Start with the session clock and BTC spine
Choose Sydney, Asia, London or USA. USA combines the New York cash window with the aligned Chicago/CME institutional window, while preserving both sources on its market anchors. Every book follows the exchange-local opening and daylight-saving changes, while visible countdowns and Session Rail labels use your device's local time. Before a selected market opens, the latest completed book stays visible with a clear countdown to the new session. The chart records BTC in fixed five-minute buckets and shows one hour before and after a finalized session as context. The open, close, final metrics and event markers stay fixed to the stored session window. ETH and SOL remain in the evidence without crowding the main reading surface.
- Price spine BTC open, current value, return and range through the selected session.
- Market anchor A named open, overlap, close or settlement recorded in its local timezone.
- Coverage The number of stored samples and the sources actually available for the book.
Use the chart as the main reading surface
Live opens directly into one compact session header and BTC chart. Choose only 1m, 5m, 15m or 1h, then read OHLC, volume, stored event markers and the Session Read below the plot. Desktop keeps the filtered Session Tape beside the chart through the evidence grid, then shows liquidation pressure, baseline breakers and same-session comparison across the full width. Mobile keeps price and chart first, follows with six key evidence cards and liquidation pressure, then reaches the tape without the two secondary comparison panels. Session Rail belongs only to Archive, where it connects finalized book summaries for the selected stored date.
Read changes as chapters, not as dashboard tiles
The chronology adds a chapter only when a configured threshold or a real market event is reached. Funding and open-interest shifts, CEX and DEX pressure, Perps calls, qualified on-chain events and market-maker activity remain attached to their time. Open a chapter to inspect its stored facts. Missing source coverage appears as unavailable instead of a zero, and paid Perps facts use the same entitlement as the Perps workspace.
Use the archive as market memory
A finalized book keeps its BTC result, range, funding, open-interest, liquidation, CEX, DEX and event metrics. Select two to four archived sessions to compare the stored deterministic values. Same-session baselines add median, dispersion and percentile context only after enough books exist. The comparison does not recalculate raw market history when you open it.
Treat the final verdict as a grounded read
The final read combines BTC return and range with stored CEX net, DEX net, liquidation totals, qualified-event count and key public chapters. The AI version can use only those normalized facts and public chapter references. A validator rejects unknown numbers, unsupported causal language, contradictory flow direction and missing evidence links. If generation fails, the same multi-source deterministic read remains visible. It is descriptive evidence, not a trading signal or proof that a market open caused a price move.
Frequently asked questions
Does a market open cause the crypto move shown in the book?
No. Session Book records sequence, alignment and historical comparison. It does not claim causation without a validated causal method.
Why does a metric show unavailable?
The source did not provide usable coverage for that stored bucket or session. Cexlens preserves the gap instead of turning it into a misleading zero.