Laevitas API V2 v1.8.0

Scroll down for code samples, example requests and responses. Select a language for code samples from the tabs above or the mobile navigation menu.

WebSocket Streaming API

For real-time data streams, see the WebSocket Documentation.

Available channels:

Description	Channel
Live trades	trades.{market}.{exchange}.{instrument}
OHLC ticker	ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}
OHLC VT	ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}

variable	Examples
market	perpetuals, futures, options
exchange	supported exchange (e.g., binance, okx, deribit, bybit, hyperliquid)
instrument	instrument name (e.g., BTC-PERPETUAL, ETH-30JUN23-2000-C)
timeframe	1m, 5m, 15m, 1h, 4h, 1d

Authentication

All requests require an API key in the header: http X-API-Key: your-api-key-here

Quick Start

curl -X GET "https://apiv2.laevitas.ch/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL" -H "X-API-Key: your-api-key-here"

Python Example: Fetch Metadata and OHLCVT Data

This example shows how to fetch metadata first to get data availability, then query OHLCVT data for BTC-PERPETUAL on Deribit:

import requests
from datetime import datetime

API_KEY = "your-api-key-here"
BASE_URL = "https://apiv2.laevitas.ch"
HEADERS = {"X-API-Key": API_KEY}

# Step 1: Fetch metadata to get start date and data availability
metadata_response = requests.get(
    f"{BASE_URL}/perpetuals/metadata",
    headers=HEADERS,
    params={
        "exchange": "deribit",
        "instrument_name": "BTC-PERPETUAL",
        "limit": 100
    }
)
metadata = metadata_response.json()

print(f"Instrument: {metadata['instrument_name']}")
print(f"Exchange: {metadata['exchange']}")
print(f"Data available from: {metadata['start_date']}")
print(f"Data available until: {metadata['end_date']}")
print(f"Total records: {metadata['total_count']:,}")
print(f"Total pages (limit=100): {metadata['total_pages']:,}")

# Step 2: Fetch OHLCVT data using the start date from metadata
ohlcvt_response = requests.get(
    f"{BASE_URL}/perpetuals/ohlcvt",
    headers=HEADERS,
    params={
        "exchange": "deribit",
        "instrument_name": "BTC-PERPETUAL",
        "resolution": "1h",
        "start": metadata['start_date'],
        "limit": 100
    }
)
ohlcvt_data = ohlcvt_response.json()

print(f"\nFetched {len(ohlcvt_data['data'])} OHLCVT records")
print(f"First record timestamp: {ohlcvt_data['data'][0]['minute']}")

# Step 3: Paginate through data using cursor
next_cursor = ohlcvt_data['meta']['next_cursor']
if next_cursor:
    next_page_response = requests.get(
        f"{BASE_URL}/perpetuals/ohlcvt",
        headers=HEADERS,
        params={
            "exchange": "deribit",
            "instrument_name": "BTC-PERPETUAL",
            "resolution": "1h",
            "start": metadata['start_date'],
            "cursor": next_cursor,
            "limit": 100
        }
    )
    next_page_data = next_page_response.json()
    print(f"Next page has {len(next_page_data['data'])} records")

Available Data

Perpetuals

OHLCVT candlestick data with volume breakdown
Mark and index reference prices
Open interest tracking
Funding rates and carry metrics
Trade-by-trade data
Best bid/ask snapshots
Metadata endpoint for data availability

Futures

OHLCVT candlestick data with volume breakdown
Mark and index reference prices
Open interest tracking
Trade-by-trade data
Best bid/ask snapshots
Metadata endpoint for data availability

Options

Options OHLC with Greeks and IV
Volatility surface data
Options flow and volume
Open interest by strike/expiry
Metadata endpoint for data availability

