Our Background & Vision
Cryptocurrency trading is notoriously fragmented. Unlike legacy equity markets where the National Best Bid and Offer (NBBO) consolidates national liquidity into a unified stream, crypto liquidity is dispersed across dozens of independent centralized exchanges (CEX) and automated decentralized protocols (DEX).
Traders face constant hurdles: wide invisible spreads, sudden liquidity dry-ups, manipulative flash spoofing, and unexpected listing slippage. InsidePredict was built by a team of quantitative software engineers, data architects, and on-chain researchers to eliminate this opacity.
Data Methodology & Exchange Connectivity
InsidePredict continuously captures public Level 2 orderbook feeds, recent trades, and listing disclosures across the following exchange endpoints:
- Binance: Spot & USDⓈ-M Futures orderbook depth streams.
- OKX: WebSocket public 400-level orderbook channels and listing announcements.
- Bybit: Linear perpetuals and spot market depth feeds.
- Gate.io & MEXC: High-frequency new token listing feeds and liquidity depth trackers.
- Bitget & LBank: Multi-venue spread comparison indices.
Editorial & Research Standards
Our research desk publishes empirical market microstructure analyses, new listing risk evaluations, and orderbook dynamics guides. All analysis is strictly non-promotional and based on observable on-chain and orderbook telemetry.
Contact the Team
Have suggestions, API inquiries, or data feed integration requests? Feel free to reach out to our team directly at [email protected] or explore our Contact Page.