What is order book imbalance?

The difference between bid and ask size resting near the price, as a share of both: positive when more is waiting to buy than to sell. Here it is measured over the top 10 levels.

Is it free, and how current is it?

Yes, free and without an account. The public chart runs 15 minutes behind the venues and refreshes as new data lands. Plans with live access see the same charts undelayed in the dashboard.

Which contracts does it cover?

Every perpetual future on Binance USDⓈ-M, OKX and Hyperliquid, crypto and the stock, commodity and FX perps alike. By default each asset combines its venues; the dashboard can split them into single contracts.

Can I get the data behind the chart?

Yes. Every number on it comes from the Aperiodic API, with years of point-in-time history at intervals down to one minute. The dashboard shows the API call for any chart, and the datasets are listed in the catalog.

Order flow against the book

Taker buying and selling against the resting order book, for every perp.

Open the markets dashboard

DELAYED 15 MINupdated 17:35 UTCevery 5moverrangeby

Flow against the book, 200 assets · last 24h: 102 takers sell, asks stacked, 64 takers sell into bids, 20 takers buy into asks, 14 takers buy, bids stacked.

↑ book imbalance, top 10 levels · → taker buy/sellprice 24hupdown

Taker buy/sell against book imbalance over the top 10 levels, over the last 24h. Dot area is 24h volume.

How to read it

Right of centre, takers bought more than they sold. Above centre, more size rests on the bid than on the ask, within 10 price levels.

In the top right and bottom left both point the same way. In the other two corners takers are trading into a book that leans against them: buyers lifting offers while the bids thin out, or the reverse.

Both axes are ratios, so contracts and venues of any size compare.

The data behind it

Flow Metrics L2 Order Book Imbalance

More market charts

Market map Positioning Extremes Trading costs Where it trades Unusual activity

Questions