Aperiodic indices · last 24 h
Aperiodic metrics · the 200 most traded perps · built from every trade and order book update
Are takers buying or selling?
FlowTakers sold $1.04B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:10 UTC, saw $237.2M of net selling.
flow.volume_delta_notionalall three venues · hourly · 24 h
Which perps are they buying and selling?
FlowThe heaviest net buying was in ONE +$11.9M; the heaviest selling in BTC −$363.0M.
- ONE+$11.9M
- IDOL+$8.8M
- XYZ:BRENTOIL+$5.3M
- SPCX+$4.8M
- AKE+$4.2M
- BTC−$363.0M
- ETH−$236.9M
- ZEC−$114.8M
- SOL−$44.0M
- XRP−$38.5M
← soldbought →
flow.taker_buy_sell_ratioevery venue added up · 24 h
What does it cost to cross the spread?
L1 liquidityCrossing the spread costs 0.013 bps on BTC, the most traded perp, and 1.29 bps on XYZ:NATGAS, the 200th: 98 times as much.
- #1BTC0.013 bps
- #2ETH0.045 bps
- #3ZEC0.077 bps
- #5XRP0.86 bps
- #10HYPE0.13 bps
- #25ENA0.62 bps
- #50CT2.21 bps
- #100ZRO0.61 bps
- #200XYZ:NATGAS1.29 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$1.2M rests at BTC's best bid and ask on Binance; the 200th most traded, XYZ:NATGAS, has $4.8K.
- #1BTC$1.2M
- #2ETH$527.4K
- #3ZEC$26.9K
- #5XRP$82.5K
- #10HYPE$16.3K
- #25ENA$3.4K
- #50CT$237
- #100ZRO$861
- #200XYZ:NATGAS$4.8K
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance6 of the 10 most traded books leaned to the ask over the day. XRP's leaned most: 57% asks.
- BTC Binance55% bid
- ETH Binance54% bid
- ZEC Binance51% bid
- SOL Binance50% bid
- XRP Binance43% bid
- ONE Binance48% bid
- SOXL Binance47% bid
- AKE Binance49% bid
- SNDK Binance48% bid
- HYPE Binance51% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $376.1M within 20 price levels at their deepest, 13:10 UTC, and $331.5M at their thinnest, 22:10 UTC: −11.9%.
l2_liquidity.bid_agg_20 + ask_agg_20top 20 levels · all three venues · hourly
Where is leverage building?
Open interestAmong the 30 largest markets, open interest grew most on DOGE +1.4% and fell most on ZEC −3.9% over the last 24 hours.
- DOGE+1.4%
- NEAR+1.0%
- XYZ:SP500+0.9%
- WLFI+0.5%
- ZEC−3.9%
- XYZ:XYZ100−3.4%
- SKHY−2.2%
- XAU−1.7%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisIDOL on Binance trades 33.5 bps above its index; JCT on Binance, 32.2 bps below.
- IDOL Binance+33.5
- ARIA Binance+33.2
- TA Binance+29.2
- KORU Binance+28.7
- SNXX Binance+17.4
- JCT Binance−32.2
- AKE OKX−20.0
- ONE OKX−16.6
- SOXL OKX−15.3
- CYBER Binance−14.2
← belowabove →
basis.basis_bps100 most traded contracts · now
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Expand the dashboardEvery number is from Aperiodic's own 5-minute bars, 15 minutes behind.