EdgeDepth: crypto & tradfi microstructure research, replay & order flow

The market's memory, searchable and replayable.

EdgeDepth records 660+ Binance USDT-M perpetual futures markets continuously and losslessly: crypto plus TradFi perps tracking Nvidia, QQQ, gold, silver and oil. These are USDT-settled derivatives, not direct primary-market feeds. The terminal renders every trade, full-depth order-book update, liquidation print, open-interest change and funding update live, and replay reconstructs any recorded window tick by tick.

The research engine turns that record into a market microstructure search engine. Describe a condition, point at a moment, or combine frozen features; EdgeDepth returns every eligible occurrence with coverage, denominators, forward outcomes, base rates, cohort comparisons, a deterministic receipt and a one-click replay. Run it directly, over the API, or from an AI agent through MCP.

The searchable record is currently scoped to Binance USDT-M. Hyperliquid support is coming soon, with deeper Binance and Hyperliquid history entering research only after source integrity and deterministic feature-store backfill checks pass.

The same record powers a permanent archive of named market events and guided lessons that teach order-flow reading inside real events rather than diagrams of them.

Recorded, not repainted.

Everything on the site is generated from the capture itself. Event pages are templated from each event's own measured numbers (move, liquidations, duration, key moments); nothing is narrative-generated or estimated after the fact. If it renders in the terminal, it exists in the record.

Spotted something that looks wrong in an archived event? Tell us at [email protected] and we will check it against the raw capture and correct the record where warranted. Details on datasets and licensing live on the data page.

Built and operated from New Zealand.

EdgeDepth is an independent product, built and operated from New Zealand, currently in early access. The infrastructure (capture, storage, replay and the terminal) is developed and run in-house.

General questions: [email protected] or the contact page. Data and licensing: [email protected]. Legal pages: terms, privacy, risk disclaimer.

See it, don't read about it.

The fastest way to understand EdgeDepth is to search the recorded market, watch a result in replay, open the public demo (no account), or read the two-minute explainer.