Cross-exchange order-book heatmap
A time-axis cross-exchange order-book heatmap for BTC, ETH, SOL, BNB, XRP and DOGE perpetuals on Binance, Bybit and OKX. Cells mark wall density per second; mid and best-bid/ask traces overlay so wall persistence, spoofs, and basis stress all read directly. The compact ladder on the right shows the current (or scrubbed) snapshot with bars and per-exchange composition. Drag the canvas horizontally to replay up to 4 hours.
How walls and spoofs read on the heatmap
A persistent wall traces a horizontal smear across the canvas: the same price level repeating across many snapshots. A spoof appears as a vertical speck: one or two snapshots wide, then gone. The cross-exchange order book heatmap surfaces that distinction directly, where a static depth snapshot only shows the latest state. Toggle Exchange to colour each cell by venue and check whether a level was a single-exchange ghost or a real consensus across Binance, Bybit and OKX.
Replay up to four hours of history
Drag the canvas horizontally to pan the time window backward. The compact ladder on the right freezes alongside, showing the snapshot at the cursor's timestamp so you can read exactly what the book looked like at that moment. Replay covers the last four hours of 5-second downsampled snapshots; press Esc or click the LIVE pill to return to the live edge.
When the cross-exchange spread inverts
Cross-exchange basis is normally a few dollars: the highest bid on one venue can sit above the lowest ask on another. The page highlights only meaningful inversions (≥ 0.10 % of mid by default) so the heatmap does not paint constant warnings on the routine basis spread. The threshold is tunable via ?inv_bps=N in the URL. See the methodology for how the per-exchange best quotes are aggregated.