Aperiodic/

marketsEvery perp on Binance, OKX and HyperliquidliquidityOpen interest, volume and depth, coin by coinunusual activityThe perps acting least like their own day
The 200 most traded perps on Binance, OKX and Hyperliquid: crypto, stocks, gold, oil and FX, from Aperiodic's own 5-minute bars, free and 15 minutes behind. Understand these metrics →

Every number here is 15 minutes behind

5m bar 00:35–00:40 UTC

Free, from Aperiodic's own data. The hatched end of each chart marks the 15 minutes left out.

5m bars, 15 minutes behind. The newest runs 00:35–00:40 UTC; the next lands around 01:00 UTC, and the line under this bar fills until it does. Bars are labelled by their open and keyed on capture time: when Aperiodic received each trade, quote and update.

Every metric moves every 15 seconds, just as delayed, each a rolling window over the last 5 minutes, not a 15-second bar; funding, open interest and basis every minute, the finest they are measured at. The day's medians and means roll on with the 5m bars.

459 perpetuals on Binance, OKX and Hyperliquid.

5m bars received in the last 24h: Binance 99.1% (5 with gaps) · OKX 99.5% (6 with gaps) · Hyperliquid 99.4% (2 with gaps).

Plans with live data and more history →
00:40:00 UTC
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The 200 most traded perps · Binance, OKX, Hyperliquid · crypto, stocks, gold, oil, FX

Aperiodic indices on the BTC perp · Binance · last 24 h

All indices →
Aperiodic Cost Index→0.015bps
vs Nvidia 0.61 bps · Gold 0.026 bpsAperiodic Depth Index→$658.2K
vs Nvidia $33.8K · Gold $397.4KAperiodic Impact Index→0.043bps per $1M
vs Nvidia 4.6 bps per $1M · Gold 0.13 bps per $1M

Aperiodic metrics · the 200 most traded perps · built from every trade and order book update

Every perp, A–Z →All metrics →

Are takers buying or selling?

Flow

Takers sold $3.40B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:05 UTC, saw $1.38B of net selling.

+$1.38B0−$1.38B
01:05 UTCnow

flow.volume_delta_notionalall three venues · hourly · 24 h

Which perps are they buying and selling?

Flow

The heaviest net buying was in BZ +$32.7M; the heaviest selling in BTC −$1.72B.

  • BZ+$32.7M
  • AKE+$30.9M
  • XYZ:SILVER+$17.0M
  • CL+$13.2M
  • SOXS+$9.3M
  • BTC−$1.72B
  • ETH−$417.4M
  • SPCX−$233.6M
  • SOL−$120.2M
  • XAU−$116.9M

← soldbought →

flow.taker_buy_sell_ratioevery venue added up · 24 h

What does it cost to cross the spread?

L1 liquidity

Crossing the spread costs 0.015 bps on BTC, the most traded perp, and 1.06 bps on OKB, the 200th: 73 times as much.

  • #1BTC0.015 bps
  • #2ETH0.052 bps
  • #3SOXL1.57 bps
  • #5SOL1.25 bps
  • #10SPCX0.71 bps
  • #25XYZ:SP5000.13 bps
  • #50INJ1.27 bps
  • #100PONS6.66 bps
  • #200OKB1.06 bps

l1_liquidity.spread_bpsbusiest contract · median · 24 h

How much size waits at the best price?

L1 liquidity

$658.2K rests at BTC's best bid and ask on Binance; the 200th most traded, OKB, has $954.

  • #1BTC$658.2K
  • #2ETH$269.3K
  • #3SOXL$87.6K
  • #5SOL$157.0K
  • #10SPCX$17.4K
  • #25XYZ:SP500$111.8K
  • #50INJ$2.2K
  • #100PONS$3.3K
  • #200OKB$954

l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h

Which way are the books leaning?

L2 imbalance

6 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
  • AKE Binance49% bid
  • SPCX Binance46% bid

← asksbids →

l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h

How deep is the market through the day?

L2 liquidity

The books held $488.9M within 20 price levels at their deepest, 20:05 UTC, and $349.9M at their thinnest, 22:05 UTC: −28.4%.

$488.9M$349.9M
01:05 UTCnow

l2_liquidity.bid_agg_20 + ask_agg_20top 20 levels · all three venues · hourly

Where is leverage building?

Open interest

Among the 30 largest markets, open interest grew most on XYZ:XYZ100 +24.7% and fell most on SOXL −13.5% over the last 24 hours.

  • XYZ:XYZ100+24.7%
  • NVDA+9.8%
  • SKHYNIX+8.8%
  • SNDK+6.7%
  • SOXL−13.5%
  • BZ−10.6%
  • XAU−8.0%
  • XYZ:NVDA−6.4%

← closedopened →

open_interest.open_interest30 largest markets · 24 h

Which perps trade away from their index?

Basis

JCT on Binance trades 36.3 bps above its index; BARD on Binance, 248.1 bps below.

  • JCT Binance+36.3
  • XYZ:SKHX Hyperliquid+23.9
  • AKE Binance+21.0
  • SKHYNIX OKX+20.5
  • SKHY Binance+18.6
  • BARD Binance−248.1
  • BARD OKX−221.4
  • INIT Binance−177.9
  • EWY Binance−19.6
  • AKE OKX−17.4

← 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 dashboard

Every number is from Aperiodic's own 5-minute bars, 15 minutes behind.