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Reference · what the desk reads

Every read is built from public data.

Glimpse Market OS reads public market data and arranges it into one workspace. Here is what it pulls, where from, and how often it refreshes — no private feeds, no paywalled data.

Spot & perpetual price

Source: Bybit, Binance, Coinbase public market APIs
Updates: Continuously, on a short refresh
Composited across venues so a single feed hiccup does not blank the read.

Open interest

Source: Bybit and Binance derivatives APIs
Updates: Continuously
Used with price to tell fresh positioning apart from position-closing.

Funding rates

Source: Bybit, Binance, OKX, Bitget
Updates: Per funding interval
Read across venues so crowded positioning shows up even when one exchange is an outlier.

Order flow / CVD

Source: Public trade prints from major venues
Updates: Continuously
Aggressive buy minus sell volume, accumulated into cumulative volume delta.

Order book depth

Source: Exchange public order books
Updates: Continuously
Shows where resting liquidity sits on each side; it is a snapshot, not a forecast.

Liquidation map

Source: Derived from public candle volume and open interest
Updates: Continuously
A labeled model estimate, not real exchange liquidation orders. See the methodology.

Sentiment (Fear & Greed)

Source: Alternative.me Fear & Greed index
Updates: Daily
A single composite sentiment gauge, shown for context only.

Public ledger / track record

Source: Verified Bybit closed-PnL ledger
Updates: As trades close
The desk’s own closed trades, not a third-party feed. See the ledger methodology.

Limits worthknowing.

Public data can lag, gap, or briefly diverge between venues. When a feed degrades, the desk favors a stale-but-labeled read over a fabricated one, and derived layers like the liquidation map remain estimates throughout. Everything here is market information for research — not investment advice, and not a price prediction.

Read the terms on the glossary, then see it live in the free Market OS.