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 $3.84B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:20 UTC, saw $1.59B 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 BZ +$32.0M; the heaviest selling in BTC −$2.05B.
- BZ+$32.0M
- AKE+$31.7M
- XYZ:SILVER+$17.1M
- CL+$11.9M
- XYZ:SKHX+$11.3M
- BTC−$2.05B
- ETH−$505.6M
- SPCX−$225.3M
- SOL−$129.3M
- XAU−$115.4M
← 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 3.48 bps on STX, the 200th: 240 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.56 bps
- #5SOL1.25 bps
- #10AKE3.13 bps
- #25XYZ:XYZ1000.35 bps
- #50INJ1.29 bps
- #100AAOI1.91 bps
- #200STX3.48 bps
l1_liquidity.spread_bpsbusiest contract · median · 24 h
How much size waits at the best price?
L1 liquidity$648.5K rests at BTC's best bid and ask on Binance; the 200th most traded, STX, has $1.2K.
- #1BTC$648.5K
- #2ETH$268.7K
- #3SOXL$87.1K
- #5SOL$156.4K
- #10AKE$546
- #25XYZ:XYZ100$169.5K
- #50INJ$2.3K
- #100AAOI$744
- #200STX$1.2K
l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h
Which way are the books leaning?
L2 imbalance6 of the 10 most traded books leaned to the ask over the day. SPCX's leaned most: 54% asks.
- BTC Binance50% bid
- ETH Binance50% bid
- SOXL Binance50% bid
- ZEC Binance53% bid
- SOL Binance49% bid
- SNDK Binance47% bid
- NVDA Binance51% bid
- XAU Binance51% bid
- SPCX Binance46% bid
- AKE Binance49% 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 XYZ:XYZ100 +25.5% and fell most on SOXL −13.6% over the last 24 hours.
- XYZ:XYZ100+25.5%
- NVDA+8.6%
- SKHYNIX+7.5%
- SNDK+6.7%
- SOXL−13.6%
- BZ−11.1%
- XYZ:NVDA−8.3%
- XAU−7.8%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisKORU on Binance trades 33.1 bps above its index; BARD on OKX, 209.2 bps below.
- KORU Binance+33.1
- JCT Binance+27.0
- MSTR Binance+24.1
- SNXX Binance+21.1
- AKE Binance+20.0
- BARD OKX−209.2
- INIT Binance−174.8
- BARD Binance−146.6
- AKE OKX−32.8
- NEAR OKX−9.30
← 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.