Live Order Book Heatmap & Order Flow

Record live crypto order books, trades and liquidations for any USDT pair on Binance, Bybit, OKX or BingX for 1 to 30 minutes, and get:

1. A liquidity heatmap (PNG): resting limit orders over time, last-price line, big trades as bubbles, long/short liquidations, the current book profile and the biggest walls, plus taker volume delta and CVD underneath.
2. One dataset row per minute with CVD, order book imbalance (±0.1 / 0.5 / 1 %), spread, bid/ask depth, long and short liquidations, biggest bid and ask walls, the largest trade, and a per-exchange breakdown.
3. A short JSON summary (key OUTPUT) with totals and the status of every exchange connection.

No API keys, no accounts, no proxies: the Actor connects at run time to the exchanges' free public websocket and REST market-data APIs, records for the time you choose, and computes everything on the fly.

What can I use it for?

• See where large resting liquidity ("walls") sits around the price right now, and how it moves.
• Measure order-flow pressure: taker buy vs. sell volume, CVD and book imbalance per minute.
• Track liquidations (longs vs. shorts) across exchanges during a volatile window.
• Feed AI agents, dashboards, bots or research notebooks with a clean, compact market microstructure snapshot.
• Schedule it (e.g. every hour for 1 minute) to build your own order-flow history.

Input

Field	Default	Description
symbol	BTCUSDT	USDT pair. BTC-USDT, BTC/USDT, BTC-USDT-SWAP also work.
exchanges	["binance","bybit"]	Any of binance, bybit, okx, bingx.
durationMinutes	1	1-30 minutes of live recording. One snapshot event per minute.
depthLevels	1000	Book levels per side (each exchange gives what it supports).
priceBucket	auto	Price bucket size for the heatmap and walls (auto ≈ 0.006 % of price, e.g. 5 USD for BTC).
priceRangePct	auto	Heatmap vertical range, ± % of the price.
bigTradeMinUsd	auto	Big-trade threshold (auto = 99.5th percentile, at least 10,000 USD).
sampleIntervalSec	1	How often books are sampled.
autoFallback	true	Add a reachable exchange if the selected ones are blocked (see below).

Example:

{ "symbol": "ETHUSDT", "exchanges": ["bybit", "okx"], "durationMinutes": 5 }

Output

Dataset (one row per minute)

{
  "type": "minute", "minute_index": 1, "symbol": "BTCUSDT",
  "start_utc": "2026-10-26T20:42:47.000Z", "end_utc": "2026-10-26T20:43:47.000Z",
  "price_open": 79817.2, "price_high": 79817.3, "price_low": 79816.8, "price_close": 79816.9,
  "taker_buy_usd": 467438.2, "taker_sell_usd": 1324251.78, "volume_delta": -10.73, "cvd": -10.73,
  "spread_bps_avg": 0.02, "book_imbalance_0_1pct": 0.02, "book_imbalance_0_5pct": -0.0116,
  "bid_depth_usd_0_5pct": 951442829.6, "ask_depth_usd_0_5pct": 971026520.9,
  "liq_long_usd": 13489.11, "liq_short_usd": 0, "liq_count": 2,
  "big_trades_count": 3,
  "largest_trade": { "price": 79817.2, "usd": 305620.06, "taker_side": "sell", "exchange": "binance" },
  "biggest_bid_wall": { "price_from": 79675, "price_to": 79680, "size": 30.5, "usd": 2430000, "distance_pct": -0.17, "by_exchange": { "binance": 11.6, "bybit": 18.9 } },
  "biggest_ask_wall": { "price_from": 79940, "price_to": 79945, "size": 27.4, "usd": 2190000, "distance_pct": 0.16 },
  "per_exchange": { "binance": { "spread_bps_avg": 0.0125, "book_imbalance_0_5pct": 0.138, "cvd": -9.53 }, "bybit": { } },
  "heatmap_url": "https://api.apify.com/v2/key-value-stores/.../records/heatmap.png"
}

Key-value store

• heatmap.png: the heatmap image.
• OUTPUT: JSON summary (totals, CVD, liquidations, top walls, and exchanges_status with how each exchange was reached, or why it was not).

Exchanges and data sources

Exchange	Order book	Trades	Liquidations
Binance USD-M futures	REST snapshot (1000) + websocket diff stream	websocket aggTrade	websocket forceOrder
Bybit USDT perpetual	websocket orderbook.50/200/1000	websocket publicTrade	websocket allLiquidation
OKX USDT swap	websocket books (400) or REST books-full (up to 5000)	websocket trades	websocket liquidation-orders
BingX USDT perpetual	REST depth (1000) every second	REST trades	not available
Binance spot (fallback only)	Binance market-data endpoints (data-api / data-stream.binance.vision)	websocket aggTrade	n/a (spot)

Server location note. Apify runs in the United States, and some exchanges restrict US IP addresses. Tested on Apify (October 2026): Bybit, OKX and BingX work fully. Binance USD-M futures streams (book diffs, trades, liquidations) work, but its REST depth snapshot answers HTTP 451 from US servers, so the Binance book is built from the live diff stream only: levels appear as soon as they change, and the Actor waits a few extra seconds before recording so the book fills up. Nothing is routed around the restriction (no proxies). If the selected exchanges deliver nothing, autoFallback adds Bybit, OKX or BingX, and if Binance futures is unreachable it adds Binance spot through Binance's official market-data endpoints. The OUTPUT record always tells you which exchanges delivered data, and minutes without any book data are not charged.

Notes:

• Contract sizes are converted to the base asset (e.g. OKX contracts → BTC).
• Each exchange's book is normalized to its own typical size for the heatmap colors, so a deep exchange does not hide the others. Walls and depth numbers in the dataset are absolute (base asset and USD).
• BingX publishes very large, evenly spaced ladders that can dominate "biggest wall" figures when it is selected.
• Liquidation feeds are what each exchange publishes (Binance sends at most one liquidation per symbol per second).
• Stop/stop-loss orders are not visible in any public order book.

Pricing

Pay per event: one snapshot event per recorded minute (with order book data). Platform usage is included. A default 1-minute run is one event.

Disclaimer

Data comes from public exchange market-data feeds and is provided for research, monitoring and visualization only. It is not investment advice and makes no recommendation to buy or sell anything. Check each exchange's terms if you redistribute the data.

Disclaimer

This Actor is an independent tool and is not affiliated with, endorsed by or sponsored by Binance, Bybit, OKX, BingX or any charting software vendor. All product and company names are trademarks of their respective owners and are used only to describe which public websites the Actor reads.