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 $2.21B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:20 UTC, saw $854.0M 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 −$911.0M.
- AKE+$41.7M
- XYZ:SILVER+$14.0M
- XYZ:XYZ100+$12.3M
- XYZ:SKHX+$9.6M
- AAPL+$8.5M
- BTC−$911.0M
- ETH−$262.6M
- SPCX−$230.0M
- SOL−$102.0M
- HYPE−$88.0M
← 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 1.76 bps on RAM, the 200th: 121 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.77 bps
- #5ZEC0.11 bps
- #10SPCX0.72 bps
- #25XYZ:XYZ1000.36 bps
- #50WLD3.36 bps
- #100UAI2.58 bps
- #200RAM1.76 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$658.5K rests at BTC's best bid and ask on Binance; the 200th most traded, RAM, has $863.
- #1BTC$658.5K
- #2ETH$263.3K
- #3SOXL$85.7K
- #5ZEC$8.2K
- #10SPCX$22.3K
- #25XYZ:XYZ100$158.1K
- #50WLD$18.2K
- #100UAI$287
- #200RAM$863
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: 57% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance48% bid
- NVDA Binance52% bid
- AKE Binance47% bid
- HYPE Binance47% bid
- SPCX Binance43% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $486.5M within 20 price levels at their deepest, 19:20 UTC, and $332.5M at their thinnest, 22:20 UTC: −31.7%.
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 +27.1% and fell most on SOXL −9.6% over the last 24 hours.
- NVDA+27.1%
- SNDK+8.0%
- XYZ:XYZ100+6.8%
- SKHYNIX+4.5%
- SOXL−9.6%
- SKHY−5.8%
- GOOGL−4.0%
- BZ−3.5%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisBULLA on Binance trades 25.5 bps above its index; BARD on OKX, 134.5 bps below.
- BULLA Binance+25.5
- ARIA Binance+18.0
- JCT Binance+13.7
- MUU Binance+11.7
- NVDA OKX+9.86
- BARD OKX−134.5
- BERA Binance−106.0
- INIT Binance−102.5
- BARD Binance−101.5
- AKE OKX−23.6
← 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.