Proprietary Vol Surface

ClickHouse-backed surface snapshots, per-expiry slices, constant-maturity term structure, and per-strike diagnostics
Explicit margin filtering for inverse vs linear books and model filtering for SVI/SABR rows
Live portfolio risk decomposition, scenario repricing, and spot x vol ladders
Risk POST endpoints require X-API-Key authentication like GET endpoints; decompose includes greeks/PnL/buckets/position diagnostics, scenario includes shocked pricing/greeks, and ladder includes cells and PnL matrices

Predictions

Prediction-market OHLCVT, ticker, trades, snapshots, and orderbook data
Polymarket events, categories, instruments, and outcome metadata

Hyperliquid - HyperCore

Wallet-attributed fills with fees, closed PnL, position direction, builder/deployer fees, hashes, and block numbers
Liquidation fills with role, dedupe, backstop labels, aggregation, mark price, method, and closed PnL
Sorted wallet flow rollups, marked wallet positions, wallet funding payments, and target-notional TWAP discovery
Resting L4 orders with mark-distance filters, raw coin mappings, and deep HyperCore-derived L2 orderbook snapshots

Supported Exchanges

Binance, OKX, Deribit, Bybit, Hyperliquid (perpetuals, HIP-4 predictions, and HyperCore wallet/onchain data)

Response Format

All endpoints return paginated JSON responses with cursor-based navigation for large datasets.

Rate Limiting

Default: 240 requests per 60 seconds per API key

Support

Email: [email protected]
WebSocket API: /websocket
Changelog: /api/v1/changelog
Historical data corrections: /api/v1/changelog/data-corrections
Data status and coverage: /api/v1/changelog/data-status
Historical field semantics: /historical-data.html

Base URLs:

Authentication

API Key (X-API-Key)
- Parameter Name: X-API-Key, in: header. API key for authentication. Contact support to obtain a key.

Futures

Futures market data, reference prices, and analytics

Futures Catalog

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/catalog',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/catalog', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/catalog \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/catalog

Returns a list of available futures instruments.

Parameters

Name	In	Type	Required	Description
exchange	query	string	false	Filter by exchange (e.g., deribit, binance, okx, bybit, hyperliquid)

Example responses

200 Response

[
  {
    "instrument_name": "BNBUSD_251226",
    "exchange": "binance"
  },
  {
    "instrument_name": "BNBUSD_260327",
    "exchange": "binance"
  },
  {
    "instrument_name": "BTC-25DEC26",
    "exchange": "deribit"
  }
]

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Metadata

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/metadata?exchange=deribit&instrument_name=BTC-25DEC26',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/metadata', params={
  'exchange': 'deribit',  'instrument_name': 'BTC-25DEC26'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/metadata?exchange=deribit&instrument_name=BTC-25DEC26 \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/metadata

Returns metadata for a specific futures instrument including data availability, total record count, and pagination information.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name
limit	query	number	false	Number of records per page for pagination calculation
instrument_name	query	string	true	Instrument name

Example responses

200 Response

{
  "exchange": "deribit",
  "instrument_name": "BTC-PERPETUAL",
  "start_date": "2020-01-01T00:00:00.000Z",
  "end_date": "2025-11-21T23:59:00.000Z",
  "total_count": 1500000,
  "total_pages": 15000
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Metadata successfully retrieved	MetadataResponseEntity
400	Bad Request	Bad Request - Invalid parameters or no data found	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures OHLCVT Market Data

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/ohlcvt',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/ohlcvt', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/ohlcvt \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/ohlcvt

Retrieves Open, High, Low, Close, Volume, and Trade statistics for futures and perpetual contracts.

