CRYPTO MICROSTRUCTURE LAB

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Live Metrics

Mid Price
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spread —
Book Imbalance
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Realized Vol (ann.)
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trailing 60s · 1s rets
Order-Flow Imb.
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Trades / sec
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— vol/s
Aggressor Ratio
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buy vol share · 30s

Mid Price · last ~2 min

Order Book · top 15

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Trade Tape

not recording Coinbase public feed · no API key · data logged in-browser only