Use Cases

Trading
Develop and backtest cryptoasset algorithmic trading strategies

Research
Make accurate and relevant investment recommendations for portfolio manager

Portfolio Management
Allocate portfolios to digital assets with confidence

Risk
Confidently model crypto exposures and risk

Treasury
Effectively mitigate digital asset class volatility

Tax and Accounting
Bring efficiency and confidence to digital asset accounting

Compliance
Easily comply with changing regulatory requirements

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GSR enhanced its visibility into crypto options by overlaying Amberdata’s context-driven metrics to bolster its suite of analytics.

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Industries

Asset Management
Manage portfolios, stay ahead of competitors, and optimize strategies.

Trading
Gain a competitive edge in trading with low latency, scalable data infrastucture

Investment Banks
Develop new financial products, ensure compliance, and optimize trading strategies

Regulators and Public Sector
Oversee digital asset markets, investigate market and protocol fraud, and develop policy

Central Banks
Effectively monitor risk, enforce regulations, guide policy, and protect consumers

Venture Capital
Assess performance, risk, adoption, and market position for digital asset startups

Fintechs
Develop new products or integrate digital assets into existing financial applications

Wealth Management
Monitor digital asset markets, and assess client portfolio performance, risk, yield and exposure

Corporate Treasury
Gain expertise to optimize digital asset strategies and meet shareholder requirements

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Solutions

Developers

Order Pricing

Resources

Corporate Blog

Decentralized Exchanges (DEXs): A Quick but Advanced Guide for Institutional Traders

Understanding decentralized exchanges (DEXs) is crucial for institutional traders interested in accessing emerging digital asset alpha generation opportunities. By understanding how DEXs operate, traders can identify nascent markets — which often hit DEXs before centralized exchanges, and capitalize on them early. If they know how to leverage DEX data, like liquidity pool ratios, they are also better prepared to assess and manage risks associated with cryptocurrencies.

The Rhythm of Liquidity: Temporal Patterns in Market Depth

Researcher's Note: This analysis examines 50,526 minutes of orderbook data from Binance's BTC/FDUSD market between July 1 and August 12, 2025, with Bitcoin trading between $105,394 and $123,386. The dataset captures temporal patterns across 24-hour cycles and weekly rhythms, revealing when liquidity concentrates and disperses. This research identifies predictable time-based patterns that enable traders to optimize execution timing and reduce market impact.

The Architecture of Market Depth: How Liquidity Really Works in Crypto Markets

Researcher's Note: This analysis examines 50,526 minutes of orderbook data from Binance's BTC/FDUSD market between July 1 and August 12, 2025, captured via Amberdata's institutional metrics. The dataset tracks market depth at 5, 10, 25, 50, and 100 basis points from mid-price, revealing how liquidity accumulates non-linearly and how bid-ask imbalances distribute across price levels. This research quantifies the structural patterns of electronic market depth to inform institutional execution strategies.

Amberdata Resources

Resource Library

AD Derivatives Blog

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About Amberdata

Awards and Recognition

Posts by Amberdata

Amberdata is the leading provider of global financial infrastructure for digital assets. Our institutional-grade solutions deliver data, analytics and comprehensive tools and insights that empower financial institutions to research, trade, and manage risk and compliance in digital assets. Amberdata serves as a critical piece of infrastructure empowering the financial markets of today and tomorrow.

4 min read | May 9, 2025

Exploring Altcoin Volatility with SVI Endpoints

3 min read | May 6, 2025

Amberdata Launch: Spot Market Analytics

10 min read | May 2, 2025

Use Block Volumes & Decorated Trades to Detect Large Block Trade Opportunity

36 min read | April 29, 2025

Amberdata Digital Asset Snapshot: Institutional Caution Amid Market Recovery

6 min read | April 25, 2025

Measuring Market Stress Using the Volatility of Volatility (DVol Index)

8 min read | April 24, 2025

Crypto Options Insights: Bitcoin Call Premium Is Back!

5 min read | April 18, 2025

Estimating Future Volatility Ranges with Volatility Cones

5 min read | April 17, 2025

Crypto Insights: Short Gamma Still Risky

9 min read | April 16, 2025

Tariffs Slam Stocks, Bitcoin Stays Steady

29 min read | April 15, 2025

Amberdata Digital Asset Snapshot: Tariffs, ETF Flows, & Token Crashes

10 min read | April 11, 2025

Fine-Tuning Option Strategies via Delta Surfaces

2 min read | April 8, 2025

Amberdata Product Update: Futures Trading with OKX Nitro Spreads

6 min read | April 4, 2025

Spotting Option Mispricing with Moneyness Surfaces

29 min read | April 1, 2025

Amberdata Digital Asset Snapshot: Bitcoin's Volatility Amid Fed Signals

10 min read | March 28, 2025

Using Open Interest to Gauge Participation and Price Potential

5 min read | March 26, 2025

Amberdata's Top Takeaways From Blockwork's DAS 2025

Futures Trading

9 min read | March 21, 2025

Tracking Liquidations to Anticipate Volatile Market Moves

27 min read | March 17, 2025

Amberdata Digital Asset Snapshot: Inflation, Leveraged Trade Loss, & Bitcoin Reserve

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