE expressions](/docs/query/sql/case/)
- [Aggregation functions](/docs/query/functions/aggregation/)
- [Order Flow Imbalance (OFI) recipe](order-flow-imbalance.md)
- [VPIN recipe](vpin.md)
:::