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Data definitions & methodology

The canonical definition of every metric on PerpFinder — what the number means, exactly how it is computed, and how often it refreshes. Machine-readable version: /llms-full.txt. Last reviewed 2026-07-10.

Funding rate

The periodic payment between longs and shorts that tethers a perpetual futures price to its underlying index; positive funding means longs pay shorts.

Methodology: Pulled live from each exchange’s public API (predicted/current rate for the upcoming interval). Rates are shown per exchange interval (typically 8h, some 1h) and are NOT re-annualized in tables unless labelled as such.

Update cadence: Refreshed every 60–300 seconds

Shown on: /tools/funding-rates · /asset/{symbol} · /perps/{venue}

Open interest (OI)

The total notional value of all outstanding perpetual futures positions on a venue — one side counted, in USD.

Methodology: CEX OI is fetched directly from each exchange’s public API (contracts × mark price where the API reports contracts). DEX OI comes from on-chain venue APIs or DefiLlama’s open-interest dimension. The aggregate "Total perp OI" sums CEX + DEX — a combined figure most trackers do not publish.

Update cadence: Refreshed every 60–300 seconds; daily snapshot committed to history

Shown on: /open-interest · /tools/open-interest · /asset/{symbol}

Reported volume (24h/7d/30d)

Trading volume as reported by the venue itself, in USD notional, over the trailing window.

Methodology: CEX volume from each exchange’s public ticker/stats API; DEX volume from DefiLlama’s derivatives dimension (protocol-reported, taker side only). Reported volume is NOT adjusted for wash trading or zero-fee inflation — see normalized volume.

Update cadence: Refreshed every 5–15 minutes; daily snapshot committed to history

Shown on: /perps · /tools/volume

Bid-ask spread

The distance between the best bid and best ask, expressed in basis points of the mid price; the cost of crossing half the book once.

Methodology: Computed from a live order-book snapshot per venue: (bestAsk − bestBid) / midPrice, halved for a one-way fill and expressed in bps.

Update cadence: Live snapshot per request (≤90s cache)

Shown on: /tools/cost-comparison

Slippage (price impact)

How far your average fill price moves away from mid when a market order walks the order book at your chosen size, in basis points.

Methodology: We simulate filling the selected USD size against a live depth snapshot from each venue’s public order-book API, compute the volume-weighted average price (VWAP), and express VWAP vs mid in bps. Venues whose books are too thin for the size are flagged "insufficient depth". Oracle-priced venues (GMX, Jupiter, Gains, Ostium and similar) execute at the oracle mid, so slippage is 0 by design and only the fee applies.

Update cadence: Live snapshot per request (≤90s cache)

Shown on: /tools/cost-comparison

Total trading cost

The all-in cost of a round trip at your size: taker/maker fee + half the bid-ask spread + slippage, in bps and USD.

Methodology: total_cost_bps = fee_bps + spread_bps + slippage_bps. Fees are the venue’s verified base schedule (no promos) unless a VIP tier or referral discount is explicitly toggled on. No other public comparison combines all three components from live books.

Update cadence: Live per request

Shown on: /tools/cost-comparison

VIP fee tier

The maker/taker schedule a CEX grants at a given 30-day trading volume, per that exchange’s published ladder.

Methodology: Each exchange’s full published VIP ladder is stored verbatim (volume thresholds → maker/taker) and verified against the exchange’s fee page. The simulator picks the tier your entered 30-day volume qualifies for.

Update cadence: Verified manually; CI guard blocks drift between datasets

Shown on: /tools/vip-fees · /tools/cost-comparison

Referral discount

The fee reduction (usually rebated) a new account gets when signing up through a partner link, as a fraction of the trading fee.

Methodology: Rates reflect the actual kickback configured in each partner program for PerpFinder’s links — they are program-specific settings, not public defaults. Applied after any VIP tier in the cost model. PerpFinder earns a commission on referred accounts; rankings are never affected.

Update cadence: Operator-maintained

Shown on: /deals · /tools/cost-comparison

Liquidations (24h)

The USD notional of leveraged positions force-closed by exchanges’ risk engines over the trailing window, split long vs short.

Methodology: Aggregated across major CEX and DEX venues from liquidation feeds (Coinalyze plus venue APIs). CEX liquidation prints are known to be under-reported by some venues; treat absolute totals as a floor.

Update cadence: Refreshed every 60–300 seconds

Shown on: /tools/liquidations

Long/short ratio

The balance of long vs short positioning among accounts (or notional) on a venue, as published by that venue.

Methodology: Venue-reported ratios (account-based unless noted). Definitions differ per exchange — ratios are comparable over time on one venue, not directly across venues.

Update cadence: Refreshed every 5 minutes

Shown on: /tools/long-short

Premium / basis

How far the perp trades above (premium) or below (discount) the spot/oracle reference price, in bps — the pressure funding exists to correct.

Methodology: perp mark (or mid) vs spot index per venue, from live APIs. Persistent positive premium with positive funding = crowded longs.

Update cadence: Refreshed every 60–300 seconds

Shown on: /tools/premium

TVL (total value locked)

The USD value of assets deposited in a DEX’s contracts (vaults, margin, LP pools) — a solvency/liquidity signal, not a volume signal.

Methodology: From DefiLlama’s TVL dataset per protocol (their open-source adapters). CEXs have reserves, not TVL; the two are never mixed in one column.

Update cadence: Refreshed hourly

Shown on: /tvl · /perps/{venue}

Protocol fees & revenue

Fees = what traders paid the protocol over the window; revenue = the share kept by the protocol/token holders after supply-side payouts.

Methodology: DEX figures from DefiLlama’s fees dimension (adapter-computed, methodology linked per protocol). CEX fee revenue is not published — where shown it is an estimate from volume × blended fee rate and is labelled as such.

Update cadence: Refreshed every 15 minutes

Shown on: /fees

Fear & Greed Index

A 0–100 composite of market sentiment (volatility, momentum, dominance, social signals); 0 = extreme fear, 100 = extreme greed.

Methodology: Sourced from alternative.me’s published index; shown with its own history.

Update cadence: Daily

Shown on: /tools/fear-greed

Spotted an error or a venue where our number disagrees with yours? See how we test for the verification process, or use the data via the free public API— attribution “Data: PerpFinder” appreciated.