Market data and signals
Data & signals

The data a strategy can act on.

What each source actually measures, how a rule can use it, and where it misleads people. Every one of these has a limitation worth knowing before you trade on it.

Liquidation Data

Forced closes that show which side was over-positioned

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Funding Rates

The periodic payment tying perps to spot price

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Open Interest

Total open derivative contracts, and what their change means

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Order Book Data

Resting bids and asks, depth, and what it costs to cross

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On-Chain Data

Wallet activity and transfers recorded on the chain itself

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Exchange Inflows & Outflows

Transfers into and out of exchange wallets

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Market Sentiment

Aggregated positioning and mood indicators

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Technical Indicators

Moving averages, RSI, MACD and the rest of the toolkit

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Cumulative Volume Delta

Taker buying minus taker selling, accumulated over time

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Volume Profile & VWAP

Volume distributed by price level, and the volume-weighted average

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Long/Short Ratio

Exchange-reported positioning across accounts and top traders

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Stablecoin Supply & Flows

Stablecoin supply, minting, and balances held on exchanges

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Token Unlocks & Vesting

Scheduled releases of locked team, investor and treasury tokens

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ETF Flows

Creations and redemptions in spot crypto exchange-traded funds

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Volatility Indices

Implied volatility indices such as DVOL, and realised volatility

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Seasonality & Time-of-Day

Hour, weekday and session patterns in liquidity and volatility

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Volume Data

Traded volume, where it is real, and what it confirms

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Bid-Ask Spread Analysis

The gap between best bid and best ask, and what it signals

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Market Data Levels (L1, L2, L3)

Level 1, 2 and 3 exchange feeds, and which one a strategy needs

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Liquid Edge

Turn any of these feeds into a live rule.

Your keys, your account, your rules. We only send the orders.

  • Nineteen data sources
  • A worked rule on each
  • Where the data comes from