Key Features: - Historical trade-based OHLC candlestick data - Buy/sell volume breakdown - Trade count statistics - Liquidation and block trade volume tracking - Mark and index price references - Support for multiple resolutions (1m, 5m, 1h) - Filter by instrument type (perpetual vs dated futures)

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "open": 109307.5,
      "high": 109307.5,
      "low": 109307.5,
      "close": 109307.5,
      "vwap": 109307.5,
      "volume": 5830,
      "buy_volume": 0,
      "sell_volume": 5830,
      "trades_count": 2,
      "buy_trades_count": 0,
      "sell_trades_count": 2,
      "liquidation_short_volume": null,
      "liquidation_long_volume": null,
      "block_trade_buy_volume": null,
      "block_trade_sell_volume": null,
      "mark_price": 109224.93,
      "index_price": 103721.05,
      "days_to_expiry": 324.9166666666667
    },
    {
      "date": "2025-11-04 11:01:00",
      "open": 109139.43,
      "high": 109139.43,
      "low": 109139.43,
      "close": 109139.43,
      "vwap": 109139.43,
      "volume": 0,
      "buy_volume": 0,
      "sell_volume": 0,
      "trades_count": 0,
      "buy_trades_count": 0,
      "sell_trades_count": 0,
      "liquidation_short_volume": 3200,
      "liquidation_long_volume": 5800,
      "block_trade_buy_volume": null,
      "block_trade_sell_volume": null,
      "mark_price": 109139.43,
      "index_price": 103641.58,
      "days_to_expiry": 324.91597222222225
    },
    {
      "date": "2025-11-04 11:02:00",
      "open": 109183.39,
      "high": 109183.39,
      "low": 109183.39,
      "close": 109183.39,
      "vwap": 109183.39,
      "volume": 0,
      "buy_volume": 0,
      "sell_volume": 0,
      "trades_count": 0,
      "buy_trades_count": 0,
      "sell_trades_count": 0,
      "liquidation_short_volume": null,
      "liquidation_long_volume": null,
      "block_trade_buy_volume": 50000,
      "block_trade_sell_volume": 35000,
      "mark_price": 109183.39,
      "index_price": 103686.12,
      "days_to_expiry": 324.91527777777776
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	OHLCVT data successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Level 1

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/level1',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/level1', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/level1 \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/level1

Returns level 1 order book data for futures instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "bid_price_open": 109295,
      "bid_price_high": 109347.5,
      "bid_price_low": 109120,
      "bid_price_close": 109182.5,
      "ask_price_open": 109330,
      "ask_price_high": 109367.5,
      "ask_price_low": 109207.5,
      "ask_price_close": 109225,
      "bid_size_open": 5730,
      "bid_size_high": 48510,
      "bid_size_low": 320,
      "bid_size_close": 40000,
      "ask_size_open": 700,
      "ask_size_high": 59890,
      "ask_size_low": 490,
      "ask_size_close": 40000,
      "bid_ask_spread_open": 35,
      "bid_ask_spread_high": 192.5,
      "bid_ask_spread_low": 2.5,
      "bid_ask_spread_close": 42.5,
      "total_liquidity_open": 40700,
      "total_liquidity_high": 99890,
      "total_liquidity_low": 1110,
      "total_liquidity_close": 80000,
      "total_liquidity_avg": 23645.138121546963
    },
    {
      "date": "2025-11-04 11:01:00",
      "bid_price_open": 109187.5,
      "bid_price_high": 109242.5,
      "bid_price_low": 109110,
      "bid_price_close": 109125,
      "ask_price_open": 109215,
      "ask_price_high": 109315,
      "ask_price_low": 109135,
      "ask_price_close": 109135,
      "bid_size_open": 7460,
      "bid_size_high": 45000,
      "bid_size_low": 40,
      "bid_size_close": 3520,
      "ask_size_open": 6980,
      "ask_size_high": 135000,
      "ask_size_low": 700,
      "ask_size_close": 700,
      "bid_ask_spread_open": 27.5,
      "bid_ask_spread_high": 112.5,
      "bid_ask_spread_low": 5,
      "bid_ask_spread_close": 10,
      "total_liquidity_open": 7250,
      "total_liquidity_high": 148430,
      "total_liquidity_low": 740,
      "total_liquidity_close": 4220,
      "total_liquidity_avg": 21844.923547400613
    },
    {
      "date": "2025-11-04 11:02:00",
      "bid_price_open": 109125,
      "bid_price_high": 109260,
      "bid_price_low": 109110,
      "bid_price_close": 109162.5,
      "ask_price_open": 109135,
      "ask_price_high": 109330,
      "ask_price_low": 109135,
      "ask_price_close": 109182.5,
      "bid_size_open": 4370,
      "bid_size_high": 45000,
      "bid_size_low": 40,
      "bid_size_close": 4550,
      "ask_size_open": 700,
      "ask_size_high": 90000,
      "ask_size_low": 670,
      "ask_size_close": 700,
      "bid_ask_spread_open": 10,
      "bid_ask_spread_high": 165,
      "bid_ask_spread_low": 5,
      "bid_ask_spread_close": 20,
      "total_liquidity_open": 6200,
      "total_liquidity_high": 103430,
      "total_liquidity_low": 1220,
      "total_liquidity_close": 5250,
      "total_liquidity_avg": 21753.742038216562
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures L2 Orderbook

