edgedepth EARLY ACCESS
DESK · QUANT · API

The research record, at desk scale.

Native high-resolution BBO and full-depth capture across Binance and Hyperliquid, plus the deterministic engine behind EdgeDepth research, sized for a team or a fleet of agents through the REST API and MCP. Current research access spans 660+ Binance USDT-M crypto and TradFi perpetuals; Hyperliquid backfill and cross-exchange research are in active implementation.

ACCESS
REST API · MCP
RESULTS
REPRODUCIBLE
FEATURE STORE
33 SEARCHABLE
LIVE VENUES
BINANCE + HYPERLIQUID
Focused EdgeDepth order-flow workspace with price chart, depth profile, DOM ladder and time and sales
SOURCE DATA, IN CONTEXT Top of book, full depth and executed flow remain synchronized by symbol instead of arriving as disconnected datasets.
WHAT YOU GET

High-resolution source data and a research layer you can reproduce.

The source capture matters. EdgeDepth records native-rate per-symbol Binance bookTicker plus sub-second per-coin Hyperliquid BBO: every received best-bid and best-ask price and quantity change, preserved per symbol. It pairs that symbol-specific top of book with trades, depth, liquidations and market state instead of reducing BBO to an occasional exchange-wide sample.

The research layer turns that capture into something a desk can query and verify: a versioned feature store, a deterministic grammar, and results anyone can rerun byte for byte and cite. High-volume REST and MCP access let a team or agent fleet use both layers without rebuilding the data path.

  • +High-volume research API and MCP: the full grammar (scans, snapshots, cohorts, commonality), metered for a team or a fleet of agents
  • +The computed feature store, versioned: 33 features across the current Binance research record, not raw ticks you re-derive
  • +Native top-of-book capture: native-rate per-symbol Binance bookTicker plus sub-second per-coin Hyperliquid BBO, with every received best-bid and best-ask price and quantity change, preserved per symbol
  • +Reproducible research at scale: pinned reports, reproducibility keys, CSV, byte-identical reruns your whole desk can cite
  • +Standing definitions and alerts at volume, with priority scan execution
  • +Deeper history and custom coverage, scoped to your desk
TALK TO US
Scope a desk plan: [email protected]

Tell us your pairs, volume, cadence, and whether you need the API, MCP, reports or raw capture. Typical first response within two business days.

Or try the research engine free first →
RAW CAPTURE, ON REQUEST

Full-depth history, when you need the ticks.

The underlying capture includes trades, full-depth L2, high-resolution per-symbol BBO, liquidations, open interest and funding across 660+ Binance USDT-M crypto and TradFi perpetuals, plus every Hyperliquid perpetual. Binance data includes native-rate dedicated @bookTicker streams; Hyperliquid includes sub-second per-coin BBO and full 20-level books. We scope deliveries per desk by venue, symbols, window, datasets and cadence.

The public searchable feature store is currently Binance-scoped. Hyperliquid history is still being backfilled; it becomes searchable and replayable once it passes the same completeness checks as the Binance record. Cross-exchange research is in the works, and results will always say which venue they came from before any Binance-to-Hyperliquid comparison is allowed.

FREE EVENT BUNDLES

Big moves, free to download.

For selected major events we publish the raw capture behind the replay (trades, full-depth book deltas, liquidations) as tick-timestamped parquet, free. Download it, backtest it, teach with it, verify it against the terminal tick for tick.

Each bundle links its archived event, so you can watch the same ticks you're holding. New drops are announced on X. For research or educational use.