HUT perps

Perp · Binance, OKX · #807 by volume

56.660-9.31% 24h

Binance USDT · 24h 54.470 – 62.980

24h volume: $385.6K; #807 of 910
Open interest: $169.0K; −14.7% contracts · 24h
Spread: 23.2 bps; median · 24h
Size at best price: $452; mean · 24h
Net taker flow: −$37.9K; every contract · 24h
Funding: −0.0804%; per period · BIN

Aperiodic metrics · HUT · 24 h

Every metric on HUT, bar by bar →

Are takers buying or selling HUT?

Flow

Takers sold $37.8K more than they bought on Binance and OKX over 24 h; the heaviest hour, 14:20 UTC, saw $36.2K.

+$36.2K0−$36.2K

23:20 UTCnow

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

What does it cost to cross HUT's spread?

L1 liquidity

23.2 bps median on Binance USDT, the widest of the 200 most traded perps.

#1BTC0.014 bps
#2ETH0.051 bps
#3SOXL1.56 bps
#5SOL1.25 bps
#10AKE3.20 bps
#25SP5000.13 bps
#50MUU5.64 bps
#100MVLL8.76 bps
#200AIN2.70 bps
#807HUT23.2 bps

l1_liquidity.spread_bpsbusiest contract · median · 24 h

How much size waits at HUT's best price?

L1 liquidity

$452 at the best bid and ask on Binance USDT, on average, thinner than 84% of the 200 most traded perps.

#1BTC$651.3K
#2ETH$269.7K
#3SOXL$87.0K
#5SOL$157.7K
#10AKE$562
#25SP500$105.4K
#50MUU$22.5K
#100MVLL$13.7K
#200AIN$181
#807HUT$452

l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h

Which way is HUT's book leaning?

L2 imbalance

Leaned to the ask in 14 of 24 hours on Binance USDT; 48% bids over the day.

81% bid019% bid

23:20 UTCnow

l2_imbalance.imbalance_ratio_10Binance USDT · top 10 levels · hourly

Where does HUT trade?

OHLCV

Binance USDT took 91% of $385.6K traded in 24 h.

volume sharespread

Binance USDT91%23.2
OKX USDT9.4%28.8

ohlcv.volume_notionaleach contract · 24 h

Does HUT trade away from its index?

Basis

53.8 bps below its index on Binance USDT now; 81.7 bps below to 41.6 bps above over 24 h.

+81.7 bps0−81.7 bps

23:20 UTCnow

basis.basis_bpsBinance USDT · hourly

Is leverage building in HUT?

Open interest

$169.0K open across 2 contracts: −14.7% in contracts, −22.9% in dollars over 24 h.

$224.5K$162.5K

23:20 UTCnow

open_interest.open_interestbusiest contract on each venue · hourly

Who pays funding on HUT?

Funding

Longs pay on 0 of 2 contracts; Binance USDT charges −0.0804% a period.

Binance USDT−0.0804%
OKX USDT−0.0118%

← shorts paylongs pay →

funding.funding_rateeach contract · per funding period · now

HUT's 2 contracts · now

Named by Atlas →

Contract	Price	24h	Volume 24h	Open interest	Funding	Spread	Charts
Binance USDTperpetual-HUT-USDT:USDT	56.660	-9.31%	$349.4K	$115.3K	−0.0804%	23.2	Charts →
OKX USDTperpetual-HUT-USDT:USDT	56.450	-9.64%	$36.2K	$53.8K	−0.0118%	28.8	Charts →

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

Every chart for HUT →

Python

import os
from datetime import date

from aperiodic import get_derivative_metrics, get_metrics

# aperiodic.io/markets: HUT on Binance and OKX
# 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 = [
    ("binance-futures", "perpetual-HUT-USDT:USDT"),
    ("okx-perps", "perpetual-HUT-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

Binance USDTperpetual-HUT-USDT:USDT

56.660

-9.31%

$349.4K

$115.3K

−0.0804%

23.2

Charts →

OKX USDTperpetual-HUT-USDT:USDT

56.450

-9.64%

$36.2K

$53.8K

−0.0118%

28.8

Charts →

import os from datetime import date from aperiodic import get_derivative_metrics, get_metrics # aperiodic.io/markets: HUT on Binance and OKX # 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 = [ ("binance-futures", "perpetual-HUT-USDT:USDT"), ("okx-perps", "perpetual-HUT-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, )