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An interactive visualization of per-tick liquidity for BTC-PERP on FTX

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Perspective BTC Liquidity Dashboard

Using Perspective, this dashboard interactively visualizes updates from the live order book for BTC-PERP on FTX. Using streaming L2 order book data, we can construct a heatmap recreation of the book as it updates per-tick. This is not meant to be an accurate trading application - it serves as a demonstration of Perspective's performance when transforming and rendering extremely fast-moving streaming data from an external provider.

Explore the dashboard here

Screenshot of dashboard from https://sc1f.github.io/perspective-btc-liquidity/

What is Perspective?

Perspective is an interactive visualization component for large, real-time datasets using a high-performance WebAssembly data engine and visualization layer. Running entirely in the browser, Perspective enables technical and non-technical users to quickly transform, dissect, and visualize their dataset without having to configure a data server or manually construct charts.

In this case, visualizing the live BTC-PERP order book demonstrates Perspective's performance in handling extremely fast streaming data, calculating pivots and custom expressions per-tick, and rendering it all while new data continues to stream. The visualization is not intended to be the most accurate reflection of an order book; indeed, it visualizes the state of new updates on the book but does not reconcile order cancellations, etc. Using the same dataset and Perspective, however, a visualization like that is extremely easy to build as well (and may be built in the future as another example).

Running the dashboard locally

  1. git clone the repository
  2. Install JS dependencies:
$ yarn
  1. Run yarn start to start the Webpack dev server - the dashboard should start running!