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20 Feb 2026, 07:20
USD/INR exchange rate surges dramatically as Indian rupee faces FII selling pressure and oil price spike
BitcoinWorld USD/INR exchange rate surges dramatically as Indian rupee faces FII selling pressure and oil price spike The USD/INR currency pair has experienced a significant gap higher in recent trading sessions, marking one of the most substantial moves in the forex market this quarter. This dramatic shift reflects mounting pressure on the Indian rupee from multiple economic fronts, primarily driven by foreign institutional investor selling and escalating global oil prices. Market analysts now closely monitor these developments as they signal broader implications for India’s economic stability and monetary policy direction. USD/INR exchange rate technical analysis and market movement Technical charts reveal the USD/INR pair breaking through several key resistance levels with unusual momentum. The currency pair opened with a substantial gap above previous closing levels, indicating strong overnight selling pressure on the Indian rupee. Market data shows the pair trading at its highest levels in several months, with volatility measures spiking significantly. This movement represents a clear departure from the relatively stable trading range observed throughout the previous quarter. Forex traders report increased volume and directional conviction in recent sessions. The gap higher suggests fundamental factors rather than technical adjustments primarily drive the current movement. Market participants now watch critical technical levels that could determine whether this represents a short-term correction or the beginning of a more sustained trend. Historical data indicates similar gaps have often preceded extended periods of rupee weakness against the dollar. Foreign institutional investor selling pressure intensifies Foreign institutional investors have substantially reduced their exposure to Indian assets in recent weeks. Data from regulatory filings shows net outflows exceeding previous monthly averages by significant margins. This selling pressure directly impacts currency markets as FIIs convert rupee proceeds back to dollars and other global currencies. Several factors contribute to this shift in investor sentiment. Global risk aversion has increased due to changing monetary policy expectations in major economies. Additionally, relative valuation concerns have emerged as other emerging markets offer potentially more attractive risk-reward profiles. Domestic economic indicators showing slowing growth momentum have further influenced foreign investor decisions. The Reserve Bank of India’s intervention patterns have also affected FII positioning strategies in recent months. Recent FII Activity in Indian Markets Time Period Equity Outflows (USD Billion) Debt Outflows (USD Billion) Net Currency Impact Current Month -2.1 -0.8 Significant Pressure Previous Month -1.3 -0.4 Moderate Pressure Quarter-to-Date -4.7 -1.5 Sustained Pressure Expert analysis of capital flow dynamics Financial market experts highlight several interconnected factors driving FII behavior. Global portfolio rebalancing has accelerated as major central banks signal policy shifts. Currency strategists note that India’s current account position remains vulnerable to sustained outflows. Historical patterns suggest that FII selling often creates self-reinforcing cycles in currency markets. Market participants now closely monitor whether domestic institutional investors can provide sufficient counterbalancing support. Rising oil prices and their impact on Indian rupee Global crude oil prices have surged to multi-month highs, creating additional pressure on the Indian rupee. As one of the world’s largest oil importers, India’s trade balance deteriorates significantly with each sustained increase in petroleum prices. Current price levels add billions to the country’s monthly import bill, directly affecting currency demand dynamics. The relationship between oil prices and the USD/INR exchange rate has remained consistently negative for decades. Several geopolitical and supply factors drive the current oil price increase. Production adjustments by major exporting nations have reduced global supply. Simultaneously, seasonal demand patterns and inventory drawdowns have created tighter market conditions. Energy analysts project that these factors may persist through the coming quarter, suggesting continued pressure on oil-importing currencies like the Indian rupee. Brent crude has increased approximately 18% this quarter India’s oil import bill rises by roughly $1.2 billion monthly per $10 price increase Currency correlation between USD/INR and oil prices remains above 0.7 Strategic reserves provide limited buffer against sustained price increases Broader economic context and policy implications The current currency movement occurs within a complex