See the whole market move, not just the candles
Every Binance USDT-M pair and every Hyperliquid perp, live in one browser window: the chart, the full order book, every trade as it prints, and where leveraged positions are set to break. Free, no card.
The data underneath: native-rate per-symbol Binance bookTicker plus sub-second per-coin Hyperliquid BBO, meaning every received best-bid and best-ask price and quantity change, preserved per symbol.
180 FPS is an observed result on one setup. Frame rate varies with hardware, browser, viewport and enabled layers.
One window. The whole book.
The terminal shows what's happening under the chart, not just the chart. Price, the resting order book, the tape, real forced liquidations and the liquidation map share one canvas, so your eye never leaves the flow.
- +Candles, Heikin Ashi, line, Renko, footprint cluster, footprint profile and TPO views
- +1-second to 1-day candles, with 1s-30s timeframes on Pro
- +Chart with liquidation heatmap · leverage tiers 25× 50× 75× 100×
- +GPU order-book depth heatmap with historical liquidity and a continuously updated live column
- +native-rate per-symbol Binance bookTicker plus sub-second per-coin Hyperliquid BBO, preserving every received top-of-book price and quantity change per symbol
- +Real-time follow mode on every chart view
- +Notional-sized liquidation bubbles and outsized trade-print highlighting
- +DOM ladder and tape stacked as one order-flow column
- +Order-book depth, volume profile and liq profile on the price axis
- +847 Binance USDT-M crypto and TradFi perpetuals, plus every Hyperliquid perpetual, including USDT-settled Binance TradFi-linked perps, 24/7
REAL-TIME DEPTH
Watch resting orders meet executed trades.
RT puts observed resting liquidity, sampled best bid/ask steps and trade bubbles on one price axis. Historical price groups and the calibrated color scale stay fixed as new orders arrive.
A bubble center marks its received execution price and timestamp. Its size represents trade value and its color the aggressor side. Trades and sampled quotes describe separate observations, so a print can sit outside the drawn spread.
Choose RT in the timeframe menu. Toggle trade bubbles, a trade-price line or observed one-second candles; choose auto market sizing or a manual quote-value minimum. Set fixed price fidelity or explicitly recalibrate colors in Layers > Depth settings.
Continuous playback and pause work with recorded trades and synchronized depth. RT keeps up to two minutes of observed depth in 100ms display bins; it does not reconstruct unobserved history.
RT depth after seeking is limited: history clears and waits for a valid seed plus continuous deltas. Current local packs can lose depth continuity when jumping ahead from their opening seed. Open the recording at its start and play through the move.
Hosted live RT is a Pro view. The open-source renderer and local packs need no Pro account; depth depends on the connected feed or recording.
Choose the view that answers the question.
Start with a clean price view when you need direction. Switch to footprint or market profile when you need to see who traded where. The book, tape, liquidation layers and replay clock stay attached while the chart changes.
- +Heikin Ashi smooths candle noise so trend structure reads faster
- +Renko strips out fixed time and prints only meaningful price movement
- +Footprint cluster shows bid and ask volume at each traded price
- +Same-price and diagonal footprint imbalances, with configurable ratios and consecutive stacked highlights.
- +Footprint profile turns each bar's traded volume into a shape you can compare
- +TPO shows where the market spent time, with value area and point of control
Local TUT v2 recording from 9 August 2026, paused at 07:03:53 UTC. Closed-minute footprints with diagonal 3:1 comparisons and three-level stacks. Select the image to inspect it at full size.
Live footprints accumulate observed trades and can be partial after joining or reconnecting. Completed minute snapshots replace observed volume when available.
Replay footprints use closed minutes at the replay clock. Missing or future volume is not invented.
The open-source terminal includes these rendering tools. Hosted data and history access are separate; available layers depend on the connected feed or recorded pack.
A perpetual-market DOM you can read at speed.
Dedicated per-symbol Binance bookTicker and sub-second per-coin Hyperliquid BBO updates drive the best bid and offer, large prints flag on the tape, and real-time mode keeps the chart locked to the live edge.
- +Bid/ask sizes with depth bars, spread row pinned
- +Large-print highlighting on the tape
- +0.1 / 1.0 / 10 price grouping · USD or coin sizing
See where forced flow can start.
The liquidation heatmap estimates where leveraged positions break; bands brighten as fuel accumulates and go black once consumed. On Hyperliquid it adds real open positions at their exchange-reported liquidation prices. Forced liquidations print as bubbles sized by dollar value, VPIN gauges how one-sided the flow is, and open interest and funding stay on the same chart.
- +Universal liquidation heatmap with 25×-100× modeled leverage tiers
- +Real Hyperliquid liquidation levels with actual leverage filtering and visible census coverage
- +Confirmed forced-liquidation markers sized by USD notional
- +VPIN flow-toxicity gauge
- +Open interest, funding countdown, long/short ratio
- +24h liquidations feed, long and short totals
- +Volume, CVD, RSI, MACD, funding, open interest and VPIN subplots
Want to study a move after the fact? Open tick-by-tick replay. Want to know how often the same conditions occurred? Search the recorded market.

