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 $671.5M more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 21:05 UTC, saw $244.0M 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 IDOL +$9.3M; the heaviest selling in ETH −$166.8M.
- IDOL+$9.3M
- ONE+$9.3M
- 1000PEPE+$3.2M
- ARB+$2.9M
- ANTHROPIC+$2.4M
- ETH−$166.8M
- BTC−$85.8M
- ZEC−$70.2M
- HYPE−$50.7M
- SOL−$44.3M
← 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 0.48 bps on IO:SNDK, the 200th: 36 times as much.
- #1BTC0.013 bps
- #2ETH0.045 bps
- #3ZEC0.079 bps
- #5ONE1.97 bps
- #10SNDK0.12 bps
- #25KOMA3.57 bps
- #50ANTHROPIC1.72 bps
- #100ERA1.39 bps
- #200IO:SNDK0.48 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, IO:SNDK, has $813.
- #1BTC$1.1M
- #2ETH$537.9K
- #3ZEC$25.6K
- #5ONE$332
- #10SNDK$16.8K
- #25KOMA$294
- #50ANTHROPIC$1.4K
- #100ERA$341
- #200IO:SNDK$813
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 Binance52% bid
- ETH Binance52% bid
- ZEC Binance49% bid
- SOL Binance50% bid
- ONE Binance49% bid
- XRP Binance43% bid
- SOXL Binance50% bid
- AKE Binance49% bid
- IDOL Binance50% bid
- SNDK Binance50% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $376.0M within 20 price levels at their deepest, 18:05 UTC, and $345.6M at their thinnest, 22:05 UTC: −8.1%.
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 +1.7% and fell most on XYZ:XYZ100 −3.5% over the last 24 hours.
- DOGE+1.7%
- WLFI+0.6%
- CL+0.6%
- XYZ:SP500+0.6%
- XYZ:XYZ100−3.5%
- LIT−2.0%
- XMR−1.4%
- SKHY−1.2%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisARIA on Binance trades 33.6 bps above its index; CYBER on Binance, 118.3 bps below.
- ARIA Binance+33.6
- ESPORTS Binance+25.4
- IDOL Binance+18.5
- CAP Binance+15.5
- SOXL Binance+15.5
- CYBER Binance−118.3
- SIGN Binance−57.5
- KOMA Binance−49.2
- JCT Binance−36.7
- ONE OKX−32.0
← 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.