dYdX Market Depth Dashboard

Pre-May 12, 2026 baseline vs. last-12-hour median · per-ticker spread, depth, slippage and maker coverage

Before: median pre May 12 Now: last 12h median Volume: 30d median OI: live
GFDS quoted liquidity
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Avg 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 column headers for definitions.

Methodology & column definitions
  • Before means median over the baseline window 2026-04-26 00:00 UTC through May 11, computed from 1-minute snapshots.
  • Now means median over the last 12 hours at report generation, computed from the same 1-minute snapshots.
  • Lattice Depth Before: Lattice maker's own quoted depth from dydx1javmgpng0a2dpdpmnqpt0qxw67laaay26yymnp. Each minute, we sum L0–L6 USD on both sides; missing minutes count as 0; we take the median over the baseline.
  • GFDS Depth: GFDS's own quoted depth from dydx1ewy24uwrvhz2h6h2cua6y5l6dqmfjlvtcl7yxq and dydx1t3kmc3xfgkzylfn9s7nfzesta4jjn7dm0ewgtc, same per-minute summing rule, median over the last 12 hours.
  • GFDS Coverage: GFDS_12h_median / Lattice_before_median × 100. 100% means GFDS has fully replaced Lattice's prior quoting on this ticker; 0% means GFDS is not picking up the gap. A dash means Lattice never quoted this ticker before, so coverage is undefined.
  • Spread / Depth / Slippage "Now" columns are bookwide medians over the last 12 hours. The delta chips show the percent change vs. the pre-May-12 baseline; red = worse for traders, green = better, threshold ±5%.
  • Open Interest: Live from https://indexer.dydx.trade/v4/perpetualMarkets as openInterest × oraclePrice for ACTIVE markets only.
  • Volume: 30-day median of market-wide daily volume, from the merged liquidity dataset. Bookwide, not maker-specific.
  • Dashes: "—" means there were no rows for that maker/ticker in the measured window, or the derived value is undefined (e.g. coverage when Lattice never quoted before).
  • Share link: The "Copy share link" button encodes your search, market-type filter, sort, and all range filters into the URL hash. Anyone opening that link sees the exact same filtered, sorted table.
  • API-only rows (greyed out): tickers active on dYdX right now that had no rows in the historical dataset.