Own collection · Binance · spot & futures

Order book depth, turned into time series.

Price is the rear-view mirror. The order book is the road ahead. PRIZMA records what is still standing in the book, around the clock, and turns it into something you can measure.

Open the indicators What is collected

Market depth, last 7 days

Bid against ask, mid-range band, hourly

What you get

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Our own collection

Collectors run around the clock against public Binance endpoints. There is no third-party feed in the middle that can be switched off or repriced.

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Depth as a series

Resting size at seven distances from the mid price, sampled every minute across the whole spot market and reduced to hourly bars.

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Nothing borrowed on trust

Levels and rules taken from elsewhere are tested against our own data before use — and marked plainly when they fail to reproduce.

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History that survives

Depth history reaches back to November 2023 and keeps growing, independent of any subscription that might lapse.

The data

Nov 2023start of the depth history

every minutehow often the book is sampled

7 bandsdistances from the mid price

spot & futuresboth markets collected

1 h · 1 mbar sizes available

24 / 7collection never pauses

Depth bands

For every symbol and every minute the resting size is summed cumulatively at seven distances from the mid price, separately for bids and asks.

1.5%3%5%8%15%30%60%

What is collected

Stream	Detail
order book	REST snapshots across the market, plus a websocket-maintained book for the deepest symbols
trades	continuous tape
liquidations	continuous
open interest	hourly, perpetual contracts only
long / short	hourly account and position ratios
candles	one-minute and hourly, spot and futures

How it is built

Distributions, not levels. A threshold in dollars goes stale by construction, so rules are expressed in percentiles of each symbol's own history.
Seams stay visible. Where two data sources meet, every row carries its origin and the join is never smoothed over. A window that crosses a seam is flagged, not averaged.
Every claim is measured. Identification of a series, a band, or a parameter is settled by a control that can fail — never by assumption.

Charting

The front end currently runs on TradingView Lightweight Charts (Apache 2.0), served by a datafeed that already speaks the UDF protocol.

Why Advanced Charts. Order book work needs what a full charting shell provides: drawing tools that persist, multi-pane layouts, custom indicators alongside the built-in library, and the symbol search and interval handling users already know. The datafeed speaks UDF today, so the migration path is short.

See it working. Five indicators are drawn from our own collection on the indicators page.

The market right now

Two free TradingView widgets, shown as context. They carry TradingView's own data, not ours.

Crypto heatmap

Crypto screener

Charting technology

Charts on this site are powered by Lightweight Charts™, a free and open-source library by TradingView, where traders and investors follow global markets.