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 $1.76B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:25 UTC, saw $852.9M 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 +$41.5M; the heaviest selling in BTC −$619.4M.
- AKE+$41.5M
- ZEC+$18.8M
- XYZ:XYZ100+$16.4M
- XYZ:SILVER+$14.1M
- BZ+$9.2M
- BTC−$619.4M
- SPCX−$225.2M
- ETH−$204.5M
- SOL−$85.0M
- HYPE−$84.9M
← 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 5.96 bps on GUN, the 200th: 409 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.76 bps
- #5ZEC0.11 bps
- #10XAU0.026 bps
- #25XYZ:SP5000.13 bps
- #50WLD3.36 bps
- #100AAOI2.04 bps
- #200GUN5.96 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$658.9K rests at BTC's best bid and ask on Binance; the 200th most traded, GUN, has $467.
- #1BTC$658.9K
- #2ETH$264.9K
- #3SOXL$84.7K
- #5ZEC$8.1K
- #10XAU$385.2K
- #25XYZ:SP500$236.5K
- #50WLD$18.1K
- #100AAOI$1.1K
- #200GUN$467
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: 54% 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 Binance46% 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, 19:25 UTC, and $337.8M at their thinnest, 22:25 UTC: −30.6%.
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 +25.8% and fell most on SOXL −11.6% over the last 24 hours.
- NVDA+25.8%
- XYZ:XYZ100+14.1%
- SNDK+7.8%
- SKHYNIX+4.7%
- SOXL−11.6%
- ZEC−5.7%
- GOOGL−5.1%
- SKHY−5.0%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisSNXX on Binance trades 67.5 bps above its index; BERA on Binance, 193.2 bps below.
- SNXX Binance+67.5
- KORU Binance+62.1
- MUU Binance+53.6
- NBIS Binance+32.1
- JCT Binance+29.8
- BERA Binance−193.2
- BARD OKX−127.8
- INIT Binance−113.0
- BARD Binance−107.9
- AKE OKX−28.4
← belowabove →
basis.basis_bps100 most traded contracts · now
Expanded, the dashboard has every asset, every chart, the unusual activity feed and a table you can sort.
Expand the dashboardEvery number is from Aperiodic's own 5-minute bars, 15 minutes behind.