EWZS perps

Perp · OKX, Binance · #585 by volume

10.863+0.25% 24h

OKX USDT · 24h 10.498 – 11.210

24h volume: $1.4M; #585 of 914
Open interest: $78.9K; +2.9% contracts · 24h
Spread: 20.9 bps; median · 24h
Size at best price: $221; mean · 24h
Net taker flow: −$23.9K; every contract · 24h
Funding: +0.0821%; per period · OKX

Aperiodic metrics · EWZS · 24 h

Every metric on EWZS, bar by bar →

Are takers buying or selling EWZS?

Flow

Takers sold $23.8K more than they bought on OKX and Binance over 24 h; the heaviest hour, 07:25 UTC, saw $90.8K.

+$90.8K0−$90.8K

23:25 UTCnow

flow.volume_delta_notionalbusiest contract on each venue · hourly · 24 h

What does it cost to cross EWZS's spread?

L1 liquidity

20.9 bps median on OKX USDT, the widest of the 200 most traded perps.

#1BTC0.015 bps
#2ETH0.051 bps
#3SOXL1.56 bps
#5SOL1.25 bps
#10AKE3.18 bps
#25XYZ:XYZ1000.35 bps
#50MUU5.64 bps
#100MVLL8.76 bps
#200AIN2.70 bps
#585EWZS20.9 bps

l1_liquidity.spread_bpsbusiest contract · median · 24 h

How much size waits at EWZS's best price?

L1 liquidity

$221 at the best bid and ask on OKX USDT, on average, thinner than 95% of the 200 most traded perps.

#1BTC$651.7K
#2ETH$269.8K
#3SOXL$86.9K
#5SOL$157.5K
#10AKE$553
#25XYZ:XYZ100$165.1K
#50MUU$22.4K
#100MVLL$13.7K
#200AIN$180
#585EWZS$221

l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h

Which way is EWZS's book leaning?

L2 imbalance

Leaned to the ask in 16 of 24 hours on OKX USDT; 38% bids over the day.

88% bid012% bid

23:25 UTCnow

l2_imbalance.imbalance_ratio_10OKX USDT · top 10 levels · hourly

Where does EWZS trade?

OHLCV

OKX USDT took 58% of $1.4M traded in 24 h; the tightest spread is Binance USDT's, 18.5 bps.

volume sharespread

OKX USDT58%20.9
Binance USDT42%18.5

ohlcv.volume_notionaleach contract · 24 h

Does EWZS trade away from its index?

Basis

116.7 bps above its index on OKX USDT now; 52.5 bps below to 110.8 bps above over 24 h.

+110.8 bps0−110.8 bps

23:25 UTCnow

basis.basis_bpsOKX USDT · hourly

Is leverage building in EWZS?

Open interest

$78.9K open across 2 contracts: +2.9% in contracts, +1.5% in dollars over 24 h.

$119.2K$76.1K

23:25 UTCnow

open_interest.open_interestbusiest contract on each venue · hourly

Who pays funding on EWZS?

Funding

Longs pay on 2 of 2 contracts; OKX USDT charges +0.0821% a period.

OKX USDT+0.0821%
Binance USDT+0.1301%

← shorts paylongs pay →

funding.funding_rateeach contract · per funding period · now

EWZS's 2 contracts · now

Named by Atlas →

Contract	Price	24h	Volume 24h	Open interest	Funding	Spread	Charts
OKX USDTperpetual-EWZS-USDT:USDT	10.863	+0.25%	$824.4K	$34.9K	+0.0821%	20.9	Charts →
Binance USDTperpetual-EWZS-USDT:USDT	10.820	+0.19%	$606.0K	$44.0K	+0.1301%	18.5	Charts →

