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 $2.21B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 15:10 UTC, saw $957.7M 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 +$42.8M; the heaviest selling in BTC −$873.8M.
- AKE+$42.8M
- XYZ:SILVER+$14.3M
- SOXS+$13.2M
- XYZ:XYZ100+$10.4M
- AAPL+$8.7M
- BTC−$873.8M
- ETH−$240.7M
- SPCX−$231.5M
- SOL−$102.0M
- HYPE−$85.0M
← 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 5.54 bps on SLX, the 200th: 380 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25BARD7.12 bps
- #50AVAX1.20 bps
- #100AAOI2.05 bps
- #200SLX5.54 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$621.9K rests at BTC's best bid and ask on Binance; the 200th most traded, SLX, has $183.
- #1BTC$621.9K
- #2ETH$258.6K
- #3SOXL$84.9K
- #5ZEC$8.2K
- #10SPCX$23.4K
- #25BARD$4.2K
- #50AVAX$5.1K
- #100AAOI$1.2K
- #200SLX$183
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance7 of the 10 most traded books leaned to the ask over the day. SPCX's leaned most: 56% asks.
- BTC Binance49% bid
- ETH Binance49% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- AKE Binance46% bid
- HYPE Binance47% bid
- SPCX Binance44% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $490.5M within 20 price levels at their deepest, 20:10 UTC, and $340.0M at their thinnest, 22:10 UTC: −30.7%.
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 +27.8% and fell most on SOXL −8.9% over the last 24 hours.
- NVDA+27.8%
- XYZ:XYZ100+7.6%
- SNDK+6.9%
- SKHYNIX+4.5%
- SOXL−8.9%
- SKHY−5.7%
- GOOGL−3.7%
- ZEC−3.0%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 44.9 bps above its index; BARD on OKX, 149.4 bps below.
- BULLA Binance+44.9
- JCT Binance+28.9
- IDOL Binance+28.0
- ARIA Binance+18.2
- TSLA Binance+6.48
- BARD OKX−149.4
- BARD Binance−139.5
- BERA Binance−96.7
- AKE Binance−81.1
- AKE OKX−67.2
← 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.