Binance Outage Map

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Binance Issues Reports

Latest outage, problems and issue reports in social media:

• 
  HodlFM (@Hodl_fm) reported 2 minutes ago

  $GRVT is one of the most anticipated perp launches, but expectations are collapsing. After nearly 2 years of delays, the project is finally launching. But the community isn’t happy: > Rewards reduced from 28% to 5%, with the rest vested > Token set to launch on @Binance Alpha before broader access > Most of the supply is reportedly controlled by the team Some traders are already calling it the biggest disappointment in the perp space.

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  ALTSTEIN (@Altsteinn) reported 7 minutes ago

  CZ’s exact words > "I support all meme coins. I might even buy (or sell) one or two in the next few weeks to test a few new things. May the best memes win!” I’ve been here long enough to have experienced a proper BSC szn especially with CZ and Binance pushing I’m on the lookout for some BSC memes, shill me some if you have too 👇🏼

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  Backtesting Arena (@SifuBacktest) reported 9 minutes ago

  𝗧𝗵𝗲 𝗥𝘂𝗹𝗲𝘀, 𝗕𝗲𝗳𝗼𝗿𝗲 𝗪𝗲 𝗖𝗼𝗺𝗽𝘂𝘁𝗲 — 𝗧𝗲𝘀𝘁𝗶𝗻𝗴 𝘁𝗵𝗲 𝗪𝘆𝗰𝗸𝗼𝗳𝗳 𝗦𝗽𝗿𝗶𝗻𝗴 In the first article we showed that the Wyckoff Spring runs against the documented order-flow research. Carol Osler's work indicates that price accelerates after crossing stop-loss clusters rather than reversing — and the Spring lives in exactly that zone. This article is the pre-registration. The rules for our test, published before we have calculated a single number. Including a control group that exposed a gap in our own method. 𝗪𝗵𝘆 𝘁𝗵𝗲 𝗦𝗽𝗿𝗶𝗻𝗴 𝗮𝗻𝗱 𝗻𝗼𝘁 𝘁𝗵𝗲 𝘄𝗵𝗼𝗹𝗲 𝘀𝗰𝗵𝗲𝗺𝗮𝘁𝗶𝗰 We read three public Wyckoff scripts for TradingView, all under the Mozilla Public License. One detects the entire schematic with a state machine across all five phases. One marks Springs only. One does something else entirely, which we come back to. The difference is instructive, and it is not about the authors' care. PHASES ARE STATES, NOT EVENTS. The larger script carries a variable travelling from Phase A to Phase E, driven by roughly twenty hard-coded thresholds. The state depends on the whole path price took to get there. It never resets and it never expires. So you cannot say "there were 47 Phase C events, and on average this followed." There are no 47 events. There is a state that was entered at some point and gets overwritten by something else at another. A Spring is a timestamp. Timestamps can be counted, set against what happened next, and compared to a baseline. Testability is a property of scope, not of diligence. All three scripts are competently written. Only some ask a question that can have an answer. 𝗪𝗵𝘆 𝗿𝘂𝗹𝗲𝘀 𝗵𝗮𝘃𝗲 𝘁𝗼 𝗰𝗼𝗺𝗲 𝗳𝗶𝗿𝘀𝘁 If you code a rule, look at the result, then adjust the parameters, you will always end up finding something. Not through dishonesty — it happens on its own. You try a different pivot length because the first one "didn't look right". You nudge the volume threshold. Five passes later you have a rule that works on exactly this data and nothing else. The only mechanical protection is writing the rules down beforehand and publishing them. After that they cannot be changed quietly. 𝗧𝗵𝗲 𝗱𝗲𝘁𝗲𝗰𝘁𝗶𝗼𝗻 𝗿𝘂𝗹𝗲 • PIVOT — a bar whose low is below the six bars before it and no higher than the six after. Which means it confirms six bars late. That is deliberate: it was not known earlier, so it may not be used earlier • VALID LEVEL — a confirmed pivot low that was also the low of its trailing twenty bars. That puts it at the bottom edge of a range rather than somewhere in the middle • SPRING — price trades below a valid level but closes above it. The low must also be the lowest of the trailing twenty bars, and the level must not have been broken more than three times before. Each level fires at most once • ENTRY — at the close of the bar the Spring occurs on. Not at the low. The low was not tradeable at the moment of the decision • MEASURED — price movement over 5, 10 and 20 bars afterward, net of 0.1% costs per side. No optimised exit, no stop, or the study answers a different question • BENCHMARK — the unconditional forward return over the same horizons, same window, same universe • UNIVERSE — Bitcoin plus the nine most-traded USDT pairs on Binance, ranked by December 2019 volume, not by today's survivors: BTC, ETH, MATIC, BNB, TRX, XRP, EOS, LTC, BCH, VET. That MATIC ranked third then and VET tenth is the point — today's list would differ The benchmark is the single most important item on the list. A positive return after a Spring says nothing until you know what the market did anyway over the same stretch. And the 2020-dated universe is the reason the number will not just be a survivorship artefact. 