What vyx Collects
vyx streams Hyperliquid perpetuals — crypto, tokenized equities, commodities, FX, and indices — and stores the observations that ordinary candles cannot reconstruct later. Everything below is live per candle across the 300+ market universe; derived ratios and scores are computed from formulas in the browser.
Order Book
- Ten depth buckets of bid and ask quantity and quote-notional, sampled inside each candle.
- Best bid, best ask, and spread aggregates (min, max, average, range) in basis points.
- Imbalance, cumulative imbalance, and per-level pressure are derived from the bucket notionals.
Trade Tape
From the aggregated-trade stream, vyx captures intracandle taker flow that a kline summary loses.
- Cumulative volume delta (CVD) high, low, and range — the intracandle swing of buy-minus-sell taker pressure.
- Largest consecutive same-side taker run, for sweep detection.
- Largest single taker print, for spotting oversized (whale) orders.
Derivatives & Positioning
From the mark-price and open-interest feeds, vyx tracks how leveraged positioning is building.
- Funding rate (fraction and basis points) — positive means longs pay shorts.
- Basis and mark premium in basis points — perp dislocation versus last trade and oracle price.
- Open interest and its candle-to-candle change — new positions versus unwinds.
- Liquidation notional by side is not available: Hyperliquid exposes no public market-wide liquidation feed (only per-user data), so this metric is not populated on the current venue.
Microstructure
- Order-flow imbalance (OFI): best-quote add, cancel, and trade flow summed across the candle — a short-horizon pressure measure.
- Microprice: the size-weighted fair value that leans ahead of mid when the book is lopsided.