According to @52kskew, heavy TradFi-linked selling since CME BTC futures opened Sunday has flipped $105K from a prior bid zone into sell-side resistance with asks capping price, indicating institutions turned net sellers, source: @52kskew. Perpetual swaps show increasingly net short positioning and persistent negative delta while spot-driven selling hammers price; the Coinbase discount has deepened, reinforcing U.S. spot-led pressure, source: @52kskew. The market is hedged for further downside, but $100K is a key level; failure by sellers to push below could trigger a large short-covering rally, source: @52kskew.

According to @GreeksLive, Greeks.live has released Web Version V2.0.8 and moved to glvs.ai to streamline access to new features (source: Greeks.live post on X, Oct 31, 2025). Delta One Smart Trading is now live, supporting combined Spot, Futures, and Perpetual orders to enable lower-cost hedging and arbitrage for crypto traders (source: Greeks.live post on X, Oct 31, 2025). The team reports the suite previously reached nearly 200 million in single-day options trading volume and has cumulatively reduced user slippage, indicating strong liquidity and execution benefits for active strategies (source: Greeks.live post on X, Oct 31, 2025). Mixing Smart Trading with Options orders is not supported yet, limiting current workflows to delta-one instruments only (source: Greeks.live post on X, Oct 31, 2025). A new in-app prompt flags when a new version is available and offers one-click reload, reducing update-related downtime during trading (source: Greeks.live post on X, Oct 31, 2025).

According to @santimentfeed, ETH has retraced to 3,700 dollars with visible trader panic, and funding-rate imbalance across exchanges has driven ETH's short-term direction over the past two months, source: @santimentfeed. When major longs dominate perpetual swap funding, corrections tend to follow, while when major shorts dominate, the probability of a bounce increases, source: @santimentfeed. Trading takeaway is to monitor exchange-wide funding-rate skew and align short-term bias with the observed relationship between crowding and price reactions, source: @santimentfeed. The price reference of 3,700 dollars and the funding-driven bias were reported on Oct 30, 2025, source: @santimentfeed.

According to @EmberCN, whale trader Maji was liquidated for $12.56M during the 10/11 selloff, then shifted to smaller position sizes, cumulatively depositing $1.85M to Hyperliquid and now showing $1.13M in the address, which includes $680K unrealized profit on current ETH and HYPE long positions; the author adds this is his largest profit since the liquidation if realized. Source: X post by @EmberCN on 2025-10-26 at x.com/EmberCN/status/1982248161294131363; position and balance details via the trader dashboard shared by the author at hyperbot.network/trader/0x020ca66c30bec2c4fe3861a94e4db4a498a35872.

According to @ai_9684xtpa, Binance Smart Money account Hanmancheol shorted $COAI on Binance futures for about three days, paid an estimated 774,000 dollars in hourly funding, opened around 10.79 dollars, and was liquidated near 18.97 dollars, booking a realized loss of 604,000 dollars and a total single-coin loss of 1.378 million dollars (source: @ai_9684xtpa; Binance Smart Money profile on Binance). The same source notes the trader had six straight futures wins in the prior month, yet this one liquidation wiped out those gains, highlighting how positive funding and concentrated order books can create squeeze risk in altcoins like COAI (source: @ai_9684xtpa; Binance Smart Money profile on Binance). For trading, this case underscores the need to track funding rate direction and cumulative funding paid, and to size shorts cautiously in high-funding, low-liquidity tokens where liquidation thresholds can be reached quickly during squeezes (source: @ai_9684xtpa; Binance Smart Money profile on Binance).

According to @ThinkingUSD, crypto market structure could change as users stop onramping via centralized exchanges (CEXs), highlighting Hyperliquid as an alternative venue (source: @ThinkingUSD on X, Oct 16, 2025). For traders, this implies monitoring onchain perpetual liquidity, order book depth, and funding on Hyperliquid versus major CEXs to gauge flow rotation risk and basis dislocations (source: @ThinkingUSD on X, Oct 16, 2025). Key near-term signals include shifts in 24h volume, open interest, and taker-to-maker ratios on Hyperliquid, plus net exchange inflows/outflows on CEXs as a proxy for onramp migration (source: @ThinkingUSD on X, Oct 16, 2025). If liquidity migrates, expect wider cross-venue spreads and funding divergence that can create arbitrage and slippage risks for BTC and ETH perps, making position sizing and venue selection critical (source: @ThinkingUSD on X, Oct 16, 2025).