𝗪𝗵𝘆 𝘁𝗵𝗶𝘀 𝗿𝘂𝗹𝗲 𝗱𝗼𝗲𝘀 𝗻𝗼𝘁 𝗰𝗼𝗻𝘁𝗿𝗮𝗱𝗶𝗰𝘁 𝗢𝘀𝗹𝗲𝗿 Here is the property that matters. Our rule only fires once the close has ALREADY RECLAIMED support. It therefore does not predict the reversal — it selects precisely those cases where the cascade failed to run. So the question is no longer "does price reverse after a break". It becomes: does the subset where the cascade did not run behave differently afterward than the market as a whole? Narrower, sharper, answerable. Without Osler's paper we would not have framed it this way. 𝗩𝗼𝗹𝘂𝗺𝗲, 𝘁𝗵𝗿𝗲𝗲 𝘄𝗮𝘆𝘀 The teaching is not unanimous here. A Spring is read one way as absorption by large buyers — which implies high volume. And another way as evidence that no supply remains — which implies low. Both readings are common. So we measure three ways: no volume condition, high volume, low volume. If both extremes give the same answer, volume is not doing the work and the price pattern carries it alone. Both of the first two scripts test only for high volume. Neither notes that this was a choice. 𝗧𝗵𝗲 𝘁𝗵𝗶𝗿𝗱 𝘀𝗰𝗿𝗶𝗽𝘁, 𝗮𝗻𝗱 𝘁𝗵𝗲 𝗴𝗮𝗽 𝗶𝘁 𝗲𝘅𝗽𝗼𝘀𝗲𝗱 The third script defines the Spring like this: RSI rises above 30. That is all. No price level, no support, no trading range, no break with recovery, no volume. An oscillator crossing with a Wyckoff label on it. And it would test perfectly well. You could run it through the same machine — sample gate, benchmark, multiple-testing correction, look-ahead check — and get a clean number. For a question that has nothing to do with Wyckoff. Which exposes a gap we had not named. Everything else we check concerns the RELIABILITY of a result: is the number reproducible, is future information leaking in, does it hold against the right comparison. None of those checks asks WHETHER THE THING MEASURED IS THE THING ON THE LABEL. A backtest can be methodologically flawless and still measure the wrong thing. That is not an edge case. It is probably the more common failure — because it leaves no trace in the metrics. 𝗦𝗼 𝘁𝗵𝗲 𝗽𝗹𝗮𝗰𝗲𝗯𝗼 𝗴𝗼𝗲𝘀 𝗶𝗻 The RSI crossing becomes a control group. Same horizons, same baseline, same costs, same gates. The placebo measures plain reversion from oversold. Our Spring additionally measures a price-level structure — the break and recovery of a confirmed support. Whatever the Wyckoff definition contributes on its own is exactly the gap between the two. 𝗛𝗼𝘄 𝘄𝗲 𝘄𝗶𝗹𝗹 𝗿𝗲𝗮𝗱 𝘁𝗵𝗲 𝗿𝗲𝘀𝘂𝗹𝘁 Fixed in advance, because otherwise any configuration can be narrated into a finding afterward. • Spring works, placebo does not — the price-level structure contributes something • Both work, similar size — the Spring mostly measures oversold reversion, and the label is decoration • Both work, placebo clearly smaller — both effects are real and the structure adds on top • Neither works — neither rule shows anything on this data • Only the placebo works — the simpler rule beats the more elaborate one That last row is the outcome we would least enjoy. It is on the list for exactly that reason. 𝗧𝗵𝗲 𝗴𝗮𝘁𝗲𝘀 • Under one standard error of difference — no detectable effect, regardless of sign • Under 30 events per variant — anecdote, reported as one • Fewer than 12 distinct months — one observation, not forty • Twelve combinations tested — corrected for multiple testing via the deflated Sharpe ratio • Prefix test — the series is computed twice, once on truncated data, and overlapping values must match exactly 𝗧𝗵𝗲 𝗰𝗼𝗺𝗺𝗶𝘁𝗺𝗲𝗻𝘁 We publish the result whatever it is. Effect found, no effect, or too few Springs to say anything. All three accepted in advance, all three reported the same way. 𝗪𝗵𝘆 𝘁𝗵𝗲 𝗼𝗿𝗱𝗲𝗿 𝗺𝗮𝘁𝘁𝗲𝗿𝘀 A backtest whose rules were written after the first look at the numbers looks exactly like one whose rules came first. Same chart, same metrics, same confidence. The difference is the order — and the order does not appear anywhere in the output. So it appears here instead. Beforehand, with a date on it. The result follows. Study the Past — Improve your Future.

