The Rhythm of Liquidity: Temporal Patterns in Market Depth Researcher's Note: This analysis examines 50,526 minutes of orderbook data from Binance's BTC/FDUSD market between July 1 and August 12, 2025, with Bitcoin trading between $105,394 and $123,386. The dataset captures temporal patterns across 24-hour cycles and weekly rhythms, revealing when liquidity concentrates and disperses. This research identifies predictable time-based patterns that enable traders to optimize execution timing and reduce market impact.
The Architecture of Market Depth: How Liquidity Really Works in Crypto Markets Researcher's Note: This analysis examines 50,526 minutes of orderbook data from Binance's BTC/FDUSD market between July 1 and August 12, 2025, captured via Amberdata's institutional metrics. The dataset tracks market depth at 5, 10, 25, 50, and 100 basis points from mid-price, revealing how liquidity accumulates non-linearly and how bid-ask imbalances distribute across price levels. This research quantifies the structural patterns of electronic market depth to inform institutional execution strategies.
Amberdata Digital Asset Snapshot: Bitcoin ATHs, ETF Shifts, & Global Regulation Last week was defined by historic price achievements and regulatory breakthroughs that fundamentally advanced the cryptocurrency sector's institutional maturation. Bitcoin's surge to a fresh all-time high of $124,000 marked a decisive breakout driven by Federal Reserve pivot expectations and sustained ETF demand, while major regulatory developments, including SEC approval of in-kind ETF redemptions and the UK's reversal of retail crypto ETN restrictions, signaled accelerating mainstream adoption.