It’s absolutely insane what we’re being forced to watch and what it reveals about these people is telling..
They talk about "agenda" because users worldwide are upset?!
The Binance lies and the constant attempts to talk around the actual issue are on another level.
This should wake everyone up. Billionaires and Binance insiders are pretending to be victims and acting morally superior, when in reality it’s their own fault for withholding information and treating CT like it’s stupid.
A multi-billion empire communicating like a degen, constantly contradicting itself while refusing to release anything that actually matters is beyond unbelievable.
From a psychological perspective, this kind of evasive communication, role reversal and moral posturing typically signals defensive behavior.
It suggests they are fully aware there is damaging information in the background and are trying to control perception instead of providing transparency.
Here is what Binance would have to provide for full transparency around the 10/10 event and what it has not delivered or has only addressed partially so far:
➡️Complete trade-level data
A full, timestamped dataset of all executed trades for the affected pairs across the entire event window, including buyer, seller, price, size and match engine latency metrics.
➡️Order book snapshots
High-resolution L2/L3 order book history before, during and after the wicks to show exactly where liquidity disappeared and how deep the book really was.
➡️Liquidation engine logs
Precise records of:
trigger prices
mark prices
index prices
liquidation queue priority
size and timing of forced closures.
➡️Mark price construction
A transparent, reproducible formula with the exact constituent exchanges, weights, update frequency and the raw feed values used at the time of the event.
➡️Internal liquidity / market maker activity
Clear disclosure of whether internal market makers, affiliated entities or liquidity programs were active in the impacted pairs and how their inventories changed.
➡️System status and incident timeline
A second-by-second technical post-mortem covering:
matching engine performance
API latency
price feed delays
risk engine behavior
any circuit breakers or manual interventions.
➡️Insurance fund movements
Wallet addresses, balances before and after the event and all transfers linked to liquidations during the period.
➡️ADL (Auto-Deleveraging) data
How many positions were ADL’d, in which markets, at what size and in what order.
➡️Cross-exchange price comparison used internally
The exact reference data Binance used to claim the moves were “market-wide” versus the observable deviations on other venues.
➡️Communication logs and decision process
When the issue was first detected internally, who made decisions, and why no immediate halt, rollback or detailed alert was issued.
➡️Policy for extreme deviations
Documented thresholds for abnormal price behavior and proof whether those thresholds were hit and what actions are mandated by their own rules.
🔺What this reveals by not delivering it:
Refusing or delaying this level of verifiable, granular data while relying on broad statements keeps the narrative in their control and prevents independent reconstruction of the event.
Psychologically and organizationally, that points to risk containment and reputation defense taking priority over radical transparency, because full data would remove interpretation power and shift it to the public.