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/orderbook',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/orderbook', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/orderbook \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/orderbook

Returns aggregated L2 orderbook depth metrics for futures instruments.

Key Features: - Bid/ask liquidity at 4 depth levels (10, 20, 50, 100 levels) - Order book imbalance metrics (OHLC + average) per depth - Microprice (liquidity-weighted mid-price) - Snapshot count per time bucket - Support for multiple resolutions (1m, 5m, 15m, 1h, 4h, 1d)

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2026-01-22 07:20:00",
      "exchange": "deribit",
      "instrument_name": "BTC-25DEC26",
      "currency": "BTC",
      "instrument_type": "future",
      "maturity": "25DEC26",
      "days_to_expiry": 64.7,
      "bid_liq_10_open": 12.5,
      "bid_liq_10_high": 18.2,
      "bid_liq_10_low": 8.1,
      "bid_liq_10_close": 14.3,
      "bid_liq_10_avg": 13.1,
      "bid_liq_20_open": 25.8,
      "bid_liq_20_high": 35,
      "bid_liq_20_low": 18.5,
      "bid_liq_20_close": 28.1,
      "bid_liq_20_avg": 26.4,
      "bid_liq_50_open": 65.2,
      "bid_liq_50_high": 82,
      "bid_liq_50_low": 50.3,
      "bid_liq_50_close": 70.5,
      "bid_liq_50_avg": 66.8,
      "bid_liq_100_open": 120.5,
      "bid_liq_100_high": 155,
      "bid_liq_100_low": 95.2,
      "bid_liq_100_close": 130.8,
      "bid_liq_100_avg": 124.3,
      "ask_liq_10_open": 15.3,
      "ask_liq_10_high": 22.1,
      "ask_liq_10_low": 10.5,
      "ask_liq_10_close": 17.8,
      "ask_liq_10_avg": 16.2,
      "ask_liq_20_open": 30.1,
      "ask_liq_20_high": 42,
      "ask_liq_20_low": 22.5,
      "ask_liq_20_close": 33.5,
      "ask_liq_20_avg": 31,
      "ask_liq_50_open": 78.5,
      "ask_liq_50_high": 95,
      "ask_liq_50_low": 60.2,
      "ask_liq_50_close": 82.1,
      "ask_liq_50_avg": 77.5,
      "ask_liq_100_open": 145.2,
      "ask_liq_100_high": 180,
      "ask_liq_100_low": 110.5,
      "ask_liq_100_close": 152.3,
      "ask_liq_100_avg": 142.1,
      "imbalance_10_open": -0.1,
      "imbalance_10_high": 0.25,
      "imbalance_10_low": -0.35,
      "imbalance_10_close": -0.11,
      "imbalance_10_avg": -0.09,
      "imbalance_20_open": -0.08,
      "imbalance_20_high": 0.2,
      "imbalance_20_low": -0.3,
      "imbalance_20_close": -0.09,
      "imbalance_20_avg": -0.07,
      "imbalance_50_open": -0.09,
      "imbalance_50_high": 0.15,
      "imbalance_50_low": -0.25,
      "imbalance_50_close": -0.08,
      "imbalance_50_avg": -0.06,
      "imbalance_100_open": -0.09,
      "imbalance_100_high": 0.12,
      "imbalance_100_low": -0.2,
      "imbalance_100_close": -0.08,
      "imbalance_100_avg": -0.06,
      "microprice_open": 105250.5,
      "microprice_high": 105320,
      "microprice_low": 105180,
      "microprice_close": 105290.2,
      "microprice_avg": 105260.8,
      "snapshot_count": 60
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI2LTAxLTIyIDA3OjIxOjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	L2 orderbook data successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures L2 Orderbook Raw Snapshots

