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Hi!

We built this page while iterating on crypto futures trading algorithms, to give us a better intuition for what prices look like across exchanges and how those relationships change over time.

Data is streamed from 4 exchanges that list Bitcoin/USD Inverse Perpetual contracts, through separate WebSocket connections. The combined order book view at the bottom shows price levels and aggregate available volumes. Charts at the top summarise price changes/volume share/current weighted midpoint.

This is still somewhat of an MVP and we'd be keen to hear any thoughts/suggestions :)

We've written a bit more on our thinking behind it here: https://coinlobster.medium.com/coinlobster-live-combined-ord...

Just read the liquidations blog posts... good stuff!