Hi!<p>We built this page while iterating on crypto futures trading algorithms, to give us a better intuition for what prices look like across exchanges and how those relationships change over time.<p>Data is streamed from 4 exchanges that list Bitcoin/USD Inverse Perpetual contracts, through separate WebSocket connections. The combined order book view at the bottom shows price levels and aggregate available volumes. Charts at the top summarise price changes/volume share/current weighted midpoint.<p>This is still somewhat of an MVP and we'd be keen to hear any thoughts/suggestions :)<p>We've written a bit more on our thinking behind it here: <a href="https://coinlobster.medium.com/coinlobster-live-combined-order-book-353c39fbe975" rel="nofollow">https://coinlobster.medium.com/coinlobster-live-combined-ord...</a>