global economic environment. Major central banks continue navigating inflation concerns while supporting economic growth. The US Federal Reserve’s policy trajectory particularly influences emerging market currencies through interest rate differentials and capital flow patterns. India’s domestic economic indicators show mixed signals, with some sectors demonstrating resilience while others face headwinds. Monetary policy authorities now face challenging decisions regarding intervention strategies. The Reserve Bank of India possesses substantial foreign exchange reserves but must balance currency stability against other policy objectives. Historical interventions during similar periods provide valuable context for understanding potential central bank responses. Market participants generally expect measured responses unless volatility escalates beyond certain thresholds. Historical perspective on rupee volatility episodes Currency analysts compare current conditions to previous periods of rupee pressure. The 2013 taper tantrum and 2018 oil price spike provide particularly relevant case studies. During these episodes, the rupee experienced significant depreciation before stabilizing through policy interventions and improving fundamentals. Current foreign exchange reserve levels substantially exceed those available during previous crises, providing stronger buffers. However, global economic conditions differ meaningfully from historical precedents. Market reactions and forward-looking indicators Financial markets have responded to the USD/INR movement across multiple asset classes. Equity markets show sector-specific impacts, with export-oriented companies benefiting while import-dependent sectors face pressure. Bond markets reflect changing expectations regarding interest rates and inflation. Derivatives markets indicate increased hedging activity as market participants manage currency risk exposure. Forward-looking indicators suggest several factors will determine future currency direction. Global risk sentiment remains a primary driver of capital flows into and out of emerging markets. Domestic economic data releases will provide crucial information about India’s growth trajectory. Policy announcements from major central banks will influence interest rate differentials and currency valuations. Technical analysis identifies key levels that could signal either consolidation or continuation of current trends. Conclusion The USD/INR exchange rate surge reflects multiple converging factors affecting the Indian economy and currency markets. Foreign institutional investor selling and rising oil prices create substantial pressure on the rupee, driving the currency pair to multi-month highs. Market participants now monitor whether these factors represent temporary headwinds or signal more sustained challenges. The Reserve Bank of India’s policy response and domestic economic resilience will likely determine the currency’s trajectory in coming months. This USD/INR movement underscores the interconnected nature of global financial markets and emerging economy vulnerabilities. FAQs Q1: What causes the USD/INR exchange rate to gap higher? The USD/INR exchange rate gaps higher when significant selling pressure on the Indian rupee occurs outside regular trading hours, often due to overnight developments in global markets, economic data releases, or geopolitical events that affect investor sentiment. Q2: How does FII selling impact the Indian rupee? Foreign institutional investor selling impacts the Indian rupee by creating increased demand for dollars as FIIs convert rupee proceeds from asset sales. This increased dollar demand relative to rupee supply depreciates the local currency against the US dollar. Q3: Why do rising oil prices weaken the Indian rupee? Rising oil prices weaken the Indian rupee because India imports most of its petroleum needs. Higher oil prices increase India’s import bill, creating greater demand for dollars to pay for oil imports and thus depreciating the rupee against the dollar. Q4: What tools does the Reserve Bank of India use to stabilize the currency? The Reserve Bank of India uses several tools to stabilize the currency, including direct intervention in forex markets using foreign exchange reserves, adjusting interest rates to influence capital flows, implementing regulatory measures, and using moral suasion with market participants. Q5: How long do currency gaps typically affect market trends? Currency gaps typically affect market trends for varying periods depending on their cause. Technical gaps often fill quickly, while fundamental gaps caused by significant economic developments can establish new trading ranges that persist for weeks or months, especially when supported by sustained capital flows or economic trends. This post USD/INR exchange rate surges dramatically as Indian rupee faces FII selling pressure and oil price spike first appeared on BitcoinWorld .
