Pulse
Each market's last 30 days carved into the segments a trader would draw — trends and consolidations — and every segment annotated with what the flow behind it says: who was buying, who was covering, who absorbed. Drag a chart to pan back through the story. Written from measured microstructure data, refreshed hourly.
A price chart shows the result; the pulse explains the cause. The desk analyst reads each market's history as enriched data — every candle carrying the tape, book, and positioning behind it: cumulative volume delta, open-interest change, funding, resting-book imbalance, large prints and one-sided runs, and how much of the volume repeat large wallets printed — and carves the chart into its chapters the way a trader marks one up, writing what the flow says drove each move. Every number beside a chapter is measured from collected data, never generated. Nothing is predicted and nothing is advised — it is a forensic read of what actually happened, segment by segment.
The same microstructure data drives the live vyx desk, where you can scan the whole Hyperliquid universe with composable signals, or read the microstructure library to go deeper on any of the measures used here.