The metrics BlackForge measures
107 metrics, 120 columns per row
Updated
Every measurement BlackForge publishes for a pair, per closed 5-minute window, across nine spot venues. Each is a measurement, never a trade call. The plan tag on each row is the lowest plan that can query it, and each metric links to its own reference page with live values across all nine venues. New to these terms? The glossary defines the families in plain language, and coverage by venue lists what each exchange carries.
- Free39
- Pro73
- Max and Ultra120
- Pay per call120
Keys
4 columnsWhat identifies a row: the venue, the pair and the window it covers.
exchangeExchangeindexFreeThe exchange the snapshot came from.
symbolSymbolindexFreeThe trading pair the snapshot describes.
tsSnapshot timemsFreeThe time the 5-minute window closed.
ingestedAtIngested timemsFreeThe time the snapshot was written to storage.
Depth bands
14 columnsHow much is resting on the book within fixed percentage distances of the price.
Defined in the glossary: Order book depth.
Resting sell liquidity from the best ask up to 30% above it.
Resting sell liquidity from the best ask up to 60% above it.
Resting sell liquidity from the best ask up to 100% above it.
Resting sell liquidity from the best ask up to 200% above it.
Resting sell liquidity from the best ask up to 300% above it.
Resting sell liquidity from the best ask up to 400% above it.
All resting sell liquidity in the order book we maintain for that venue.
Resting buy liquidity from the best bid down to 5% below it.
Resting buy liquidity from the best bid down to 10% below it.
Resting buy liquidity from the best bid down to 15% below it.
Resting buy liquidity from the best bid down to 20% below it.
All resting buy liquidity in the order book we maintain for that venue.
How far above the best ask, in percent, the order book we maintain actually reaches in this window.
How far below the best bid, in percent, the order book we maintain actually reaches in this window.
Order ladders
14 columnsThe shape of the resting book: how size stacks across successive rungs on each side.
Defined in the glossary: Order book imbalance.
Resting buy liquidity in the slice from 0 to 3% below top of book.
Resting buy liquidity in the slice from 3 to 6% below top of book.
Resting buy liquidity in the slice from 6 to 9% below top of book.
Resting buy liquidity in the slice from 9 to 12% below top of book.
Resting buy liquidity in the slice from 12 to 15% below top of book.
Resting buy liquidity in the slice from 15 to 18% below top of book.
Resting buy liquidity in the slice from 18 to 21% below top of book.
Resting sell liquidity in the slice from 0 to 3% above top of book.
Resting sell liquidity in the slice from 3 to 6% above top of book.
Resting sell liquidity in the slice from 6 to 9% above top of book.
Resting sell liquidity in the slice from 9 to 12% above top of book.
Resting sell liquidity in the slice from 12 to 15% above top of book.
Resting sell liquidity in the slice from 15 to 18% above top of book.
Resting sell liquidity in the slice from 18 to 21% above top of book.
Trade flow
10 columnsWhat actually traded: taker buy versus sell volume, counts, average sizes and prices.
Defined in the glossary: Taker buy and sell volume.
Total value of taker-buy trades in the window.
Total value of taker-sell trades in the window.
Number of taker-buy trades in the window.
Number of taker-sell trades in the window.
Plain average price of taker-buy trades in the window.
Plain average price of taker-sell trades in the window.
Average size of taker-buy trades in base coin units.
Average size of taker-sell trades in base coin units.
Value of the single largest taker-buy trade in the window.
Value of the single largest taker-sell trade in the window.
Outsized trades
19 columnsCounts and totals of trades far above the pair’s own recent average size, at four thresholds, split by side.
Defined in the glossary: Order flow.
Trades at least 1.5 times the average trade size in the window.
Trades at least 2 times the average trade size in the window.
Trades at least 3 times the average trade size in the window.
Taker-buy trades at least 1.5 times the average trade size.
Taker-buy trades at least 2 times the average trade size.
Taker-buy trades at least 3 times the average trade size.
Taker-buy trades at least 6 times the average trade size.
Taker-sell trades at least 1.5 times the average trade size.
Taker-sell trades at least 2 times the average trade size.
Taker-sell trades at least 3 times the average trade size.
Taker-sell trades at least 6 times the average trade size.
Total value of taker-buy trades at least 1.5 times the average size.
Total value of taker-buy trades at least 2 times the average size.
Total value of taker-buy trades at least 3 times the average size.
Total value of taker-buy trades at least 6 times the average size.
Total value of taker-sell trades at least 1.5 times the average size.
Total value of taker-sell trades at least 2 times the average size.
Total value of taker-sell trades at least 3 times the average size.
Total value of taker-sell trades at least 6 times the average size.
