VPIN: add a corrected form (off by default); fix Binance trade aggressor side

VisualHFT.Plugins/MarketConnectors.Binance/BinancePlugin.cs

@@ -41,7 +41,7 @@ public class BinancePlugin : BasePluginDataRetriever
         private BinanceRestClient _restClient;
 
         // ✅ FIX: Use ConcurrentDictionary for thread safety
-        private readonly ConcurrentDictionary<string, VisualHFT.Model.OrderBook> _localOrderBooks = 
+        internal readonly ConcurrentDictionary<string, VisualHFT.Model.OrderBook> _localOrderBooks = 
             new ConcurrentDictionary<string, VisualHFT.Model.OrderBook>();
 
         private HelperCustomQueue<IBinanceEventOrderBook> _eventBuffers;
@@ -577,7 +577,7 @@ private void eventBuffers_onErrorAction(Exception ex)
             Task.Run(async () => await HandleConnectionLost(_error, ex));
         }
 
-        private void tradesBuffers_onReadAction(IBinanceTrade eventData)
+        internal void tradesBuffers_onReadAction(IBinanceTrade eventData)
         {
             var _symbol = GetNormalizedSymbol(eventData.Symbol);
             // Get a Trade object from the pool.
@@ -589,7 +589,11 @@ private void tradesBuffers_onReadAction(IBinanceTrade eventData)
             trade.Timestamp = eventData.TradeTime.ToLocalTime();
             trade.ProviderId = _settings.Provider.ProviderID;
             trade.ProviderName = _settings.Provider.ProviderName;
-            trade.IsBuy = eventData.BuyerIsMaker;
+            // IsBuy means the AGGRESSOR bought. The stream reports the opposite fact: BuyerIsMaker is
+            // the "m" flag, true when the buyer was the resting maker - which makes the seller the
+            // aggressor. Negate it, or every aggressive sell on this venue is reported as a buy and
+            // every study that reads trade side reads this venue backwards.
+            trade.IsBuy = !eventData.BuyerIsMaker;
             trade.MarketMidPrice = _localOrderBooks[_symbol].MidPrice;
 
             RaiseOnDataReceived(trade);

VisualHFT.Plugins/Studies.VPIN/Model/PlugInSettings.cs

@@ -9,6 +9,16 @@ public class PlugInSettings : ISetting
     {
         public double BucketVolSize { get; set; }
         public int? NumberOfBuckets { get; set; } // Rolling window size (nullable for backward compat)
+
+        /// <summary>
+        /// Selects the corrected form of the metric: trades classified by the tick rule instead of
+        /// against the order-book mid, no value published until a full window of buckets has closed,
+        /// and no value published while the bucket volume is too small to hold enough prints for the
+        /// imbalance to describe the flow. Off by default, so a settings file written before this
+        /// option existed keeps the behaviour it already had.
+        /// </summary>
+        public bool UseCorrectedForm { get; set; }
+
         public string Symbol { get; set; }
         public Provider Provider { get; set; }
         public AggregationLevel AggregationLevel { get; set; }