20 Feb 2026, 07:14
Solana Price Teases $79.50 Support as Monthly Cup and Handle Targets $200 to $250 Breakout
Solana hovered near $81.64 on Binance’s 30 minute SOLUSD chart after sliding back into a highlighted support band, as analyst group More Crypto Online flagged $79.50 as the next “micro support” level to watch. Solana eyes $79.50 as wave (2) extension keeps pressure on price In a post on X, More Crypto Online said wave still appears to be extending, which keeps the short term bias pointed lower unless price stabilizes above nearby support. On the chart, price sat just under the 61.8% level near $81.80, while a tighter support cluster lined up around $79.53–$79.46 (marked as the 100% level near $79.53 and a 78.6% level near $79.46). Below that, the next visible downside levels came in at $78.04, then $75.50, with a deeper band closer to $72.03. Solana/U.S. Dollar 30 Minute Chart. Source: More Crypto Online on X If SOL holds the $79.50 area and rebounds, the chart’s nearest upside checkpoints sit back toward the $81.80–$83.49 zone first. However, if price loses that micro support on follow through, the same roadmap points to a potential extension toward $75.50 and then $72.03 as the next downside magnets. Solana chart flags $80 support as $200 to $250 breakout zone comes into view In a post on X, Bitcoinsensus said Solana’s monthly chart shows a multi year cup and handle continuation setup. The chart drew a wide rounded base across 2022 and 2023, then pushed back into the prior range before rolling into a pullback phase. As a result, the analyst framed the structure as a completed “cup” that has moved into the handle. Solana Monthly Chart. Source: Bitcoinsensus on X The handle, in this view, is forming inside a falling channel marked by two downsloping blue trendlines. That channel matters because it describes how sellers keep pressure on rebounds while buyers try to slow the decline with higher demand at lower levels. Therefore, a break above the channel’s upper boundary would signal that the handle is ending and momentum is shifting. Bitcoinsensus highlighted about $80 as the key support area to defend while the handle develops. If that support holds, the pattern stays intact because the handle usually remains a controlled retracement, not a full trend reversal. However, if the level fails on a monthly basis, the structure weakens and the market would need to rebuild a new base before the continuation case can return. For confirmation, the analyst pointed to the $200 to $250 zone as the breakout range. If SOL clears that area and holds, it would reclaim the top of the multi year range and complete the handle breakout in this framework. Then the chart’s white projection implies room for a larger continuation move, with the prior range acting as the launch point.
20 Feb 2026, 06:53
Shiba Inu Stalls Below Key Resistance as Cautious Whale Activity Caps Breakout
Shiba Inu remains trapped below a critical resistance level, as weak buying pressure and cautious whale behavior continue to cap upside momentum. While on-chain data shows improving fundamentals, including falling exchange reserves and steady accumulation, Shiba Inu’s price has remained below $0.0000066 over the past few days, preventing a meaningful breakout. Visit Website
20 Feb 2026, 06:45
Upbit HBAR Suspension: Essential Network Upgrade Prompts Temporary Trading Pause
BitcoinWorld Upbit HBAR Suspension: Essential Network Upgrade Prompts Temporary Trading Pause SEOUL, South Korea – February 24, 2025 – Leading South Korean cryptocurrency exchange Upbit has announced a crucial operational pause, temporarily suspending all deposit and withdrawal services for the Hedera (HBAR) token. This strategic suspension, commencing at 9:00 a.m. UTC on February 25, directly supports a significant network upgrade on the Hedera Hashgraph platform. Consequently, this proactive measure ensures transactional integrity and security for all users during the technical transition. Upbit HBAR Suspension: A Detailed Timeline and Rationale Upbit communicated the suspension details through an official notice on its website and user application. The exchange will halt HBAR deposits and withdrawals precisely at the scheduled time. However, spot trading for HBAR/KRW and HBAR/BTC pairs will continue uninterrupted on the platform. This distinction is critical for traders. The suspension specifically facilitates the “Hedera Network Mainnet Upgrade,” a planned evolution of the underlying blockchain protocol. Network upgrades are standard practice in the blockchain industry. They often introduce enhanced features, improved security protocols, and greater scalability. Major exchanges like Upbit routinely enact temporary service pauses during these events. This practice prevents potential transaction failures or fund loss that could occur if the network split into different versions temporarily. Upbit has confirmed it will notify users through official channels once deposit and withdrawal services fully resume post-upgrade. Understanding the Hedera Network Upgrade Context The Hedera Hashgraph network operates on a unique consensus mechanism called Hashgraph, which promises high throughput and low latency. Scheduled upgrades are integral to its development roadmap. This particular upgrade follows the successful implementation of several previous milestones, including smart contract service enhancements and consensus node improvements. The Governing Council of Hedera, which includes global enterprises like Google, IBM, and Boeing, oversees these upgrades. Historically, such upgrades require validators and node operators to update their software. During this synchronization window, network