Taker flow streaks
How many completed UTC hours in a row each contract has seen net taker buying or net taker selling.
Window: the 24 completed UTC hours → (end exclusive). Streaks are anchored at the latest completed hour and counted backward. Cached until the next UTC hour (at most 5 minutes); failed reads are not cached.
Up to 50 perpetual contracts, one exact contract per coin from the existing screener universe, ranked by stored volume in the preceding 24 completed UTC hours. Only Binance, Bybit and Hyperliquid linear USDT / USDC / Hyperliquid USD contracts qualify; namespaced (HIP-3) and ticker-collision markets are excluded. Venues and spot / perp are never merged.
An hour counts only with all 60 minute bars, each with known quote volume and a taker buy split between zero and that volume. Net flow = taker buys − taker sells = 2 × taker buys − volume. An hour is buying or selling when |net| ≥ $10K and ≥ 2% of its volume; otherwise it is neutral. A neutral, opposite or unavailable hour ends the run, and a missing hour is never treated as balanced.
A 24-hour run means at least 24 hours: its beginning is outside the window. This describes observed taker flow only; it does not predict the next price move.
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Current taker flow runs
| Venue / contract | Run | Hours | Run window (UTC) | Run net flow (USD) | Run split volume (USD) | Research |
|---|---|---|---|---|---|---|
| No ranked contracts. Coverage status is shown above. | ||||||