RWA · Commodity perp
| Venue | Atlas ID | Price | 24h | Open interest | Funding | Basis, bps | Spread, bps | Top depth | Buy/sell |
|---|---|---|---|---|---|---|---|---|---|
| Binance | perpetual-XAU-USDT:USDT | 3,891.0 | -3.23% | $699.1M | +0.0113% | +5.80 | 0.025 | $412.3K | 0.91 |
| OKX | perpetual-XAU-USDT:USDT | 3,891.0 | -3.24% | $264.6M | +0.0577% | +8.80 | 0.25 | $366.4K | 0.89 |
| Hyperliquid | perpetual-XYZ:GOLD-USDC:USDC | 3,883.4 | -3.24% | $302.5M | +0.0031% | +7.22 | 0.25 | $233.7K | 0.69 |
pip install "aperiodic[polars]"from datetime import date
from aperiodic import get_metrics
# Gold (XAU), `l1_liquidity`, hourly, on 3 venues
for exchange, symbol in [
("binance-futures", "perpetual-XAU-USDT:USDT"),
("okx-perps", "perpetual-XAU-USDT:USDT"),
("hyperliquid-perps", "perpetual-XYZ:GOLD-USDC:USDC"),
]:
df = get_metrics(
api_key="YOUR_API_KEY",
metric="l1_liquidity",
exchange=exchange,
symbol=symbol,
interval="1h",
timestamp="exchange",
start_date=date(2026, 9, 30),
end_date=date(2026, 10, 30),
)
print(exchange, df.head())Read https://aperiodic.io/start.md and follow it. Then, for the Gold (XAU) perps on Binance, OKX and Hyperliquid over the last 30 days: which venue is cheapest to trade it on, and when (`l1_liquidity`, `slippage`)?