Public Updates

/options now reads the listed BTC and ETH option chains of every options venue we record and sums them by default: open interest per expiry, strike and type is added across venues and each venue's mark implied volatility is weighted by its open interest, so the walls, dealer gamma exposure, zero-gamma level and term structure describe the listed market as a whole. A venue switch shows one chain at a time, and a share bar above the walls shows where the open interest sits. Bybit and Binance chains are on file from 2026-09-21; OKX and Delta Exchange (India platform) chains are recorded from the next daily capture at 00:25 UTC, so their history starts there. Settlement differs by venue and open interest is counted in coins everywhere. DVOL remains Deribit's index and the implied volatility surface stays on Deribit's chain. The same scope reaches /api/public/options (?venue=, all venues by default), the paid options-oi-history route (venue filter) and the options-oi-daily dataset (venue column).

Both venues' public liquidation sockets print an auto-deleveraging counterparty as a second row with the opposite side at the same millisecond, price and quantity (about 3.6 percent of Gate rows and 5 percent of HTX rows, concentrated in the largest prints). Checked against the venues' own liquidation histories: Gate lists the counterparty as a position that was only reduced, HTX lists neither leg. A worker job now reconciles the last 40 minutes every five minutes and removes those rows; the retained 30 days were cleaned and the daily table re-rolled. Pairs the histories list as two full closes stay, because those are two liquidations that filled each other. /liquidations and the daily dataset reflect the cleaned counts.

BitMEX shut down on 2026-09-23 at 04:00 UTC. It is no longer listed on /venues, in the coverage matrix or in the venue snapshot, settlement and withdrawal network collectors, and its venue page answers 410 Gone. Rows recorded before the shutdown keep the exchange value bitmex in the history tables and datasets.

/orderbook now also reads the spot books of Bitfinex, BingX, Crypto.com, Backpack, Binance US, Poloniex, LBank, Bitrue, XT, HashKey, DigiFinex, Bullish, WEEX, Deribit, Aster, Bitvavo, Independent Reserve and BtcTurk. A venue is in when its public book is quoted in USDT, USDC or USD and returns 100 or more levels reaching past 0.5% of mid, or the whole book, with real orders near price. The venue table shows how far each book reaches; past that point a bin is unknown, not zero. Every venue we probed and left out is counted on /coverage, and /api/public/coverage carries the dated reason for each: public books too thin to use, books quoted only in local currencies, or no spot market. The free API, the paid 5-minute history and the MCP tool get_orderbook_depth carry the same venues. A book whose size is not corroborated (at least half as deep as Binance's within 2% on BTC with no spot volume in our venue snapshots, or a venue claiming more BTC spot volume than Binance) is recorded and shown with a held out tag but left out of the sums, walls and headline numbers.

/turkey-premium now leads with the Turkey Premium Index, built like the Kimchi premium: the BTC-TRY reference against the global BTCUSDT price at the ECB USD/TRY rate, in basis points, split into a dollar leg (USDT/TRY against the official rate) and a crypto leg. A fixed, published scale turns it into a 0 to 100 score with five regimes (50 is the world price). The page opens with a full-width index chart for BTC, ETH and USDT, a chart of the two legs and a bar chart of every exchange's own implied premium. The index is in the JSON API (index block, index_bps per pair and per minute), the daily CSV, the x402 minute history, the MCP tool and the stream channel.

/turkey-premium reads the public order books of BtcTurk, Bitlo, CoinTR, OKX TR, Binance TR, Bybit TR, KuCoin TR and Bitexen every minute, validates each book (two-sided, sorted, spread within 50 bps or 30 bps on USDT-TRY, fresh within 90 s) and publishes five reference prices (BTC-TRY, ETH-TRY, USDT-TRY, BTC-USDT, ETH-USDT) as the median of eligible books, with the Turkey premium in basis points via USDT/TRY against the Binance global price and the lira dollar premium against the ECB fix. Every venue's status, spread and depth are shown; fewer than two eligible venues means null, never a filled-in number. JSON at /api/public/turkey-premium, free daily CSV turkey-premium-daily, minute rows on x402 turkey-premium-history, MCP tool get_turkey_premium (npm 0.27.0), stream channel turkey.

The US spot ETF tracker now reads BlackRock's own IBIT page every day (shares outstanding, NAV, net assets) as a source independent of the flow tape: shares × NAV is checked against the tape's net assets and the day-over-day change becomes an issuer-implied flow. The series ships as the free etf-issuer-daily dataset on /data, and the whole product finally has a JSON twin at /api/public/etf.

The options flow tape now records OKX option trades next to Deribit; every print carries its venue in the table, the public API and the paid depth route. Every LiqMap coin page gained a copy-paste embed snippet for the script-free liquidation ladder widget.

LiqMap expanded to 100 symbols with exchange-reported liquidation prints from Binance, Bybit, OKX, Gate and HTX layered over the estimated map.

New public instrument measuring BTC held in quantum-vulnerable address types, refreshed daily from our own Bitcoin node. First measurement: 1,936,281 BTC (9.65% of supply). See /quantum.

Launched /cot, /options, /premium, /flow, /options-flow, /slippage, /events, /incidents and /oi-leaderboard, each with a public API and daily metric recording.

Liquidation heatmap launched with a 5-exchange aggregate leverage model and a real-liquidation layer on BTC, ETH and SOL. See /liqmap.