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 $3.82B more than they bought across Binance, OKX and Hyperliquid over the last 24 hours. The heaviest hour, 03:25 UTC, saw $1.49B 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 −$2.04B.
- BZ+$32.0M
- AKE+$32.0M
- XYZ:SILVER+$17.1M
- CL+$12.3M
- XYZ:SKHX+$10.8M
- BTC−$2.04B
- ETH−$496.7M
- SPCX−$225.5M
- SOL−$126.8M
- XAU−$116.3M
← 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 XYZ:CRWV, the 200th: 134 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
- #200XYZ:CRWV1.94 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, XYZ:CRWV, has $4.0K.
- #1BTC$651.6K
- #2ETH$268.0K
- #3SOXL$87.1K
- #5SOL$156.2K
- #10AKE$545
- #25XYZ:XYZ100$170.3K
- #50INJ$2.3K
- #100AAOI$744
- #200XYZ:CRWV$4.0K
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: 53% 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 Binance47% 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, 19:25 UTC, and $337.8M at their thinnest, 22:25 UTC: −30.6%.
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 XYZ:XYZ100 +25.6% and fell most on SOXL −13.3% over the last 24 hours.
- XYZ:XYZ100+25.6%
- NVDA+8.7%
- SKHYNIX+8.4%
- SNDK+7.0%
- SOXL−13.3%
- BZ−11.1%
- XYZ:NVDA−8.4%
- XAU−7.8%
← closedopened →
open_interest.open_interest30 largest markets · 24 h
Which perps trade away from their index?
BasisJCT on Binance trades 33.3 bps above its index; BARD on OKX, 226.5 bps below.
- JCT Binance+33.3
- KORU Binance+26.2
- MSTR Binance+19.3
- SOXL Binance+18.2
- AKE Binance+16.8
- BARD OKX−226.5
- INIT Binance−161.2
- BARD Binance−122.8
- SHELL Binance−37.4
- AKE OKX−32.4
← 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 dashboardEvery number is from Aperiodic's own 5-minute bars, 15 minutes behind.