History · a year of 5m bars per series · busiest contract on each venue

Every chart for EWZS →

Python

import os
from datetime import date

from aperiodic import get_derivative_metrics, get_metrics

# aperiodic.io/markets: EWZS on OKX and Binance
# 5m bars, 2025-11-12 to 2026-11-12. Install: pip install "aperiodic[polars]"
# Needs an API key (https://aperiodic.io/home/api) on a plan with flow, basis, open_interest, funding (Pro) and l1_liquidity, l2_imbalance (Prime).
# OKX: okx-perps l1_liquidity and l2_liquidity count contracts, not coins (BTC-USDT-SWAP is 0.01 BTC each). Multiply by the contract size to match the page.
API_KEY = os.environ["APERIODIC_API_KEY"]
# timestamp="true" keys bars on capture time, as on the page; "exchange" keys them on exchange time.
PERIOD = dict(
    interval="5m",
    timestamp="true",
    start_date=date(2025, 11, 12),
    end_date=date(2026, 11, 12),
)
CONTRACTS = [
    ("okx-perps", "perpetual-EWZS-USDT:USDT"),
    ("binance-futures", "perpetual-EWZS-USDT:USDT"),
]

frames = {}
for exchange, symbol in CONTRACTS:
    frames["flow", exchange, symbol] = get_metrics(
        api_key=API_KEY,
        metric="flow",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["l1_liquidity", exchange, symbol] = get_metrics(
        api_key=API_KEY,
        metric="l1_liquidity",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["l2_imbalance", exchange, symbol] = get_metrics(
        api_key=API_KEY,
        metric="l2_imbalance",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["basis", exchange, symbol] = get_derivative_metrics(
        api_key=API_KEY,
        metric="basis",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["open_interest", exchange, symbol] = get_derivative_metrics(
        api_key=API_KEY,
        metric="open_interest",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["funding", exchange, symbol] = get_derivative_metrics(
        api_key=API_KEY,
        metric="funding",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )

Every number is from Aperiodic's own 5-minute bars, 15 minutes behind.

Contract

Price

24h

Volume 24h

Open interest

Funding

Spread

OKX USDTperpetual-EWZS-USDT:USDT

10.863

+0.25%

$824.4K

$34.9K

+0.0821%

20.9

Charts →

Binance USDTperpetual-EWZS-USDT:USDT

10.820

+0.19%

$606.0K

$44.0K

+0.1301%

18.5

Charts →

import os from datetime import date from aperiodic import get_derivative_metrics, get_metrics # aperiodic.io/markets: EWZS on OKX and Binance # 5m bars, 2025-11-12 to 2026-11-12. Install: pip install "aperiodic[polars]" # Needs an API key (https://aperiodic.io/home/api) on a plan with flow, basis, open_interest, funding (Pro) and l1_liquidity, l2_imbalance (Prime). # OKX: okx-perps l1_liquidity and l2_liquidity count contracts, not coins (BTC-USDT-SWAP is 0.01 BTC each). Multiply by the contract size to match the page. API_KEY = os.environ["APERIODIC_API_KEY"] # timestamp="true" keys bars on capture time, as on the page; "exchange" keys them on exchange time. PERIOD = dict( interval="5m", timestamp="true", start_date=date(2025, 11, 12), end_date=date(2026, 11, 12), ) CONTRACTS = [ ("okx-perps", "perpetual-EWZS-USDT:USDT"), ("binance-futures", "perpetual-EWZS-USDT:USDT"), ] frames = {} for exchange, symbol in CONTRACTS: frames["flow", exchange, symbol] = get_metrics( api_key=API_KEY, metric="flow", exchange=exchange, symbol=symbol, **PERIOD, ) frames["l1_liquidity", exchange, symbol] = get_metrics( api_key=API_KEY, metric="l1_liquidity", exchange=exchange, symbol=symbol, **PERIOD, ) frames["l2_imbalance", exchange, symbol] = get_metrics( api_key=API_KEY, metric="l2_imbalance", exchange=exchange, symbol=symbol, **PERIOD, ) frames["basis", exchange, symbol] = get_derivative_metrics( api_key=API_KEY, metric="basis", exchange=exchange, symbol=symbol, **PERIOD, ) frames["open_interest", exchange, symbol] = get_derivative_metrics( api_key=API_KEY, metric="open_interest", exchange=exchange, symbol=symbol, **PERIOD, ) frames["funding", exchange, symbol] = get_derivative_metrics( api_key=API_KEY, metric="funding", exchange=exchange, symbol=symbol, **PERIOD, )