Price
4 columnsThe open, high, low and last trade price in the window.
Trade timing
8 columnsWhen trades landed within the window and how they were spaced.
The longest gap between trades during the window.
The most frequent gap between consecutive trades.
How many trades followed the most common interval.
Trades sharing an exact quantity in groups of three or more.
The biggest group of trades sharing an exact quantity.
Trades sharing the same millisecond timestamp in clusters of three or more.
The biggest cluster of trades sharing one millisecond timestamp.
Same-quantity buy then sell round-trips closed at a loss within 30 minutes.
Book churn
11 columnsLiquidity added and removed, price levels changed, and how long a level survives before it is pulled.
Defined in the glossary: Liquidity added and removed, Resting order lifetime.
The highest bid price at the moment the window closed.
The lowest ask price at the moment the window closed.
Price-level changes recorded in the window: one per level whose size actually moved, additions and removals alike, both sides. A level re-broadcast at its existing size is not counted.
Number of price levels on the bid side at window close.
Number of price levels on the ask side at window close.
Buy-side liquidity placed into the book during the window.
Gross decrease in buy-side resting size across the window, with trades at the same price within 500 ms netted out (measured to remove under 0.3% of the total).
Sell-side liquidity placed into the book during the window.
Gross decrease in sell-side resting size across the window, with trades at the same price within 500 ms netted out (measured to remove under 0.3% of the total).
Levels that appeared, vanished, then reappeared within the window.
Median lifetime of levels born and killed inside the window.
Enrichment
18 columnsOff-book context per coin: market cap, rank, liquidity, attention and developer activity.
The coin market capitalisation reported by CoinGecko.
The coin market-cap rank on CoinGecko.
How closely the pair price matched a CoinGecko candidate.
The coin market capitalisation reported by CoinMarketCap.
The fully diluted market cap reported by CoinMarketCap.
The self-reported market cap from CoinMarketCap.
The coin market-cap rank on CoinMarketCap.
The effective liquidity for the pair from CoinMarketCap.
The 24-hour trading volume for the pair from CoinMarketCap.
The coin's position in CoinGecko's current trending list.
How many CoinGecko users hold the coin in a watchlist portfolio.
The share of CoinGecko community up/down votes that are 'up', as a percentage.
Commits to the project's linked GitHub repositories in the last four weeks.
Stars on the project's linked GitHub repositories.
Distinct pull-request contributors to the project's linked GitHub repositories.
News articles about the coin in the last 24 hours.
Videos about the coin published in the last 24 hours.
The size of an AI assistant's generated answer about the coin (experimental).
Market context
9 columnsMarket-wide reference columns shared across every pair in the window.
The reference Bitcoin price in USD at the snapshot time.
The reference Ethereum price in USD at the snapshot time.
The market-wide crypto fear and greed reading.
The CoinMarketCap version of the fear and greed reading.
Coinbase’s position in the Finance chart of its app store, market-wide context.
The app-store storefront region the Coinbase rank was measured in (a code such as "us").
Binance’s position in the Finance chart of its app store, market-wide context.
The app-store storefront region the Binance rank was measured in (a code such as "tr").
How fast crypto news articles are being published market-wide, in articles per hour.
Quality
9 columnsThe per-row quality bitmask fields: which measurements to trust, exactly as recorded.
quoteAssetQuote assetindexFreeThe currency the pair is quoted in.
baseAssetBase assetindexFreeThe base asset of the pair, the coin being priced, as the venue itself spells it (kraken, for one, writes bitcoin XBT and dogecoin XDG).
quoteUsdRateQuote to USD rateratioFreeThe rate to convert the quote asset into USD.
enrichmentTsEnrichment timemsFreeThe time the enrichment data was captured.
bookSyncedBook syncedboolFreeWhether the order book was in sync when the snapshot was taken.
missingTradesMissing tradesboolFreeWhether some trades may have been missed in the window.
qualityFlagsRow quality flagscountFreeA bitmask of everything known to be wrong with this row. Each bit is one named condition; a value of 0 means no known problem. The full bit table ships on this entry as `bits`, each with the metric families it calls into question. Nothing in the row is ever hidden, filtered or nulled; every value is exactly as measured, and this column is how you know which of them to trust.
bookObservedAtBook observation timemsFreeThe instant the order book was actually read for this row, which is later than the window close and by a different amount on each venue.
lastTradeAgeTimeLast trade agesecondsFreeHow long before this window closed the pair last traded, in seconds. Zero when the window itself contained a trade.
One real row
BTC-USDT on binance, measured 2026-08-23T05:40:00Z. The values are exactly as recorded; the quality mask tells you which to trust.