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/orderbook-raw',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/orderbook-raw', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/orderbook-raw \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/orderbook-raw

Returns raw L2 orderbook snapshots for futures instruments with full bid/ask arrays.

Key Features: - Full bid/ask price levels (up to 100 levels each) - Pre-computed liquidity at 4 depth levels (10, 20, 50, 100) - Order book imbalance per depth - Microprice (liquidity-weighted mid-price) - Individual snapshots (not aggregated) — 30-day data retention

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name (e.g., deribit, binance)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26). Either instrument_name or currency is required.
currency	query	string	false	Base currency (e.g. BTC, ETH). Returns trades across ALL dated futures for this currency. Either currency or instrument_name is required.
direction	query	string	false	Filter by trade direction (aggressor side)
block_only	query	boolean	false	If true, only return trades with a block_trade_id (block trades).
min_amount	query	number	false	Minimum trade amount (in contracts). Filters out dust trades.
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values (e.g. calendar_spread).
maturity	query	string	false	Filter by maturity date (e.g. 25DEC26). Only for dated futures.
sort	query	string	false	Sort field. Default: timestamp.
sort_dir	query	string	false	Sort direction. Defaults to ASC for instrument mode, DESC for currency mode.
top_n	query	number	false	Return top N trades by the sort field (DESC). Overrides limit and sort_dir. No pagination cursor returned.

Enumerated Values

Parameter	Value
direction	buy
direction	sell
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_CALENDAR_SPREAD
strategy	COMBO_HEDGE_ROLL_TO_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_PERP
strategy	COMBO_PERP_VS_FUTURE
strategy	COMBO_ROLL_BACK
strategy	COMBO_ROLL_FORWARD
strategy	COVERED_CALL_WITH_FUTURE
strategy	Closed COMBO_CALENDAR_SPREAD
strategy	Closed COMBO_PERP_VS_FUTURE_UNWIND
strategy	Closed SHORT_PROTECTIVE_PUT_WITH_FUTURE
strategy	Opened COMBO_CALENDAR_SPREAD
strategy	Opened COMBO_PERP_VS_FUTURE_SPREAD
strategy	SHORT_FUTURE
sort	timestamp
sort	amount
sort	price
sort_dir	ASC
sort_dir	DESC

Example responses

200 Response

{
  "data": [
    {
      "timestamp": 1769066457868,
      "date": "2026-01-22T07:20:57.000Z",
      "exchange": "deribit",
      "instrument_name": "BTC-25DEC26",
      "currency": "BTC",
      "instrument_type": "future",
      "maturity": "25DEC26",
      "days_to_expiry": 64.7,
      "margin_type": "inverse",
      "multiplier": 1,
      "depth": 100,
      "bids": [
        {
          "price": 105250,
          "size": 1.5
        },
        {
          "price": 105249.5,
          "size": 0.8
        }
      ],
      "asks": [
        {
          "price": 105250.5,
          "size": 2.1
        },
        {
          "price": 105251,
          "size": 1.2
        }
      ],
      "bid_liquidity_10": 12.5,
      "ask_liquidity_10": 15.3,
      "bid_liquidity_20": 25.8,
      "ask_liquidity_20": 30.1,
      "bid_liquidity_50": 65.2,
      "ask_liquidity_50": 78.5,
      "bid_liquidity_100": 120.5,
      "ask_liquidity_100": 145.2,
      "imbalance_10": -0.1,
      "imbalance_20": -0.08,
      "imbalance_50": -0.09,
      "imbalance_100": -0.09,
      "microprice": 105250.3
    }
  ],
  "meta": {
    "next_cursor": "eyJ0aW1lc3RhbXAiOjE3NjkwNjY0NTc4Njh9"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Raw L2 orderbook snapshots successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Volume Stats