consensus can be temporarily affected. Therefore, exchanges preemptively suspend movements to and from the chain. This protocol mirrors actions taken by other major exchanges during upgrades for networks like Ethereum, Cardano, and Solana. The proactive communication from Upbit aligns with global best practices for user protection and operational transparency. Expert Analysis on Exchange Protocol During Upgrades Industry analysts emphasize that temporary suspensions represent responsible custodianship. “When a foundational layer-1 protocol undergoes a change, exchanges must ensure their systems and the public network are perfectly aligned,” explains a blockchain infrastructure specialist from a Seoul-based fintech research firm. “A suspension, while inconvenient, is a minor precaution compared to the risk of processing a transaction on a deprecated chain fork.” Data from 2024 shows that over 70% of top-tier exchanges employ similar suspension protocols for major network events. The impact on HBAR’s market price has been historically muted during such operational pauses, provided communication is clear. Market liquidity often shifts to other trading pairs or exchanges during the window. However, Upbit’s dominance in the South Korean market—often accounting for a significant portion of HBAR’s KRW trading volume—means local traders should plan accordingly. Users are advised to complete any necessary transfers before the deadline or wait patiently until services restore. Practical Impacts for Upbit Users and Traders For the average Upbit user, this announcement necessitates specific actions. First, any pending HBAR deposits sent to an Upbit wallet address after the suspension time may experience significant delays. They will not credit to the user’s account until services resume. Second, users cannot transfer HBAR out of their Upbit wallets to external private wallets or other exchanges during the suspension period. Continue Trading: All HBAR spot trading on Upbit remains active. Pause Transfers: All inbound and outbound HBAR token transfers are paused. Check Status: Users should monitor Upbit’s official notice page for the resumption announcement. No Fund Risk: HBAR holdings in Upbit wallets remain secure and unaffected. This event also highlights the importance of monitoring exchange communications. Reputable platforms typically provide at least 24-48 hours of notice for such planned maintenance. Upbit’s adherence to this standard demonstrates its commitment to the Financial Action Task Force (FATF) Travel Rule compliance and overall market integrity. Furthermore, it underscores the maturing infrastructure of the crypto industry, where planned technical work follows communicated schedules. Broader Implications for the South Korean Crypto Market South Korea maintains one of the world’s most active and regulated cryptocurrency markets. Upbit, operated by Dunamu Inc., is a pivotal player under the strict oversight of the Financial Services Commission (FSC) and the Korea Financial Intelligence Unit (KoFIU). Its operational decisions often set precedents for other domestic exchanges like Bithumb and Korbit. The transparent handling of this HBAR suspension reinforces the market’s structured approach to risk management. Moreover, Hedera’s presence in South Korea extends beyond retail trading. Several local enterprises and startups are building on its network for services like digital identity and supply chain tracking. A smooth network upgrade, supported by coordinated actions from major exchanges, bolsters institutional confidence in the blockchain’s reliability. This synergy between crypto exchanges and underlying protocol teams is essential for mainstream adoption and technological progress in the region. Conclusion The temporary Upbit HBAR suspension for the Hedera network upgrade is a routine, precautionary measure emblematic of a maturing digital asset ecosystem. It prioritizes user asset security and network stability above temporary convenience. South Korean traders and global HBAR holders can anticipate the resumption of normal deposit and withdrawal functions shortly after the Hedera upgrade completes successfully. This event ultimately highlights the collaborative and procedural nature of maintaining robust blockchain infrastructure in 2025. FAQs Q1: Can I still trade HBAR on Upbit during the suspension? Yes. The suspension affects only deposits and withdrawals. Spot trading for HBAR/KRW and HBAR/BTC pairs will continue normally on the Upbit exchange. Q2: How long will the HBAR deposit and withdrawal suspension last? Upbit has not specified an exact end time. The duration typically depends on the completion and stabilization of the Hedera network upgrade. The exchange will issue a new notice once services resume. Q3: Is my HBAR safe on Upbit during this time? Yes. The suspension is a preventive technical measure. All user holdings remain secure in Upbit’s custody wallets and are not at risk due to the network upgrade. Q4: What happens if I send HBAR to my Upbit address after the suspension starts? The transaction will remain pending on the network. Your funds will not credit to your Upbit account until after the suspension lifts and the exchange processes the delayed transactions. This process may take additional time. Q5: Do other exchanges also suspend HBAR services for this upgrade? It is common practice. Many global exchanges coordinating with the Hedera network may enact similar temporary suspensions. Users should check announcements from their respective trading platforms. This post Upbit HBAR Suspension: Essential Network Upgrade Prompts Temporary Trading Pause first appeared on BitcoinWorld .