According to the source, ETH open interest just recorded its biggest reset since 2024, based on CryptoQuant derivatives data shared on September 26, 2025. CryptoQuant’s readings show a sharp contraction in ETH perpetual and futures open interest, indicating widespread closing of positions rather than new leverage, which aligns with CME Group’s definition that declining open interest reflects liquidation of existing contracts rather than initiation of new ones. For trading, ETH funding rates, basis, and liquidation metrics can be monitored on CryptoQuant to track whether leverage rebuilds or remains depressed after this reset, using the same CryptoQuant datasets for confirmation.

According to @ai_9684xtpa, ASTER’s 24-hour futures trading volume on Binance surpassed BTC over the last day. Source: X post by @ai_9684xtpa (https://twitter.com/ai_9684xtpa/status/1969739040288338049). The post references Binance data but provides no figures; traders should confirm the current 24h volume ranking, open interest, and funding rates for ASTERUSDT Perpetual and BTCUSDT Perpetual directly on Binance Futures Markets before taking positions. Source: Binance Futures Markets and contract specifications (Binance). The claim pertains to Binance’s platform only and does not represent broader market-wide volumes. Source: X post by @ai_9684xtpa (https://twitter.com/ai_9684xtpa/status/1969739040288338049).

According to @rovercrc, a whale opened a 20,000,000 dollar long position on Bitcoin BTC on Sep 15, 2025, which is presented as a real-time alert to the market source: @rovercrc on X. The post does not include exchange, instrument, or transaction evidence, so the claim remains unverified at the time of posting source: @rovercrc on X. Traders seeking confirmation typically monitor concurrent increases in BTC perpetual futures open interest and a turn to positive funding, which indicate net long positioning pressure source: Binance Academy, Open Interest and Funding Rate explanations. Additional corroboration can come from spikes in large whale exchange inflows, which can precede leveraged positioning or hedging activity source: Glassnode Academy, Exchange Flows methodology. Given the absence of independent verification, prudent risk controls such as conservative position sizing and predefined invalidation levels are recommended for any trades influenced by this alert source: CFTC Risk Disclosure Statement.

According to @lookonchain, trader 0x044d scaled a Hyperliquid account from $1.02M to $26.07M, realizing over $25M in cumulative profit (source: @lookonchain). According to @lookonchain, roughly 3 hours ago he closed $17.68M SOL and $35.45M ETH short positions for a $1.06M realized profit (source: @lookonchain). According to @lookonchain, he then flipped direction and opened a new 6,590-size position as shown in the source post’s image (source: @lookonchain).

According to @ai_9684xtpa, Hyperliquid will use a conventional mark price formula for its contracts that references Binance futures prices when available and other exchanges when not, reducing single-oracle risk (source: @ai_9684xtpa). According to @ai_9684xtpa, this mechanism is intended to mitigate large mark-price swings and curb manipulation driven by a single oracle (source: @ai_9684xtpa). According to @ai_9684xtpa, traders should expect mark prices to be derived from multi-exchange references rather than a single oracle, improving price robustness for perpetual swaps (source: @ai_9684xtpa).

According to @rovercrc, approximately $354 million in crypto positions were liquidated over the last 60 minutes. Source: https://twitter.com/rovercrc/status/1960082545833361628 Large, clustered liquidations can accelerate price swings via cascading margin calls and thin order books, increasing short-term volatility and slippage risk for major pairs such as BTC and ETH. Source: https://academy.binance.com/en/articles/what-are-liquidations and https://academy.binance.com/en/articles/what-is-slippage-in-crypto Intraday traders commonly monitor funding rates and liquidity conditions after such flushes to assess leverage imbalances and pricing dynamics in perpetual swaps. Source: https://academy.binance.com/en/articles/what-are-funding-rates and https://academy.binance.com/en/articles/what-are-liquidations

According to @rovercrc, ETH is not overheated because perpetual funding rates have not spiked as they did at the 2021 all-time high. According to @rovercrc, the lack of a funding-rate surge implies less aggressive long leverage versus prior peaks, lowering blow-off liquidation risk and providing room for trend continuation if spot demand improves. According to @rovercrc, traders should monitor any acceleration in funding rates as a signal that leverage risk is rising toward 2021-style conditions.

