ROK perps

Perp · OKX · #895 by volume

400.350

OKX USDT · 24h 399.390 – 423.090

24h volume: $41.0K; #895 of 917
Open interest: $64.2K; +11.5% contracts · 24h
Spread: 48.3 bps; median · 24h
Size at best price: $286; mean · 24h
Net taker flow: +$2.1K; every contract · 24h
Funding: −0.0006%; per period · OKX

Aperiodic metrics · ROK · 24 h

Every metric on ROK, bar by bar →

Are takers buying or selling ROK?

Flow

Takers bought $2.1K more than they sold on OKX USDT over 24 h; the heaviest hour, 16:50 UTC, saw $3.8K.

+$3.8K0−$3.8K

23:50 UTCnow

flow.volume_delta_notionalbusiest contract · hourly · 24 h

What does it cost to cross ROK's spread?

L1 liquidity

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

#1BTC0.015 bps
#2ETH0.052 bps
#3SOXL1.56 bps
#5SOL1.25 bps
#10AKE3.14 bps
#25XYZ:XYZ1000.35 bps
#50MUU5.64 bps
#100QNT0.62 bps
#200AIN2.70 bps
#895ROK48.3 bps

l1_liquidity.spread_bpsbusiest contract · median · 24 h

How much size waits at ROK's best price?

L1 liquidity

$286 at the best bid and ask on OKX USDT, on average, thinner than 91% of the 200 most traded perps.

#1BTC$650.1K
#2ETH$268.4K
#3SOXL$87.1K
#5SOL$156.8K
#10AKE$547
#25XYZ:XYZ100$168.1K
#50MUU$22.2K
#100QNT$762
#200AIN$181
#895ROK$286

l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h

Which way is ROK's book leaning?

L2 imbalance

Leaned to the bid in 12 of 24 hours on OKX USDT; 49% bids over the day.

91% bid09% bid

23:50 UTCnow

l2_imbalance.imbalance_ratio_10OKX USDT · top 10 levels · hourly

Does ROK trade away from its index?

Basis

7.23 bps above its index on OKX USDT now; 220.9 bps below to 53.2 bps above over 24 h.

+220.9 bps0−220.9 bps

23:50 UTCnow

basis.basis_bpsOKX USDT · hourly

Is leverage building in ROK?

Open interest

$64.2K open across 1 contract: +11.5% in contracts, +10.3% in dollars over 24 h.

$65.2K$58.2K

23:50 UTCnow

open_interest.open_interestbusiest contract · hourly

Who pays funding on ROK?

Funding

Shorts pay −0.0006% a period on OKX USDT; between −0.9214% and +0.0000% over 24 h.

+0.9214%0−0.9214%

23:50 UTCnow

funding.funding_rateOKX USDT · hourly

ROK's contract · now

Named by Atlas →

Contract	Price	24h	Volume 24h	Open interest	Funding	Spread	Charts
OKX USDTperpetual-ROK-USDT:USDT	400.350	—	$41.0K	$64.2K	−0.0006%	48.3	Charts →

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

Every chart for ROK →

Python

import os
from datetime import date

from aperiodic import get_derivative_metrics, get_metrics

# aperiodic.io/markets: ROK on 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),
)

flow = get_metrics(
    api_key=API_KEY,
    metric="flow",
    exchange="okx-perps",
    symbol="perpetual-ROK-USDT:USDT",
    **PERIOD,
)

l1_liquidity = get_metrics(
    api_key=API_KEY,
    metric="l1_liquidity",
    exchange="okx-perps",
    symbol="perpetual-ROK-USDT:USDT",
    **PERIOD,
)

l2_imbalance = get_metrics(
    api_key=API_KEY,
    metric="l2_imbalance",
    exchange="okx-perps",
    symbol="perpetual-ROK-USDT:USDT",
    **PERIOD,
)

basis = get_derivative_metrics(
    api_key=API_KEY,
    metric="basis",
    exchange="okx-perps",
    symbol="perpetual-ROK-USDT:USDT",
    **PERIOD,
)

open_interest = get_derivative_metrics(
    api_key=API_KEY,
    metric="open_interest",
    exchange="okx-perps",
    symbol="perpetual-ROK-USDT:USDT",
    **PERIOD,
)

funding = get_derivative_metrics(
    api_key=API_KEY,
    metric="funding",
    exchange="okx-perps",
    symbol="perpetual-ROK-USDT:USDT",
    **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-ROK-USDT:USDT

400.350

—

$41.0K

$64.2K

−0.0006%

48.3

Charts →

import os from datetime import date from aperiodic import get_derivative_metrics, get_metrics # aperiodic.io/markets: ROK on 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), ) flow = get_metrics( api_key=API_KEY, metric="flow", exchange="okx-perps", symbol="perpetual-ROK-USDT:USDT", **PERIOD, ) l1_liquidity = get_metrics( api_key=API_KEY, metric="l1_liquidity", exchange="okx-perps", symbol="perpetual-ROK-USDT:USDT", **PERIOD, ) l2_imbalance = get_metrics( api_key=API_KEY, metric="l2_imbalance", exchange="okx-perps", symbol="perpetual-ROK-USDT:USDT", **PERIOD, ) basis = get_derivative_metrics( api_key=API_KEY, metric="basis", exchange="okx-perps", symbol="perpetual-ROK-USDT:USDT", **PERIOD, ) open_interest = get_derivative_metrics( api_key=API_KEY, metric="open_interest", exchange="okx-perps", symbol="perpetual-ROK-USDT:USDT", **PERIOD, ) funding = get_derivative_metrics( api_key=API_KEY, metric="funding", exchange="okx-perps", symbol="perpetual-ROK-USDT:USDT", **PERIOD, )