Perpetual Markets Data Infrastructure
Index perp trades, funding rates, liquidations, and open interest across Hyperliquid, dYdX, GMX, and other on-chain derivatives protocols.
On-chain perpetual exchanges are growing fast. Hyperliquid alone processes billions in daily volume. Traders, market makers, and analytics platforms need real-time access to trade data, funding rates, liquidation events, and position changes -- indexed and queryable, not buried in raw transaction logs.
Indexing Co provides the data infrastructure for perpetual markets. Index every trade, funding payment, and liquidation across Hyperliquid, dYdX, GMX, Synthetix, and other derivatives protocols.
Use Cases
Trade & Position Tracking
Index every order, fill, and position change across perpetual DEXs. Track open interest by market, trader, and timeframe. Build trading terminals and analytics dashboards backed by complete on-chain trade data.
Funding Rate Monitoring
Capture funding rate snapshots across perpetual markets and chains. Track rate divergences between venues, identify arbitrage opportunities, and build funding rate analytics. Historical data enables backtesting of funding-based strategies.
Liquidation Indexing
Index liquidation events in real time. Track which positions were liquidated, at what price, and the resulting market impact. Critical for risk management dashboards, liquidation bots, and protocol health monitoring.
Market Maker Analytics
Monitor market-making positions, PnL, and fill rates across venues. Track inventory exposure, hedge ratios, and fee rebates. Power internal dashboards for trading desks operating across multiple perpetual protocols.
Why Indexing Co for Perpetual Markets
- Sub-3s freshness: 2.54-second median latency means your trading data is current, not stale
- Multi-venue support: Index Hyperliquid, dYdX, GMX, Synthetix, and custom perp contracts from a single platform
- Custom schemas: Transform protocol-specific events into your data model -- order types, margin modes, fee tiers
- Historical backfill: Replay complete trade histories for backtesting. Process months of perp trading data in hours
- Direct delivery: Stream trade events to your PostgreSQL, BigQuery, or webhook endpoint
Key Numbers
- 100+ chains supported
- 2.54s median block-to-storage latency
- 1B+ events/day processed across all pipelines
- 99.9% uptime across production pipelines
Related Content
Get Started
Index perpetual market events and start building data-driven trading infrastructure.