According to @ai_9684xtpa, a trader compounded $125,000 into $42.987 million in four months, then suffered an 84% drawdown, banked $6.865 million, and ultimately exited with $770,000 after a three-day 98% loss (source: @ai_9684xtpa, Aug 19, 2025). According to @ai_9684xtpa, the blow-up was linked to rolling positions, no stop-loss/take-profit, and high leverage—showing how overexposure in crypto derivatives can erase gains rapidly (source: @ai_9684xtpa, Aug 19, 2025). According to @ai_9684xtpa, this case illustrates that unchecked compounding and leverage without predefined risk limits can lead to near-total equity loss within days in volatile markets (source: @ai_9684xtpa, Aug 19, 2025).

According to @EmberCN, traders including James Wynn, AguilaTrades and others have achieved outsized profits via rolling position strategies and now exhibit path dependence toward repeating the approach, source: @EmberCN on X, Aug 16, 2025. Rolling and compounding winners in BTC and ETH perpetual swaps increases gross exposure and tightens liquidation buffers as leverage rises, historically elevating tail risk, source: Binance Futures Guide and Deribit Insights Risk Management. Crowded rolling flows tend to surface as rising positive funding rates alongside expanding open interest, which increases the probability of squeeze events in one-sided markets, source: Kaiko Market Data and Binance Research funding-rate methodology. Traders can adapt by capping leverage, scaling out into elevated positive funding, and monitoring funding/open-interest divergences as early warning signals for potential reversals, source: Deribit Insights Risk Management and Binance Research.

According to @rovercrc, ETH perpetual funding rates remain extremely low and are still far from both prior range highs and the 2021 all-time high, indicating leverage is not overheated; source: @rovercrc on X, Aug 13, 2025. Traders often read low positive funding as a sign that long positioning is not yet crowded compared with historical peaks, reducing immediate squeeze risk until funding rises toward prior extremes; source: Binance Academy, Funding Rate explainer.

According to @EauDoon, BTC has seen increasing positive sentiment over the past 24 hours, but funding is rising faster than the price; late buyers should proceed with caution (source: @EauDoon on X).

According to Cas Abbé, XRP futures 24-hour volume jumped 208% to $12.4B, overtaking Solana’s $9.6B, marking a shift in derivatives flow toward XRP, source: Cas Abbé on X. Open interest rose 15% to $5.9B, indicating materially higher positioning in XRP derivatives, source: Cas Abbé on X. Funding is positive on XRP perpetuals, which signals a long bias where longs pay shorts, source: Cas Abbé on X; source: Binance Futures documentation. Traders monitor the combination of elevated open interest and positive funding as a crowding and squeeze-risk signal in derivatives markets, source: Binance Research.

According to @MilkRoadDaily, $HYPE trading volumes are rapidly increasing, with Binance Futures maintaining its position as the leading derivatives platform. However, Bybit and the onchain exchange HyperliquidX are quickly gaining market share, signaling intensified competition in the perpetual swaps sector. Notably, HyperliquidX, traditionally seen as an onchain underdog, is now competing directly with major centralized exchanges, marking a significant shift in the landscape for traders seeking high-liquidity perps products. This ongoing exchange battle could influence trading volumes and liquidity dynamics across the broader crypto derivatives market. Source: @MilkRoadDaily.

According to @ThinkingUSD, InsilicoTrading is considering building an onchain trading platform that promises best-in-class execution, lower fees, the largest referral split among onchain terminals, and top-tier perpetual swap execution. These features directly target key trader demands—lower transaction costs and more lucrative referral programs—potentially increasing platform liquidity and user acquisition. For crypto traders, such advancements could drive higher trading volumes and tighter spreads on InsilicoTrading, influencing market competition and fee structures across the DeFi ecosystem. Source: @ThinkingUSD.