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 $2.31B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:35 UTC, saw $828.4M 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 +$42.7M; the heaviest selling in BTC −$940.6M.
- AKE+$42.7M
- XYZ:SILVER+$14.4M
- SOXS+$13.8M
- XYZ:XYZ100+$10.7M
- AAPL+$8.6M
- BTC−$940.6M
- ETH−$262.9M
- SPCX−$230.1M
- SOL−$103.8M
- HYPE−$86.7M
← 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 1.56 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
- #100AGT2.18 bps
- #200PYTH1.56 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$615.3K rests at BTC's best bid and ask on Binance; the 200th most traded, PYTH, has $725.
- #1BTC$615.3K
- #2ETH$255.7K
- #3SOXL$84.9K
- #5ZEC$8.2K
- #10SPCX$23.6K
- #25BARD$4.2K
- #50AVAX$5.2K
- #100AGT$306
- #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 $484.2M within 20 price levels at their deepest, 18:35 UTC, and $332.5M at their thinnest, 22:35 UTC: −31.3%.
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 +27.6% and fell most on SOXL −8.9% over the last 24 hours.
- NVDA+27.6%
- XYZ:XYZ100+7.5%
- SNDK+6.8%
- SKHYNIX+4.7%
- SOXL−8.9%
- SKHY−5.8%
- GOOGL−3.6%
- ZEC−3.0%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 37.0 bps above its index; AKE on OKX, 234.5 bps below.
- BULLA Binance+37.0
- JCT Binance+32.9
- IDOL Binance+25.7
- SOXL OKX+16.1
- XYZ:SOXL Hyperliquid+15.4
- AKE OKX−234.5
- AKE Binance−181.8
- BARD Binance−125.4
- BARD OKX−121.8
- BERA Binance−84.8
← 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.