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/volume',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/volume', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/volume \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/volume

Returns rolling 24h volume metrics (base and USD) for futures instruments filtered by currency with optional aggregation and interval bucketing.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "volume_24h": 29.54344186,
      "volume_usd_24h": 3297310
    },
    {
      "date": "2025-11-04 11:01:00",
      "volume_24h": 29.54264721,
      "volume_usd_24h": 3297220
    },
    {
      "date": "2025-11-04 11:02:00",
      "volume_24h": 29.54264721,
      "volume_usd_24h": 3297220
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Successfully retrieved futures volume data	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Trades Summary

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/trades/summary?exchange=deribit&currency=BTC&group_by=exchange',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/trades/summary', params={
  'exchange': 'deribit',  'currency': 'BTC',  'group_by': 'exchange'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/trades/summary?exchange=deribit&currency=BTC&group_by=exchange \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/trades/summary

Returns aggregated trade statistics for dated futures grouped by a chosen axis. One compact call replaces scanning individual trades. Returns grouped stats: trade_count, volume, buy/sell_volume, net_oi_change, block stats, avg_price, vwap. Group by: exchange, instrument_name, maturity, direction, or strategy.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	true	Exchange name (e.g., deribit, binance)
currency	query	string	true	Base currency (e.g. BTC, ETH)
group_by	query	string	true	Axis to group results by
direction	query	string	false	Filter by trade direction
block_only	query	boolean	false	If true, only include block trades.
min_amount	query	number	false	Minimum trade amount (in contracts).
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values.
maturity	query	string	false	Filter by maturity date (e.g. 25DEC26).

Enumerated Values

Parameter	Value
group_by	exchange
group_by	instrument_name
group_by	maturity
group_by	direction
group_by	strategy
direction	buy
direction	sell
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_CALENDAR_SPREAD
strategy	COMBO_HEDGE_ROLL_TO_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_PERP
strategy	COMBO_PERP_VS_FUTURE
strategy	COMBO_ROLL_BACK
strategy	COMBO_ROLL_FORWARD
strategy	COVERED_CALL_WITH_FUTURE
strategy	Closed COMBO_CALENDAR_SPREAD
strategy	Closed COMBO_PERP_VS_FUTURE_UNWIND
strategy	Closed SHORT_PROTECTIVE_PUT_WITH_FUTURE
strategy	Opened COMBO_CALENDAR_SPREAD
strategy	Opened COMBO_PERP_VS_FUTURE_SPREAD
strategy	SHORT_FUTURE

Example responses

200 Response

{
  "data": [
    {
      "group_key": "25DEC26",
      "trade_count": 150,
      "volume": 1234.5,
      "buy_volume": 700.2,
      "sell_volume": 534.3,
      "net_oi_change": 120.5,
      "block_trade_count": 5,
      "block_trade_volume": 200,
      "avg_price": 95000,
      "vwap": 95100
    }
  ],
  "metadata": {
    "group_by": "maturity",
    "total_trades": 150,
    "total_volume": 1234.5
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Trade History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/trades',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/trades', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/trades \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/trades