• 
  shooky (@andrenackt) reported 9 minutes ago

  @binance looks more like keeping traders inside binance than expanding real market access

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  👀 🐂🀄️ (@I4NFTS) reported 10 minutes ago

  So now we’ve had crime on Robinhood with $pipedog Crime on Binance (king of crime) with $MarsCoin And yet @solana stills adds zero help to push anything on their chain People are degenerates and constantly add most volume on low caps on pump but if it were for that I really wish solana would just lose a massive share of meme volume to the people who actually care to address them and push them

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  jack7 offsuit (@jack7offsuit) reported 10 minutes ago

  @game_for_one Don’t understimate CZ / Binance trying to takeover the stocks volume and competition from RH after Vlad said earnings call they will own stocks on chain and it can take them to 1T Val. Is binance going to lose non-US customer base to Robinhood ? Or compete

• 
  stx6969 (@stx5684) reported 13 minutes ago

  @godfred_xcuz @Stacks wtf we celebrating ? 13c? muneeb being afk for 2 years and ******* the project? binance flagging this scam fuckshit network?

• 
  MIRZA (@mirza_sarmin) reported 14 minutes ago

  $GRVT tge is finally here — july 30. the day a lot of people have been waiting for. here's everything happening today. the big picture: · tge today, july 30. airdrop claims open at 21:00 (utc+8). · total airdrop pool: 280m grvt (28% of 1b supply). · season 1: 100m. season 2: 180m. all vested over 12 months. · if you registered before july 17, your first batch is auto-distributed. later registrations need to claim manually within 30 days per batch. listings: · binance alpha — confirmed, likely 1-2 hours before other cex. · bybit & kucoin — spot trading for grvt/usdt goes live at 14:00 utc. · coinbase — added to roadmap. deposit addresses are available, but deposits won't activate until the project unlocks transfers. · mexc — pre-market trading already live. last executed price around $0.41. pricing & valuation: · pre-market price on mexc: ~$0.41. implied fdv: ~$410m. · polymarket traders are betting on whether fdv crosses $500m the day after listing. · current spot price: ~$0.065. market cap: ~$65m. (note: price is still settling across venues) token transfer times: · deposits from ethereum network: ~20 minutes. · withdrawals (bridging out): minimum 3 hours, up to 6 hours. due to zksync protocol's minimum settlement delay. · expected to improve over time. what grvt actually is: it's a self-custodial on-chain wealth platform built on zksync's elastic chain. combines perpetual futures, spot trading, yield products, and tokenized assets in one account. you earn yield on deposits while using them as trading collateral. positions itself as a hybrid — cex-like ux with dex self-custody. utility of $grvt: · reduced trading fees · higher margin efficiency · priority access to treasury investments · governance · yield and payment rights my take: tge day is always chaotic. prices will swing. listings will roll out in waves. if you have an allocation, check your claim window. if you're trading, watch the spreads — pre-market doesn't always match spot. grvt is a legit project with real backing — $33m raised, backed by delphi ventures and hack vc. but tge day is about execution, not narratives. @grvt_io dyor!