20 Feb 2026, 06:30
All about Ethereum’s derivatives reset as exchange reserves hit multi-year lows
Ethereum's on-chain data revealed that its price action is at an interesting inflection point right now.
20 Feb 2026, 06:25
BTC Perpetual Futures: The Astonishing Equilibrium in Long/Short Ratios Across Binance, OKX, and Bybit
BitcoinWorld BTC Perpetual Futures: The Astonishing Equilibrium in Long/Short Ratios Across Binance, OKX, and Bybit Global cryptocurrency markets are witnessing a remarkable state of balance in Bitcoin derivatives trading as of late 2024. Data from the world’s three largest futures exchanges by open interest reveals an almost perfect equilibrium between bullish and bearish sentiment for BTC perpetual futures contracts. This precise alignment of long and short positions presents a fascinating snapshot of current market psychology and offers critical insights for institutional and retail traders navigating the volatile digital asset landscape. The convergence of ratios near the 50% mark across Binance, OKX, and Bybit signals a period of intense indecision and technical consolidation. Decoding the BTC Perpetual Futures Long/Short Ratio Perpetual futures contracts, commonly called “perps,” represent a cornerstone of cryptocurrency derivatives markets. Unlike traditional futures with set expiration dates, these instruments trade continuously. The long/short ratio measures the percentage of open positions betting on price increases versus those anticipating declines. Market analysts and institutional desks monitor this metric closely. It serves as a powerful, real-time gauge of trader sentiment and potential market direction. A ratio significantly above 50% indicates prevailing bullishness, while a figure below suggests bearish dominance. The current data, showing an aggregate of 49.89% long versus 50.11% short, reflects a market in near-perfect equilibrium. The Mechanics of Market Sentiment Measurement Exchanges calculate these ratios using aggregated, anonymized data from all open perpetual futures positions. The figures represent a snapshot of the total value of long contracts versus short contracts. Importantly, this data excludes spot market activity, focusing solely on leveraged derivative bets. Consequently, the ratio provides a pure read on speculative sentiment rather than underlying asset ownership. Analysts often cross-reference this data with funding rates—the periodic payments between long and short positions—to build a more complete picture of market dynamics and potential pressure points. A Comparative Analysis of Top Exchange Data The uniformity of the long/short ratios across the three leading platforms is particularly striking. Each exchange’s data point clusters tightly around the neutral 50% line, suggesting a globally synchronized sentiment rather than regional divergence. The following table presents the precise 24-hour figures: Exchange Long Positions Short Positions Aggregate (Top 3) 49.89% 50.11% Binance 49.67% 50.33% OKX 49.71% 50.29% Bybit 49.76% 50.24% This data reveals several key insights. First, Binance shows the most pronounced tilt towards short positions among the trio. Second, the variance between exchanges is minimal, at less than 0.1 percentage points. Such tight clustering is historically uncommon during periods of high volatility or strong directional trends. It typically emerges during consolidation phases, where the market digests previous price movements and awaits a new catalyst. Historical Context and Market Cycle Positioning Examining this equilibrium through a historical lens provides deeper meaning. During the bull market peaks of 2021 and late 2023, aggregate long ratios frequently exceeded 55% or even 60% across major platforms. Conversely, during severe bear markets like 2022, short ratios dominated, sometimes reaching 58-60%. The current neutral stance, therefore, may indicate a transitional market phase. Traders appear to be weighing conflicting macroeconomic signals, regulatory developments, and Bitcoin’s upcoming halving event against each other. This hesitation creates a balanced, yet potentially unstable, setup where a clear catalyst could trigger a sharp move as positions rapidly rebalance. The Role of Open Interest and Market Depth Open interest—the total number of outstanding derivative contracts—provides essential context for interpreting long/short ratios. High open interest alongside a neutral ratio suggests significant capital is deployed but directionally agnostic. This scenario often precedes periods of increased volatility. According to public blockchain analytics and exchange reports, aggregate open interest for BTC perpetuals across these three venues remains near all-time highs. Consequently, the balanced sentiment carries more weight. It represents the views of a large, liquid, and active participant base rather than a thin, illiquid market. Liquidity Implications: High open interest ensures tight bid-ask spreads and efficient price discovery, even during neutral sentiment. Volatility Precursor: A large volume of neutral positions can act as fuel for a volatility spike when the balance finally breaks. Institutional Activity: Sustained high open interest often correlates with increased participation from hedge funds and proprietary