NavScope Data Hub
Proprietary market intelligence surfaces built on direct CEX adapters
NavScope operates direct API adapters to 186+ centralised exchanges, ingesting raw order-flow data every minute. Unlike aggregators that scrub and normalise data before publishing, NavScope exposes the raw signal intelligence — per-exchange VWAP divergence, funding rate spreads, liquidity depth deltas, and slippage curves — that no other free public tool offers.
Data Surfaces
Cross-Exchange VWAP Divergence
Track how the same token’s volume-weighted average price diverges across exchanges. Per-exchange VWAP computed every minute from NavScope’s direct adapter network.
Funding Rate Spread
Compare perpetual funding rates across exchanges to identify carry trade opportunities and directional sentiment divergence.
Liquidity Depth Comparison
Measure order-book depth at ±1%, ±2%, and ±5% from mid-price across all partner exchanges. Quantify true liquidity for block trades.
Slippage Estimator
Estimate fill slippage for any notional order size using live order-book snapshots. Essential for fund execution desks and high-frequency traders.
Unlock CSV Exports
Sign up free to download full CSV datasets from NavScope's data surfaces. Registered accounts get access to all public dataset exports — no credit card required.
Data freshness: VWAP divergence: updated hourly from live adapter snapshots. Funding Rate Spread: updated every 8 hours. Liquidity Depth: updated every 4 hours. All timestamps are UTC. Full methodology →