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 $1.01B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 15:35 UTC, saw $270.8M 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 +$9.4M; the heaviest selling in BTC −$359.7M.
- ONE+$9.4M
- IDOL+$9.2M
- XYZ:BRENTOIL+$5.1M
- SPCX+$4.5M
- AKE+$4.2M
- BTC−$359.7M
- ETH−$223.5M
- ZEC−$110.3M
- SOL−$42.8M
- XRP−$39.8M
← 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 2.96 bps on JTO, the 200th: 224 times as much.
- #1BTC0.013 bps
- #2ETH0.045 bps
- #3ZEC0.077 bps
- #5XRP0.86 bps
- #10HYPE0.13 bps
- #25ENA0.62 bps
- #50ARB0.60 bps
- #100ZRO0.61 bps
- #200JTO2.96 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$1.1M rests at BTC's best bid and ask on Binance; the 200th most traded, JTO, has $1.9K.
- #1BTC$1.1M
- #2ETH$530.5K
- #3ZEC$27.1K
- #5XRP$82.1K
- #10HYPE$16.2K
- #25ENA$3.4K
- #50ARB$1.4K
- #100ZRO$862
- #200JTO$1.9K
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 Binance54% bid
- ETH Binance53% bid
- ZEC Binance51% bid
- SOL Binance49% bid
- XRP Binance43% bid
- ONE Binance48% bid
- AKE Binance49% bid
- SOXL Binance47% 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, 18:35 UTC, and $336.9M at their thinnest, 22:35 UTC: −10.4%.
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 XYZ:XYZ100 −4.0% over the last 24 hours.
- DOGE+1.4%
- XYZ:SP500+0.9%
- NEAR+0.7%
- WLFI+0.5%
- XYZ:XYZ100−4.0%
- ZEC−3.5%
- SKHY−2.3%
- XMR−2.1%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisSNXX on Binance trades 42.1 bps above its index; KOMA on Binance, 23.3 bps below.
- SNXX Binance+42.1
- ESPORTS Binance+37.7
- IDOL Binance+37.5
- ARIA Binance+26.5
- KORU Binance+21.5
- KOMA Binance−23.3
- CYBER Binance−22.4
- JCT Binance−22.2
- MET Binance−16.5
- SOXS Binance−12.1
← belowabove →
basis.basis_bps100 most traded contracts · now
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