Crypto footprint

A crypto footprint is a footprint chart built from a cryptocurrency exchange's trade feed: each candle is split by price, and each price shows the quantity that executed at the bid and at the ask, using the venue's own taker-side flag. It is specific to one exchange, one pair and one market type, spot or perpetual.

Senzoukria · Glossary · Updated September 2026

What makes a crypto footprint different

The mechanics are those of any footprint: trades are grouped by price bucket and split by aggressor side. What changes is the data. There is no central exchange, so the chart describes one venue's matched trades, and the aggressor side comes from a field the venue publishes rather than from a comparison with the quote. Binance exposes a buyer-is-maker flag; when the buyer is the maker, the seller took liquidity. Bybit publishes the taker side directly on its public trade stream.

Quantities are not contracts. A spot trade is measured in the base asset, a perpetual trade in contracts or in notional depending on the venue. A cell reading 1.2 × 2.0 on BTC/USDT spot means 1.2 BTC sold into the bid and 2.0 BTC bought at the ask, for a delta of +0.8 BTC.

  • Spot and perpetual of the same coin are separate instruments with separate trades and books.
  • Aggregate-trade streams group executions from one taker order, so an event count is not a raw execution count.
  • The price bucket, called the grouping step, has to be chosen per pair because tick sizes and price scales vary widely.

Reading it

  • Delta rules are unchanged: ask minus bid per level, summed for the bar.
  • Diagonal imbalances, ask at one level against bid at the level below, work the same way once the grouping step is fixed; changing the step changes which cells are compared.
  • A wide step reads better zoomed out; a fine step shows where aggression landed.
  • Missing intervals in the history are unknown observations, not zero trading.

In Senzoukria

The Footprint page reads Binance Spot, Binance USD-M Perp and Bybit with the same cell types, drawings, indicators, scripts and copilot as the futures desk. The guided tour step "Crypto — Binance and Bybit" states that market data needs no API key, that the chart imports recent trades on first load and then goes live from the exchange feed, and that trading stays off on crypto: it is a reading source. Bid × ask is rebuilt from real trades with their side, never from candles.

The "Crypto history and profiles" setting imports candles and real volume at price progressively and keeps them on disk; the first multi-month import takes time, and the finest grains are capped when displaying long spans. The grouping step has its own control with the hint "wider reads better zoomed out, finer shows where the aggression landed". Bybit order-book history feeds the heatmap, not the footprint; historical trades cannot recreate a book.

Common mistakes

  • Calling a Binance spot footprint "the BTC footprint". It is one venue, one pair, one market type.
  • Comparing delta across venues without checking the taker convention and the quantity unit.
  • Expecting a heatmap from trade history. Depth needs recorded book updates.
  • Assuming a crypto footprint implies crypto order routing. In Senzoukria it does not.

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Frequently asked questions

Do I need an exchange API key to see a crypto footprint?
For market data on Binance Spot and Perp in Senzoukria, no. Public trade streams carry price, quantity and the taker-side flag, which is what a footprint needs. An API key would only matter for account or order access, and crypto trading is not enabled in the application.
Why do Binance and Bybit footprints for BTC disagree?
They are different exchanges with different order books, participants and instrument definitions. Spot and perpetual can also differ at the same instant. Two footprints will only match if built from the same venue, instrument, interval, grouping step and quantity unit.
Can I backtest on a crypto footprint?
Historical trades with a taker flag can be re-cut into footprint bars, subject to the coverage of the archive for the dates requested. What cannot be reconstructed is the order book for a period where depth was not recorded, so any rule that depends on resting liquidity needs recorded book history, not trade history.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.