Market Data

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.

Order-book pressure

• 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.