Aperiodic indices on the BTC perp · Binance · 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 $2.39B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:20 UTC, saw $854.0M 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 AKE +$41.3M; the heaviest selling in BTC −$1.05B.
- AKE+$41.3M
- ZEC+$19.6M
- XYZ:SILVER+$14.4M
- XYZ:XYZ100+$10.6M
- BZ+$10.2M
- BTC−$1.05B
- ETH−$351.1M
- SPCX−$225.6M
- SOL−$100.6M
- HYPE−$89.7M
← soldbought →
flow.taker_buy_sell_ratioevery venue added up · 24 h
What does it cost to cross the spread?
L1 liquidityCrossing the spread costs 0.015 bps on BTC, the most traded perp, and 1.94 bps on VIRTUAL, the 200th: 133 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.76 bps
- #5ZEC0.11 bps
- #10XAU0.026 bps
- #25XYZ:SP5000.13 bps
- #50CRCL1.60 bps
- #100AAOI2.04 bps
- #200VIRTUAL1.94 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$658.3K rests at BTC's best bid and ask on Binance; the 200th most traded, VIRTUAL, has $1.4K.
- #1BTC$658.3K
- #2ETH$265.3K
- #3SOXL$84.7K
- #5ZEC$8.0K
- #10XAU$385.4K
- #25XYZ:SP500$236.6K
- #50CRCL$6.2K
- #100AAOI$1.1K
- #200VIRTUAL$1.4K
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. HYPE's leaned most: 53% asks.
- BTC Binance49% bid
- ETH Binance49% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance47% bid
- HYPE Binance47% bid
- XAU Binance53% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $486.5M within 20 price levels at their deepest, 19:20 UTC, and $332.5M at their thinnest, 22:20 UTC: −31.7%.
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 NVDA +25.5% and fell most on SOXL −11.3% over the last 24 hours.
- NVDA+25.5%
- XYZ:XYZ100+19.4%
- SNDK+7.1%
- SKHYNIX+4.8%
- SOXL−11.3%
- ZEC−5.6%
- GOOGL−5.3%
- SKHY−4.7%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisSNXX on Binance trades 69.1 bps above its index; BERA on Binance, 188.8 bps below.
- SNXX Binance+69.1
- MUU Binance+52.4
- KORU Binance+42.8
- BULLA Binance+37.0
- JCT Binance+32.6
- BERA Binance−188.8
- BARD Binance−146.2
- BARD OKX−142.5
- INIT Binance−113.3
- AKE OKX−34.3
← 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.