Order Book Depth
Exchange | Latest | Avg ↑ | P95 | Max | Fill | Best Venue | Samples |
|---|
 Binance | - | - | - | - | - | - | 0 |
 Bybit | - | - | - | - | - | - | 0 |
 Hyperliquid | - | - | - | - | - | - | 0 |
 Lighter | - | - | - | - | - | - | 0 |
 Coinbase | - | - | - | - | - | - | 0 |
 Kalshi | - | - | - | - | - | - | 0 |
Historical Order Book Depth and Price Impact
Loris Tools provides historical order book depth and precomputed slippage series for cryptocurrency and RWA perpetual futures. Compare price impact over time across Binance, Bybit, Hyperliquid, Lighter, Coinbase, and Kalshi for standard USD order sizes, buy and sell sides, and multiple chart resolutions.
Historical Crypto Perp Liquidity Analytics
Use historical depth to study how liquidity changes during volatile crypto markets, RWA trading sessions, funding events, and exchange-specific dislocations. The history view helps quantify venue quality, fill probability, bid and ask imbalance, and execution cost across perpetual futures markets.