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 $2.41B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:30 UTC, saw $855.7M 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 +$51.8M; the heaviest selling in BTC −$962.4M.
- AKE+$51.8M
- XYZ:SILVER+$14.1M
- SOXS+$12.3M
- AAPL+$7.8M
- XYZ:XYZ100+$7.1M
- BTC−$962.4M
- ETH−$273.7M
- SPCX−$227.4M
- SOL−$113.9M
- HYPE−$93.1M
← 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 2.67 bps on LAB, the 200th: 182 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.73 bps
- #25BARD7.18 bps
- #50AVAX1.21 bps
- #100PAXG0.026 bps
- #200LAB2.67 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$599.8K rests at BTC's best bid and ask on Binance; the 200th most traded, LAB, has $418.
- #1BTC$599.8K
- #2ETH$251.6K
- #3SOXL$83.6K
- #5ZEC$8.1K
- #10SPCX$24.0K
- #25BARD$4.1K
- #50AVAX$5.1K
- #100PAXG$52.4K
- #200LAB$418
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 Binance50% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- AKE Binance46% bid
- HYPE Binance46% 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 $482.2M within 20 price levels at their deepest, 19:30 UTC, and $324.8M at their thinnest, 22:30 UTC: −32.6%.
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 +26.0% and fell most on SOXL −8.4% over the last 24 hours.
- NVDA+26.0%
- XYZ:XYZ100+8.6%
- SNDK+6.5%
- XYZ:NVDA+6.5%
- SOXL−8.4%
- SKHY−5.2%
- GOOGL−3.7%
- BTC−3.5%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisIDOL on Binance trades 201.5 bps above its index; AKE on OKX, 204.8 bps below.
- IDOL Binance+201.5
- BULLA Binance+24.7
- ARIA Binance+18.0
- JCT Binance+14.7
- MSTR Binance+11.2
- AKE OKX−204.8
- AKE Binance−137.0
- BERA Binance−119.1
- BARD OKX−93.6
- BARD Binance−69.8
← 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.