{
"venue": "binance",
"pair": "BTC-USDT",
"symbol": "BTCUSDT",
"measuredAt": "2026-08-23T05:40:00Z",
"values": {
"upDepth30": 139669224.31405792,
"upDepth60": 161614416.31405792,
"upDepth100": 189258082.0140579,
"upDepth200": 189258082.0140579,
"upDepth300": 189258082.0140579,
"upDepth400": 189258082.0140579,
"upDepthFull": 189258082.0140579,
"downDepth5": 48054761.5779672,
"downDepth10": 71284536.55148688,
"downDepth15": 87574610.33932975,
"downDepth20": 108999898.55330363,
"downDepthFull": 230329886.80401382,
"askDepthReachPct": 70.450425739273,
"bidDepthReachPct": 46.17043733651508,
"buyOrderVol3": 41527341.58566508,
"buyOrderVol6": 10660193.802828703,
"buyOrderVol9": 13172942.029361498,
"buyOrderVol12": 10836484.389497,
"buyOrderVol15": 11377648.531977499,
"buyOrderVol18": 12076646.8959776,
"buyOrderVol21": 13711827.879398,
"sellOrderVol3": 31753414.091958504,
"sellOrderVol6": 27318251.049444698,
"sellOrderVol9": 55022892.773356795,
"sellOrderVol12": 12112303.2975134,
"sellOrderVol15": 829007.1433345001,
"sellOrderVol18": 2373311.5951199997,
"sellOrderVol21": 5964030.9,
"buyTradeVol": 2451000.8676634203,
"sellTradeVol": 2157728.7544729924,
"buyTradeCount": 8551,
"sellTradeCount": 8764,
"buyTradePriceAvg": 76229.71824581861,
"sellTradePriceAvg": 76235.21117868568,
"buyTradeSizeAvg": 0.00376017074026453,
"sellTradeSizeAvg": 0.003229634869922674,
"buyTradeMax": 96046.44742,
"sellTradeMax": 127598.61564,
"stc50": 1477,
"stc100": 1344,
"stc200": 844,
"sbc50": 900,
"sbc100": 804,
"sbc200": 570,
"sbc500": 221,
"ssc50": 577,
"ssc100": 540,
"ssc200": 274,
"ssc500": 173,
"sbcVol50": 2274284.812068901,
"sbcVol100": 2227883.8042252003,
"sbcVol200": 2095748.7357012006,
"sbcVol500": 1729195.2133958992,
"ssVol50": 1957368.9215325,
"ssVol100": 1939797.275489,
"ssVol200": 1793622.9634240998,
"ssVol500": 1679407.4057939,
"priceOpen": 76247.5,
"priceHigh": 76306,
"priceLow": 76177.31,
"price": 76229.64,
"tradeSilenceMaxTime": 2293,
"tradeGapModeTime": 10,
"tradeGapModeCount": 85,
"sameQtyTradeCount": 16300,
"sameQtyMaxCount": 12134,
"atc": 16165,
"atcMaxCluster": 161,
"ltc": 8076,
"bestBid": 76268.5,
"bestAsk": 76268.51,
"bookLevelChangeCount": 100608,
"bidLevelCount": 6194,
"askLevelCount": 4772,
"bidLiqAdded": 305669783.99589294,
"bidLiqRemoved": 283946974.48556125,
"askLiqAdded": 367928874.3189604,
"askLiqRemoved": 346011496.0656858,
"levelFlickerCount": 7970,
"levelLifetimeMedianTime": 1800,
"cgMarketCap": 1526966791362,
"cgRank": 1,
"cgAprox": 99.8,
"cmcMarketCap": 1528266809028.1926,
"cmcDilutedMc": 1598962419762.77,
"cmcSelfMc": null,
"cmcRank": 1,
"cmcLiquidity": 1116,
"cmcVolume": 1383167622.8136168,
"cgTrendingRank": 2,
"watchlistUsers": 2434953,
"sentimentUpPct": 79.71,
"githubCommits4w": 108,
"githubStars": 73168,
"githubContributors": 846,
"newsCount24h": 10,
"videoCount24h": 10,
"aiVisibility": 5,
"btcPriceUsd": 76293.995,
"ethPriceUsd": 2384.6549999999997,
"fearGreed": 66,
"fearGreedCmc": 75,
"coinbaseAppRank": 53,
"coinbaseAppRankRegion": "us",
"binanceAppRank": 58,
"binanceAppRankRegion": "tr",
"cryptoNewsPerHour": 10.13,
"quoteUsdRate": 1,
"qualityFlags": 2048,
"bookObservedAt": 1787463610298,
"lastTradeAgeTime": 0
}
}
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9 exchanges · ~11,800 pairs · 120 columns per pair · 5-minute windows