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 $2.42B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:00 UTC, saw $1.01B 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 +$41.7M; the heaviest selling in BTC −$960.4M.
- AKE+$41.7M
- XYZ:SILVER+$14.1M
- XYZ:XYZ100+$10.1M
- XYZ:SKHX+$9.7M
- SOXS+$9.5M
- BTC−$960.4M
- ETH−$331.1M
- SPCX−$230.6M
- SOL−$107.8M
- HYPE−$91.3M
← 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 1.94 bps on VIRTUAL, the 200th: 133 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.77 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25XYZ:XYZ1000.36 bps
- #50WLD3.37 bps
- #100ZRO0.64 bps
- #200VIRTUAL1.94 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$651.6K rests at BTC's best bid and ask on Binance; the 200th most traded, VIRTUAL, has $1.4K.
- #1BTC$651.6K
- #2ETH$264.7K
- #3SOXL$85.9K
- #5ZEC$8.2K
- #10SPCX$22.7K
- #25XYZ:XYZ100$168.1K
- #50WLD$18.3K
- #100ZRO$481
- #200VIRTUAL$1.4K
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 Binance50% bid
- ETH Binance50% 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 $487.4M within 20 price levels at their deepest, 20:00 UTC, and $338.8M at their thinnest, 23:00 UTC: −30.5%.
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 +27.0% and fell most on SOXL −9.3% over the last 24 hours.
- NVDA+27.0%
- SNDK+6.4%
- XYZ:XYZ100+5.9%
- SKHYNIX+4.8%
- SOXL−9.3%
- SKHY−6.1%
- GOOGL−4.0%
- ZEC−3.4%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisARIA on Binance trades 17.7 bps above its index; BARD on OKX, 120.7 bps below.
- ARIA Binance+17.7
- SNXX Binance+16.1
- XYZ:BRENTOIL Hyperliquid+13.9
- KORU Binance+13.2
- BZ Binance+9.20
- BARD OKX−120.7
- BARD Binance−77.0
- BERA Binance−45.3
- AKE OKX−17.3
- CRCL Binance−9.64
← 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.