Glassy research · series GL

Notes from under the glass.

How Glassy measures a book, what the numbers mean for a trade, and what they say about the venues that post them. Each note reads live data where it can.

1. GL-012026-09-22

   Methodology

   Reading a book through glass

   Every figure Glassy shows, how it is computed, and where the feed runs out.

   9 min
2. GL-022026-09-22

   Robinhood Chain

   Stock perps on Robinhood Chain, against the oracle

   Three prices for one share: the perp, the token and the Chainlink feed. How far apart they sit, and why.

   7 min
3. GL-032026-09-22

   Market structure

   Volume over open interest

   A one-line test for recycled volume, run live across the perp DEXes that report both numbers.

   6 min