Returns futures trades with full trade details. Supports two modes: (1) instrument mode — provide instrument_name for a single dated future, (2) currency mode — provide currency (e.g. BTC) for ALL dated futures trades across all instruments. Additional filters: direction, block_only, min_amount, strategy, maturity, sort, sort_dir. Use top_n for quick top-trades scanning.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name (e.g., deribit, binance)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26). Either instrument_name or currency is required.
currency	query	string	false	Base currency (e.g. BTC, ETH). Returns trades across ALL dated futures for this currency. Either currency or instrument_name is required.
direction	query	string	false	Filter by trade direction (aggressor side)
block_only	query	boolean	false	If true, only return trades with a block_trade_id (block trades).
min_amount	query	number	false	Minimum trade amount (in contracts). Filters out dust trades.
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values (e.g. calendar_spread).
maturity	query	string	false	Filter by maturity date (e.g. 25DEC26). Only for dated futures.
sort	query	string	false	Sort field. Default: timestamp.
sort_dir	query	string	false	Sort direction. Defaults to ASC for instrument mode, DESC for currency mode.
top_n	query	number	false	Return top N trades by the sort field (DESC). Overrides limit and sort_dir. No pagination cursor returned.

Enumerated Values

Parameter	Value
direction	buy
direction	sell
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_CALENDAR_SPREAD
strategy	COMBO_HEDGE_ROLL_TO_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_PERP
strategy	COMBO_PERP_VS_FUTURE
strategy	COMBO_ROLL_BACK
strategy	COMBO_ROLL_FORWARD
strategy	COVERED_CALL_WITH_FUTURE
strategy	Closed COMBO_CALENDAR_SPREAD
strategy	Closed COMBO_PERP_VS_FUTURE_UNWIND
strategy	Closed SHORT_PROTECTIVE_PUT_WITH_FUTURE
strategy	Opened COMBO_CALENDAR_SPREAD
strategy	Opened COMBO_PERP_VS_FUTURE_SPREAD
strategy	SHORT_FUTURE
sort	timestamp
sort	amount
sort	price
sort_dir	ASC
sort_dir	DESC

Example responses

200 Response

{
  "data": [
    {
      "instrument_name": "BTC-25DEC26",
      "date": "2025-11-04T11:01:55.040Z",
      "timestamp": 1758876115040,
      "trade_id": "386518052",
      "block_trade_id": "",
      "combo_id": "BTC-FS-25SEP26_26JUN26",
      "combo_trade_id": "386518051",
      "strategy": "COMBO_CALENDAR_SPREAD",
      "direction": "sell",
      "tick_direction": 2,
      "amount": 23750,
      "price": 117287.5,
      "index_price": 109621.72,
      "oi_change": null,
      "open_interest": 1095380,
      "oi_before": 1095380,
      "maturity": "25SEP26",
      "days_to_expiry": 363.9709,
      "basis": 7665.779999999999
    },
    {
      "instrument_name": "BTC-25DEC26",
      "date": "2025-11-04T11:01:55.040Z",
      "timestamp": 1758885173562,
      "trade_id": "386539875",
      "block_trade_id": "",
      "combo_id": "BTC-FS-25SEP26_26JUN26",
      "combo_trade_id": "386539874",
      "strategy": "COMBO_CALENDAR_SPREAD",
      "direction": "buy",
      "tick_direction": 2,
      "amount": 50000,
      "price": 116762.5,
      "index_price": 108916.75,
      "oi_change": 50000,
      "open_interest": 2985210,
      "oi_before": 2935210,
      "maturity": "25SEP26",
      "days_to_expiry": 363.866,
      "basis": 7845.75
    },
    {
      "instrument_name": "BTC-25DEC26",
      "date": "2025-11-04T11:01:55.040Z",
      "timestamp": 1758885174875,
      "trade_id": "386539878",
      "block_trade_id": "",
      "combo_id": "BTC-FS-25SEP26_26JUN26",
      "combo_trade_id": "386539877",
      "strategy": "COMBO_CALENDAR_SPREAD",
      "direction": "sell",
      "tick_direction": 0,
      "amount": 50000,
      "price": 116797,
      "index_price": 108913.27,
      "oi_change": 50000,
      "open_interest": 3035210,
      "oi_before": 2985210,
      "maturity": "25SEP26",
      "days_to_expiry": 363.866,
      "basis": 7883.729999999996
    }
  ],
  "meta": {
    "next_cursor": "eyJ0aW1lc3RhbXAiOiIxNzU4ODk5MjAxMDY0IiwidHJhZGVfaWQiOiIzODY2MjA5ODgifQ=="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Open Interest

