Where resting orders sit, which big orders were pulled before the price got there, and who is actually buying or selling.
Natural gas · commodity perp on Hyperliquid (deployed by xyz)
Same symbol, different market: NATGAS (Binance and Lighter perpetual)
Free covers BTC, ETH and HYPE: the current order book, walls and the last 24 hours of CVD and taker flow. Pro unlocks every covered coin with 7 days of history; Desk and API Pro everything stored.
Pro opens soonA price bucket with at least five times the resting orders of its neighbours, checked every 5 seconds. When it disappears we check the trades in between: if the price never reached it, it was pulled before touch; if it did, it was traded into. Who placed it, and whether it was spoofing, cannot be told without order-level data.
Cumulative volume delta: taker buys minus taker sells in USD, added up from the start of the window. It comes from every trade of the venues whose trade streams we record, summed per minute. A rising line means aggressive buyers dominate.
Hyperliquid publishes its book in aggregated levels: we keep a fine view (about ±2% around the price) and a coarse one, and store a snapshot every 30 seconds. For the exchanges we keep our own copy of the book from their live streams, about ±5% around the price.
Order books in full detail for 48 hours, then every 5 minutes for 30 days; taker flow per minute for 8 days and per hour for 400 days.