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 $2.33B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:45 UTC, saw $815.7M 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 +$46.1M; the heaviest selling in BTC −$950.5M.
- AKE+$46.1M
- XYZ:SILVER+$14.4M
- SOXS+$14.4M
- XYZ:XYZ100+$8.8M
- AAPL+$8.6M
- BTC−$950.5M
- ETH−$262.5M
- SPCX−$225.7M
- SOL−$105.2M
- HYPE−$91.6M
← 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 1.56 bps on PYTH, the 200th: 107 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.78 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25BARD7.13 bps
- #50AVAX1.21 bps
- #100AAOI2.05 bps
- #200PYTH1.56 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$614.8K rests at BTC's best bid and ask on Binance; the 200th most traded, PYTH, has $725.
- #1BTC$614.8K
- #2ETH$255.6K
- #3SOXL$84.7K
- #5ZEC$8.2K
- #10SPCX$23.7K
- #25BARD$4.2K
- #50AVAX$5.2K
- #100AAOI$1.2K
- #200PYTH$725
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 $491.7M within 20 price levels at their deepest, 19:45 UTC, and $335.2M at their thinnest, 22:45 UTC: −31.8%.
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 −8.3% over the last 24 hours.
- NVDA+27.8%
- XYZ:XYZ100+8.3%
- SNDK+6.9%
- SKHYNIX+4.6%
- SOXL−8.3%
- SKHY−5.7%
- GOOGL−3.7%
- ZEC−3.1%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 38.9 bps above its index; AKE on OKX, 158.5 bps below.
- BULLA Binance+38.9
- ARIA Binance+19.2
- MUU Binance+18.2
- SNXX Binance+10.7
- JCT Binance+10.2
- AKE OKX−158.5
- AKE Binance−114.3
- BARD OKX−111.5
- BARD Binance−101.2
- BERA Binance−71.0
← 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.