Ethereum Liquidity Across Trading Venues

Built a Python pipeline to benchmark Ethereum liquidity across Binance spot, CME Ether futures, and Uniswap. The brief summarizes methods and key insights from cross-venue liquidity diagnostics.

Outcome

Delivered a cross-venue liquidity comparison across three markets that clarified spread, depth, and price-impact trade-offs for venue selection.

Methods

• Collected minute-level data across a CEX, futures, and AMM venue.
• Computed quoted spread, depth, and price-impact metrics.
• Visualized rolling liquidity measures to compare venue dynamics.

Tools

• Python data pipeline
• Time-series visualization