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Aperiodic Indices · Depth

How much is quoted at the best bid and ask?

Get it through the APIAll indices

Aperiodic Depth Index, last 24 hours

DELAYED 15 MINto 23:35 UTCUpdates by itself every 5 minutes

$649.1KBitcoin USDT perpetual on Binance
Busiest perpsHow it's builtGet itBest and worstOther indices
The Aperiodic Depth Index is the dollar value quoted at the best bid and ask, for crypto and RWA perps.
Column
l1_liquidity.total_dollar_depth
Unit
US dollars, bid plus ask
Per contract
24h mean of 5-minute rows
In the API
Every interval from 1m to 1d
Plan
Prime and up

Depth on the busiest perps

Crypto, US stocks and commodities, each over its last 24 hours.

Crypto

ContractDepth, 24h
Bitcoin
USDT perp · Binance
$649.1K
Ether
USDT perp · Binance
$269.4K
Bitcoin
USDT perp · OKX
$807.6K
Ether
USDT perp · OKX
$427.8K
Bitcoin
USDC perp · Hyperliquid
$1.1M
Bitcoin
USDC perp · Binance
$64.1K

US stocks

ContractDepth, 24h
Nvidia
USDT perp · Binance
$33.6K
SanDisk
USDT perp · Binance
$9.1K
SanDisk
USDT perp · OKX
$88.8K
Micron
USDT perp · Binance
$5.9K
Nvidia
USDC perp · Hyperliquid
$86.3K
S&P 500
USDC perp · Hyperliquid
$105.4K

Commodities

ContractDepth, 24h
Gold
USDT perp · Binance
$388.6K
Silver
USDT perp · Binance
$310.6K
WTI crude oil
USDT perp · Binance
$119.4K
Brent crude oil
USDT perp · Binance
$132.5K
Gold
USDT perp · OKX
$343.8K
Silver
USDC perp · Hyperliquid
$28.3K

How it's built

The 5m bar from 14:00 to 14:05 UTC on 14 May 2025, Binance BTC-USDT perpetual, from the free preview.

  1. Step 1

    Dollars at the best bid and ask on one bar

    dollar_depth_bid=7.266 BTC × $103,805.6=$754.3K
    dollar_depth_ask=7.712 BTC × $103,805.7=$800.5K
    total_dollar_depth=bid + ask=$1.55M
    ask: size × price$800.5K
    bid: size × price$754.3K

  2. Step 2

    From 24 hours to one value

    A contract's index is the mean of its total_dollar_depth over the last 24 hours of 5-minute bars. The chart at the top of this page plots those bars.

    The API serves total_dollar_depth at every interval from 1 minute to 1 day.

Every field of the dataset, built step by step: Spread and top-of-book depth

Get the Aperiodic Depth Index

In the APIl1_liquidity.total_dollar_depth

For every perp we cover, at intervals from 1 minute to 1 day.

In Prime and up, from $399/month billed yearly.

Get it with PrimeSee the dataset

The example needs no key and returns the free sample: BTC-USDT on Binance, 5m bars, May 2025.

Or have your agent pull the last 30 days. Start in Claude · Claude Code · Codex · See the prompt

# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"

# Free preview — no API key required
aperiodic l1_liquidity --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 5m \
  --timestamp exchange \
  --start-date 2025-05-01 \
  --end-date 2025-05-31 \
  --output-dir ./data && echo "Saved to $PWD/data"

The deepest and thinnest perps at the touch

The 366 contracts with at least $10M of 24-hour volume, ranked by depth.

DELAYED 15 MINto 23:35 UTCUpdates by itself every 5 minutes

Most depth

ContractVenueDepth, 24h24h volume
Bitcoin USDCHyperliquid$1.1M$5.27B
Bitcoin USDTOKX$807.6K$10.16B
Bitcoin USDTBinance$649.1K$19.47B
Ether USDCHyperliquid$518.3K$1.39B
Ether USDTOKX$427.8K$7.59B
Gold USDTBinance$388.6K$2.09B
Gold USDTOKX$343.8K$366.0M
KORU USDTBinance$319.3K$729.9M
Silver USDTBinance$310.6K$726.1M
Ether USDTBinance$269.4K$11.31B

Least depth

ContractVenueDepth, 24h24h volume
IDOL USDTBinance$97$152.5M
ARIA USDTBinance$116$121.7M
INIT USDTOKX$120$37.3M
MAGMA USDTBinance$129$60.1M
BTW USDTOKX$134$18.0M
KGEN USDTBinance$153$72.9M
PIEVERSE USDTBinance$160$21.9M
AIOT USDTBinance$172$16.8M
AIN USDTBinance$182$15.5M
BIRB USDTBinance$187$18.1M

The other indices

Aperiodic Cost IndexWhat does crossing the spread cost?Aperiodic Impact IndexHow far does $1M of net taker flow move the price?

As of 23:30 UTC, 15 minutes behind. Each value is one contract’s last 24 hours of 5-minute rows. The charts plot those rows.

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