MASK on
DELAYED 15 MIN…Updates by itself every minute
MASK perp · Binance USDT
5-minute bars · the last 24 hours
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Taker buys minus taker sells, in dollars: which side crossed the spread harder in each bar.
volume_delta_notional
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One-sided taker flow times volatility, each scored against the day so far: the bars where takers pushed hard into a moving market.
flow_toxicity_score
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How evenly taker notional split between buying and selling. Low entropy means one side had the market to itself.
flow_entropy
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How far the price moved per unit of signed taker flow inside the bar. Spikes are bars where a little flow moved the price a lot.
kyle_like_lambda
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What the average taker trade paid against the prevailing quote, in basis points.
slippage_bps_mean
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The longest unbroken run of buys against the longest run of sells: which side kept hitting, and for how long.
run_imbalance
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Volume printed on upticks over volume on downticks: whether trades were lifting the price or leaning on it.
uptick_downtick_volume_ratio
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Volatility from every trade-to-trade return inside the bar, for the 5 minutes and not annualised.
realized_vol
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The share of realized variance that bipower variation doesn’t explain: how much of the move came in jumps rather than drift.
jump_ratio
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How far the price travelled from its high to its low inside the bar, in basis points.
range_bps
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Dollars resting at the best bid and the best ask together, at the bar’s close.
total_dollar_depth
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Size resting in the top 10 levels of both sides, averaged over the bar and priced in dollars.
bid_agg_10_avg + ask_agg_10_avg
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Bids against asks across the top 10 levels, from −1 to 1: above zero, the book leaned to the bid.
imbalance_ratio_10
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The rate the venue showed at the bar’s close, per funding period. Positive means longs pay shorts.
funding_rate
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Contracts open, as the change since the first bar of the window.
open_interest_contracts
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