dYdX Market Depth Dashboard

Before vs. After May 12, 2026 · median spread, depth and slippage per ticker

Charts: 4h buckets, last 14d Lattice / GFDS depth: 1m snapshots Open Interest: live from dYdX API
Lattice coverage
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GFDS coverage
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Spread change
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Depth drops
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Per-ticker comparison

Default sort: highest Open Interest first · Click any header to sort · Hover headers and Lattice/GFDS cells for definitions and sample counts.

Methodology & column definitions
  • Lattice Depth (before / after): Lattice maker's own quoted depth from address dydx1javmgpng0a2dpdpmnqpt0qxw67laaay26yymnp. For each minute, we sum every USD on the buy side and sell side across levels L0–L6. Missing minutes count as 0. We show the median per window (before May 12 / after May 12). Hover a cell to see the count of quoted minutes vs. total minutes.
  • GFDS Depth: GFDS's own quoted depth from dydx1ewy24uwrvhz2h6h2cua6y5l6dqmfjlvtcl7yxq and dydx1t3kmc3xfgkzylfn9s7nfzesta4jjn7dm0ewgtc, summed and median'd over the last 24 hours. Same missing-minute = 0 rule.
  • Spread (bps): Median bid-ask gap in basis points, bookwide. 1 bps = 0.01%. Lower = tighter quoting = better for traders.
  • Depth (quote USD): Sum of resting orders within ±100 bps of mid, both sides, bookwide. Higher = more cushion before price moves.
  • Slippage (bps): Median execution cost above mid for a $100,000 market order, averaged across buy and sell.
  • Open Interest: Live from https://indexer.dydx.trade/v4/perpetualMarkets as openInterest × oraclePrice for ACTIVE markets only.
  • Volume 24h: 14-day median of market-wide 24h volume from mm-performance snapshots. Bookwide, not maker-specific.
  • Dashes: a "—" means there were no quote rows for that maker/ticker in the measured window. A displayed 0 means rows existed but the median is zero (the maker was absent for most minutes).
  • Delta chips: small colored badges next to each "after" value show the percent change vs. before. Threshold ±5%. For spread and slippage, red = wider/more expensive (worse for traders). For depth and Lattice depth, red = liquidity dropped, green = liquidity grew.
  • API-only rows (greyed out): tickers active on dYdX right now that did not have historical rows in the depth dataset.
Double-click a legend entry to isolate that ticker · single-click to toggle on/off · Use the 1d / 3d / 14d buttons (top-right of each chart) to zoom the x-axis.

Spread (bps)

Median bid-ask spread per 4-hour window. Lower is tighter.

Total market depth — Ask + Bid at ±100 bps

Sum of available liquidity on both sides within 100 bps of mid, in quote currency.

Slippage — $100k order (bps)

Median of buy and sell slippage for a $100,000 order, in basis points.