Aperiodic

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Aperiodic turns raw crypto order book and trade data into 220 point-in-time microstructure, liquidity and order-flow metrics across 19 datasets, including Kyle's lambda, Amihud illiquidity, flow toxicity and slippage in basis points. Coverage is Binance futures, OKX perps and Hyperliquid perps, at intervals from 1m to 1d. The raw trades, quotes and derivatives data behind the metrics are available too. You pull everything as parquet with a CLI, a REST API or the Python SDK (pip install aperiodic). The preview slice needs no signup. Self-serve plans run $29 to $1,249 a month, billed yearly, with a personal licence; raw data is on the Prime + Raw plan. Commercial use is on the Institutional plan.