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 $2.43B 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 +$51.2M; the heaviest selling in BTC −$1.00B.
- AKE+$51.2M
- XYZ:SILVER+$14.2M
- SOXS+$13.1M
- AAPL+$8.4M
- XYZ:SKHX+$7.6M
- BTC−$1.00B
- ETH−$279.8M
- SPCX−$225.7M
- SOL−$108.3M
- HYPE−$95.6M
← 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
- #10SPCX0.73 bps
- #25BARD7.14 bps
- #50AVAX1.21 bps
- #100PIEVERSE1.18 bps
- #200PYTH1.56 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$606.2K rests at BTC's best bid and ask on Binance; the 200th most traded, PYTH, has $740.
- #1BTC$606.2K
- #2ETH$254.3K
- #3SOXL$84.3K
- #5ZEC$8.1K
- #10SPCX$23.7K
- #25BARD$4.1K
- #50AVAX$5.1K
- #100PIEVERSE$157
- #200PYTH$740
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 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 +26.0% and fell most on SOXL −8.6% over the last 24 hours.
- NVDA+26.0%
- XYZ:XYZ100+8.7%
- SNDK+6.7%
- XYZ:NVDA+6.5%
- SOXL−8.6%
- SKHY−5.3%
- GOOGL−3.7%
- BTC−3.2%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 37.8 bps above its index; AKE on OKX, 831.2 bps below.
- BULLA Binance+37.8
- JCT Binance+34.2
- MUU Binance+19.2
- ARIA Binance+17.6
- SNXX Binance+13.8
- AKE OKX−831.2
- AKE Binance−726.1
- BARD OKX−117.0
- BARD Binance−108.7
- BERA Binance−104.1
← 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.