trading firms using sophisticated, market-neutral strategies. Expert Analysis on Neutral Market Phases Seasoned derivatives traders and market structure analysts often view extended periods of equilibrium with caution. While they suggest a lack of immediate directional bias, they also indicate a buildup of potential energy. “A market balanced on a knife’s edge,” as one veteran desk manager described it, “is often the calm before a storm.” The minimal funding rates currently observed across these exchanges support this view. With neither longs nor shorts paying significant premiums to hold their positions, there is little economic incentive to tip the scale. This can lead to a stalemate, resolved only by external news or a major technical breakout. Strategic Implications for Traders and Investors For active participants, this data informs several strategic considerations. The neutral ratio advises against high-conviction directional bets on perpetual futures alone. Instead, traders might look to other instruments or timeframes for clearer signals. Many institutional players use options strategies, like straddles or strangles, to profit from an anticipated increase in volatility without picking a direction. For long-term investors, the equilibrium in derivatives can be a secondary indicator. Their primary focus often remains on on-chain metrics, adoption trends, and macroeconomic factors affecting Bitcoin’s store-of-value proposition. Furthermore, the similarity of ratios across exchanges reduces arbitrage opportunities based solely on sentiment divergence. It reinforces the high degree of efficiency and interconnectedness in the global crypto derivatives market. Capital flows freely between venues, quickly erasing any temporary imbalances. This efficiency is a sign of market maturity, contrasting sharply with the fragmented and easily exploitable landscape of earlier years. Monitoring for the Break of Balance The critical task for analysts now is to identify what might break the equilibrium. Potential catalysts include: Unexpected macroeconomic data shifts (CPI, employment reports). Major regulatory announcements from key jurisdictions like the US or EU. Significant movements in traditional markets (e.g., DXY, bond yields). Bitcoin-specific developments, such as miner activity changes pre-halving or large spot ETF flows. A sustained move in the aggregate long/short ratio above 52% or below 48% would signal a shift in collective conviction. Such a move, especially if accompanied by rising open interest, would provide a stronger directional clue for the medium-term trend. Conclusion The current state of BTC perpetual futures long/short ratios presents a compelling narrative of market indecision. The near-perfect 50/50 split across Binance, OKX, and Bybit highlights a global trading community at an impasse. This equilibrium reflects the complex interplay of macroeconomic uncertainty, evolving regulation, and Bitcoin’s maturing market structure. While it offers no clear short-term directional signal, it provides invaluable context. It underscores a market poised for a decisive move, awaiting its next fundamental catalyst. Monitoring these ratios, alongside open interest and funding rates, remains a crucial practice for anyone seeking to understand the forces shaping Bitcoin’s price discovery in the sophisticated world of cryptocurrency derivatives. FAQs Q1: What does a 50/50 long/short ratio actually mean for Bitcoin’s price? A1: A neutral ratio does not predict immediate price direction. Instead, it indicates a balance of buying and selling pressure in the derivatives market. It often occurs during consolidation periods and suggests that the next major price move will likely require a new external catalyst to shift trader sentiment. Q2: Why are Binance, OKX, and Bybit used as the benchmark exchanges? A2: These three platforms consistently rank as the largest by open interest and trading volume for Bitcoin perpetual futures. Their data represents the majority of global derivatives activity, providing a reliable and liquid snapshot of overall market sentiment. Q3: How often do long/short ratios change? A3: Ratios are highly dynamic and can shift intraday based on price action and news flow. The 24-hour figures represent an average over that period. Most exchanges provide real-time or hourly updates on their data dashboards for professional traders. Q4: Can the long/short ratio be used as a standalone trading signal? A4: It is not advisable to use this ratio in isolation. Professional traders combine it with other metrics like funding rates, open interest trends, spot market volume, and technical analysis to form a more complete view and manage risk effectively. Q5: What is the difference between the aggregate ratio and individual exchange ratios? A5: The aggregate ratio is a weighted average based on the open interest of all three exchanges. It provides a single, comprehensive market view. Individual exchange ratios can reveal slight variations in sentiment among different user bases, but as seen currently, these differences are often minimal in highly efficient markets. This post BTC Perpetual Futures: The Astonishing Equilibrium in Long/Short Ratios Across Binance, OKX, and Bybit first appeared on BitcoinWorld .
