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 $1.02B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 15:15 UTC, saw $407.5M 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 +$11.5M; the heaviest selling in BTC −$359.4M.
- ONE+$11.5M
- IDOL+$8.8M
- XYZ:BRENTOIL+$5.2M
- AKE+$4.2M
- SPCX+$3.6M
- BTC−$359.4M
- ETH−$227.1M
- ZEC−$109.3M
- SOL−$43.6M
- XRP−$38.3M
← 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$527.7K
- #3ZEC$27.0K
- #5XRP$82.4K
- #10HYPE$16.4K
- #25ENA$3.4K
- #50CT$238
- #100ZRO$862
- #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 Binance53% 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 $375.5M within 20 price levels at their deepest, 14:15 UTC, and $330.9M at their thinnest, 22:15 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 −3.7% over the last 24 hours.
- DOGE+1.4%
- NEAR+1.0%
- XYZ:SP500+0.9%
- WLFI+0.5%
- ZEC−3.7%
- XYZ:XYZ100−3.5%
- SKHY−2.3%
- XMR−1.7%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisTA on Binance trades 43.8 bps above its index; CYBER on Binance, 29.2 bps below.
- TA Binance+43.8
- IDOL Binance+38.5
- ESPORTS Binance+37.9
- ARIA Binance+34.6
- AIN Binance+21.2
- CYBER Binance−29.2
- ONE OKX−19.7
- TRUMP OKX−17.0
- PUMP OKX−16.2
- ICNT Binance−14.7
← belowabove →
basis.basis_bps100 most traded contracts · now
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