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 $1.89B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 02:30 UTC, saw $855.7M 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 +$41.7M; the heaviest selling in BTC −$726.8M.
- AKE+$41.7M
- XYZ:XYZ100+$16.2M
- XYZ:SILVER+$14.4M
- BZ+$8.8M
- XYZ:SKHX+$8.1M
- BTC−$726.8M
- SPCX−$226.0M
- ETH−$212.8M
- SOL−$88.0M
- HYPE−$78.4M
← 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 6.28 bps on DOS, the 200th: 431 times as much.
- #1BTC0.015 bps
- #2ETH0.052 bps
- #3SOXL1.76 bps
- #5ZEC0.11 bps
- #10XAU0.026 bps
- #25XYZ:SP5000.13 bps
- #50WLD3.36 bps
- #100AAOI2.04 bps
- #200DOS6.28 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, DOS, has $916.
- #1BTC$658.5K
- #2ETH$264.8K
- #3SOXL$84.5K
- #5ZEC$8.1K
- #10XAU$384.6K
- #25XYZ:SP500$236.4K
- #50WLD$18.1K
- #100AAOI$1.1K
- #200DOS$916
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. HYPE's leaned most: 53% asks.
- BTC Binance49% bid
- ETH Binance50% bid
- SOXL Binance51% bid
- SOL Binance49% bid
- ZEC Binance53% bid
- SNDK Binance47% bid
- NVDA Binance52% bid
- AKE Binance47% bid
- HYPE Binance47% bid
- XAU Binance53% bid
← asksbids →
l2_imbalance.imbalance_ratio_10top 10 levels · mean · 24 h
How deep is the market through the day?
L2 liquidityThe books held $482.2M within 20 price levels at their deepest, 19:30 UTC, and $324.8M at their thinnest, 22:30 UTC: −32.6%.
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 −12.6% over the last 24 hours.
- NVDA+26.0%
- XYZ:XYZ100+13.0%
- SNDK+8.1%
- SKHYNIX+4.6%
- SOXL−12.6%
- SKHY−5.2%
- GOOGL−4.9%
- ZEC−4.7%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisMUU on Binance trades 63.2 bps above its index; BERA on Binance, 237.1 bps below.
- MUU Binance+63.2
- SNXX Binance+56.4
- KORU Binance+50.7
- XYZ:SKHX Hyperliquid+33.4
- XYZ:MU Hyperliquid+30.8
- BERA Binance−237.1
- INIT Binance−115.7
- BARD OKX−89.8
- BARD Binance−72.3
- AKE OKX−35.2
← 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.