Recorded · Replayable · Researchable
Crypto market
microstructure data.
Order books, trades and positioning, recorded together. Watch live, replay covered markets and test ideas against the record.
Recorded since 15 July 2025 · Own full-depth capture from 15 May 2026 · 87 searchable features over 670 Binance USDT-M crypto perpetuals
New to the subject? Read the crypto market microstructure guide →
BR/USDT · Binance Futures · Live production capture, 17 Sep 2026 · Sampled resting depth as bands, received trades as bubbles, linked order book · Select image for full capture
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One clock
Book updates, quotes, trades, liquidations, open interest and funding are recorded together per symbol, so a study or a replay never has to align datasets from different vendors.
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Three ways in
Watch it live in the browser terminal, replay any covered market and time tick by tick, or search the record for every minute a condition occurred and what followed.
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Reproducible by design
A result carries its exact definition, scope, counts and a same-scope reference, with a reproducibility key, so the browser, the REST API and MCP return the same answer for the same document.
What is recorded
The whole tape, not a sampled summary.
Binance USDT-M: the full-depth order book and the native-rate per-symbol best bid and offer, with every received price and quantity change preserved. Hyperliquid: full 20-level books and sub-second per-coin BBO for every perpetual. Bybit: 50-level book snapshots every 100 ms, with the top of book. Trades, reported liquidations, open interest and funding are recorded beside them on all three venues.
See the depth record and its start dates ↗
SOPH/USDT · Binance Futures · Production capture, 8 Sep 2026 · Sampled resting depth, received trades and the linked DOM in the real-time view
Actual saved AKE comparison · 111 completed matches · One market, 5 Aug to 4 Sep 2026 · Descriptive price outcomes
From capture to evidence
Search the record for every time it happened.
The research engine reads 87 searchable features from the record on a one-minute grid across 670 Binance USDT-M crypto perpetuals, since 15 July 2025. Define a condition, choose markets and dates, then read how many minutes matched, what followed and how that compares with the same markets and dates unconditionally. The browser, the REST API and MCP use the same engine and the same exact documents.
Explore a completed study ↗Stream by stream
What each venue records.
Every stream is EdgeDepth's own observation of the public feed, kept with its received time. Start dates and replay reach per venue are on the depth history page; per-market dates and streams are on the coverage page.
Start dates and replay reach per venue ↗ · Dates and streams per market ↗ · The Hyperliquid position layer ↗
Where it is used
One record, four ways to reach it.
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Live terminal
Chart, DOM and tape free; the real-time depth view and advanced liquidation layers on Pro. Binance USDT-M, Hyperliquid and Bybit perpetuals.
Explore the live terminal ↗ - 02
Tick replay
A public recorded demo without an account. 90 days of Binance replay on Pro, the recorded book on Research, plus the Hyperliquid and Bybit recordings so far.
Explore tick replay ↗ - 03
Research engine, API and MCP
87 searchable features across 670 Binance USDT-M crypto perpetuals, with counts, references and forward outcomes. Public reports are free to read; new computations use credits.
Read the API documentation ↗ - 04
Desk delivery
Raw capture scoped per desk by venue, symbols, window, datasets and cadence, beside high-volume API and MCP access. Write to [email protected].
Read about data for teams ↗
Coverage differs by surface
Live coverage is Binance USDT-M, Hyperliquid and Bybit perpetuals. Searchable research history is Binance USDT-M today, from 15 July 2025. Order-book replay covers windows from 15 May 2026; earlier days are searchable but hold trades and candles only, so they cannot be replayed on any plan. Hyperliquid replay recordings cover about six weeks so far and Bybit about two weeks.
Sampling and gaps
The real-time view displays depth in 100 ms bins and can group dense trade history; the record keeps the received updates. Where nothing was observed, the chart labels a gap instead of filling it, and missing research observations are counted separately, never treated as zero.
Reported liquidations are incomplete
Binance publishes at most one liquidation message per symbol in roughly a second, so busy moments undercount and completeness is unknown. Received notional is not total liquidation volume, and missing reports are not estimated.
BBO and depth research in development
Research conditions computed from the recorded best bid and offer and order-book depth are being built into the research engine. They stay out of public results until their derived data and coverage pass validation; the reading library lists what is searchable today.
Coverage and plan access vary. Compare plans · See what is in development
Explore it for yourself
Start from the record, not a screenshot.
Search the recorded market, replay a covered move, or scope raw capture for your desk.
Recorded since 15 July 2025 · Own full-depth capture from 15 May 2026 · 87 searchable features over 670 Binance USDT-M crypto perpetuals