Liquidity & trade heatmap
Bybit · USDT perpetualSee BTC/ETH resting orders beside actual trade flow. Up to five minutes observed while connected · one exchange
Order book history
The initial 30-second view grows with observation time, up to five minutes. Tap or use arrow keys to select a time and price band. Hatching marks unobserved time; depth outside received coverage is unknown.
Current depth by price
BTCSame price axis · received coverage only
Waiting for a book snapshot
Checking observation start · no historical depth loaded
Actual taker flow
—Aggregates all trades in the observed window, independent of the display filter below.
Recent large prints
| Time (KST) | Side | PriceUSDT | QuantityBTC | NotionalUSDT |
|---|---|---|---|---|
| Waiting for data | ||||
Exchange trade records · up to 12 displayed
Reported liquidations
Bankruptcy price| Time (KST) | Position | QuantityBTC | Bankruptcy priceUSDT |
|---|---|---|---|
| Waiting for data | |||
Bankruptcy price is not an execution or liquidation trigger price.
Reading this screen · coverage limits · official sources
What does this observe?
Your browser receives public Bybit BTCUSDT or ETHUSDT perpetual order-book, trade and liquidation streams. It observes up to 200 levels on each side and displays up to 300 one-second book samples. This is not a model of future liquidation levels.
Does a bright band guarantee support or resistance?
No. Color represents resting order quantity observed at that time. Orders can be cancelled or moved before execution. A disappearing level alone does not prove a trade occurred. Compare it with the actual taker buy and sell flow.
Why is the chart mostly empty at first?
The screen observes the most recent five minutes from the time it connects. It does not fetch historical depth or record continuously on a server. Hidden tabs, pauses and reconnects leave unobserved gaps. Depth beyond the received 200 levels is also unknown. Missing data does not mean zero orders.
How do net taker buying and the large-trade filter differ?
Trade direction follows the liquidity-taking order, including immediately executed limit orders. Net taker buying is observed taker-buy notional minus taker-sell notional, measured in USDT. It is not net capital inflow or a change in investor holdings. The 10K, 50K and 100K USDT filters only affect the recent-trades list, not the aggregate flow. Each row is a trade record from the exchange, not an investor’s complete order or whale identity.
What is the price in a liquidation record?
Bybit’s published p field is a bankruptcy price, not an execution price or liquidation trigger price. It is therefore shown only in a separate log with position side, quantity and event time, never as a trigger point on this chart. Liquidation quantities are in BTC or ETH.
Depth is displayed as one-second samples, so changes between samples are not all reproduced. Brightness is relative to the largest price-band quantity in the displayed data and can change as new data or the view changes. Only this exchange’s published data is covered, not the whole market or hidden orders.
For a separate assumption-based liquidation risk model, see the liquidation risk simulation.