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  Alek (@Alek_Carter) reported 14 minutes ago

  Crypto is more than just charts, candles, and chasing pumps! A lot of people jump into crypto thinking the only way to participate is by buying low and selling high. But there’s another side of crypto too earning. Crypto earning products allow users to put their assets to work and earn rewards based on different product terms, instead of simply holding them idle. Take Binance Simple Earn as an example: • Flexible Products Need more control? Flexible options are made for users who want easier access to their assets while still having the opportunity to earn rewards. • Locked Products Okay with locking your assets for a certain period? Locked products can offer different reward opportunities in exchange for committing your funds for a fixed time. Every product is different supported coins, reward rates, availability, and rules can vary depending on the region and market conditions. Crypto isn’t a one-way street. Trading is just one path. Earning products are another option for users who want to explore the ecosystem differently. Always understand the terms, do your research, and make decisions that fit your goals. 🚀 #Binance #BinanceAcademy #LearnWithBinance

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  Slem 🍚 ⛓ (@slem1337) reported 16 minutes ago

  I USED TO THINK POLYMARKET LATENCY ARBITRAGE LOOKED LIKE FREE MONEY Binance moves first. Polymarket reacts a little later. A bot sees the move, buys the mispriced outcome and collects the difference. Simple, right? A new public research release has now tested that idea across 727 million synchronized Polymarket and Binance rows. The researchers matched 2.94 million cross-venue events across 54 Polymarket trading days and found that Polymarket quotes reacted to large Binance moves after a median 347 milliseconds. On paper, that sounds like a huge edge for a trading bot. In practice, it was not. A walk-forward model using 43 different microstructure features still failed to outperform the probability already embedded in Polymarket’s own order book. After the researchers added estimated fees and slippage, the strategy lost money. And this is where building trading bots becomes much more complicated than simply finding a signal. The bot still needs to detect the move, calculate the trade, submit the order, enter the queue and actually get filled before the market reprices. Even when Binance clearly moves first, most of the theoretical edge can disappear during execution. The lag is real. The obvious arbitrage is not. But that does not mean the dataset is useless. It probably means the more interesting opportunity is not predicting whether Bitcoin moves up or down. It may be identifying moments when Polymarket fails to reprice cleanly: • Liquidity disappears after a large Binance move • Spreads suddenly expand • Thin books create temporary dislocations • Prices get stuck near $0.01 or $0.99 • Market makers become overexposed on one side Most Polymarket latency bots are probably not competing over who sees the Binance move first anymore. They are competing over who can execute without giving the entire edge back through spread, slippage and queue position. Seeing the opportunity is easy. Actually getting paid for it is the hard part.

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  Macro Bombastic (@MacroBombastic) reported 18 minutes ago

  @MartiniGuyYT classic squeeze setup, binance data shows solid bid support at 63k

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  Augustine (@EyoAugusti73181) reported 18 minutes ago

  @Web3pr0f binance wallet access makes vizo easier

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  Sucker for soccer (@DavidSesugh2) reported 18 minutes ago

  @binance Sorry, you did nothing to help recover funds i mistakenly sent to the wrong Binance ID

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  DJ_Marvelous (@Dran_Marvelous) reported 19 minutes ago

  $BANK worst the team behind this trash should go to hell. ******* ******* @LorenzoProtocol. This trash even listed in binance spot and other top tier cex scam ****. Delist this stupid project.

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  Cryptrix Labs (@CryptrixLabs) reported 19 minutes ago

  ALLO isn't ready yet — the trend is still pointing down and buyers need to reclaim about $0.319 on the hourly with real volume before this is worth leaning into. Zoom out and the daily chart tells the story: ALLO has been bleeding lower for weeks and is trading well under its average price of the last month. The next real ceiling overhead sits up near $0.36, and if sellers press harder there's no meaningful floor until $0.15. That's a lot of empty air in both directions, and right now gravity is winning. On the 4-hour chart the shorter-term average price is still sitting below the longer-term one — a simple way of saying recent buyers are underwater. Momentum hasn't actually turned up either, and every attempt to push into the $0.32–$0.35 zone has been sold. On the 4-hour and 1-hour charts there's also a subtle warning sign: price is making slightly lower highs while momentum makes slightly higher ones. That pattern usually resolves as the downtrend simply continuing after a brief pause, not as a real reversal. The 15-minute chart did bounce off a low, but volume behind it is thin and price is still trapped under the levels that would signal a genuine shift. There is some coiled-spring potential here — most traders are positioned against the coin and the range has tightened up, which can fuel a sharp squeeze — but that's kindling, not a fire. Trend and structure still point down. The line in the sand is clear: a clean hourly close back above roughly $0.319 with strong volume flips the read and puts ALLO back on the table. Until then, this one stays on the watchlist, not in the basket. — 📡 On the Radar · $ALLO · Available on Binance