What data does crypto order flow require?

Binance Spot trade events contain price, quantity, time and a boolean stating whether the buyer was the market maker. When the buyer was maker, the seller was the aggressor and the print is classified to the bid side; otherwise it is classified to the ask side. This classifies who crossed the spread. It does not disclose a participant’s identity, inventory or intent.

A depth stream publishes changes to resting bids and asks. It is useful for a live DOM, but any displayed order can be cancelled before it trades. Historical order-book heatmaps therefore require captured book history; they cannot be reconstructed from a tape of completed trades alone.

A Binance spot footprint can show real execution on Binance spot. It cannot show activity on another exchange, hidden liquidity that never traded, or what drove a perpetual-futures move. Treat a divergence as a statement about the measured venue, then check whether that venue is the one leading the market you trade.

TradersWeek builds crypto order-flow layers from Binance spot trade data and reads the Binance book live. The tape is loaded for the visible window, rather than as unlimited replay history. There is no USDM or COINM perpetual feed, funding, open-interest or liquidation data in this order-flow source.

• Binance Spot trade stream
• Binance Spot diff-depth stream

• Footprint mechanics and limits
• How cumulative delta is built
• Book liquidity versus executed volume