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/open-interest',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/open-interest', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/open-interest \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/open-interest

Aggregates open interest across the selected instrument or currency using the requested resolution.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "oi_open": 559.1289933303566,
      "oi_high": 559.7229134379199,
      "oi_low": 559.0182983385522,
      "oi_close": 559.6348745657242
    },
    {
      "date": "2025-11-04 11:01:00",
      "oi_open": 559.666130831103,
      "oi_high": 560.0817095526673,
      "oi_low": 559.5719114785235,
      "oi_close": 560.0732934009276
    },
    {
      "date": "2025-11-04 11:02:00",
      "oi_open": 560.0728315462629,
      "oi_high": 560.0728315462629,
      "oi_low": 559.4456693812764,
      "oi_close": 559.8441531321868
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Ticker History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/ticker-history',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/ticker-history', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/ticker-history \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/ticker-history

Returns historical ticker data for futures instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "mark_price": 109224.93,
      "index_price": 103721.05,
      "bid_price": 109182.5,
      "ask_price": 109225,
      "bid_ask_spread": 42.5,
      "bid_size": 40000,
      "ask_size": 40000,
      "oi": 559.6348745657242,
      "volume_usd_24h": 3297310,
      "days_to_expiry": 324.9166666666667
    },
    {
      "date": "2025-11-04 11:01:00",
      "mark_price": 109139.43,
      "index_price": 103641.58,
      "bid_price": 109125,
      "ask_price": 109135,
      "bid_ask_spread": 10,
      "bid_size": 3520,
      "ask_size": 700,
      "oi": 560.0732934009276,
      "volume_usd_24h": 3297220,
      "days_to_expiry": 324.91597222222225
    },
    {
      "date": "2025-11-04 11:02:00",
      "mark_price": 109184.1,
      "index_price": 103686.53,
      "bid_price": 109162.5,
      "ask_price": 109182.5,
      "bid_ask_spread": 20,
      "bid_size": 4550,
      "ask_size": 700,
      "oi": 559.8441531321868,
      "volume_usd_24h": 3297220,
      "days_to_expiry": 324.91527777777776
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Carry

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/carry',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/carry', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/carry \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/carry

Returns carry/basis data (mark price minus index price) for dated futures instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "timestamp": 1733788800000,
      "minute": "2024-12-10T00:00:00.000Z",
      "basis_open": 5503.88,
      "basis_high": 5519.17,
      "basis_low": 5497.57,
      "basis_close": 5503.88
    },
    {
      "timestamp": 1733788860000,
      "minute": "2024-12-10T00:01:00.000Z",
      "basis_open": 5503.88,
      "basis_high": 5534.09,
      "basis_low": 5497.65,
      "basis_close": 5497.57
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI0LTEyLTEwIDAwOjAxOjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Reference Prices

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/reference-price',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/reference-price', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/reference-price \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/reference-price

Returns reference price data for futures instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "mark_price_open": 109334.18,
      "mark_price_high": 109355.83,
      "mark_price_low": 109207.75,
      "mark_price_close": 109224.93,
      "index_price_open": 103814.31,
      "index_price_high": 103834.66,
      "index_price_low": 103703.62,
      "index_price_close": 103721.05,
      "underlying_price": 19321.37
    },
    {
      "date": "2025-11-04 11:01:00",
      "mark_price_open": 109218.83,
      "mark_price_high": 109237.22,
      "mark_price_low": 109137.79,
      "mark_price_close": 109139.43,
      "index_price_open": 103715.64,
      "index_price_high": 103732.25,
      "index_price_low": 103639.67,
      "index_price_close": 103641.58,
      "underlying_price": 19321.37
    },
    {
      "date": "2025-11-04 11:02:00",
      "mark_price_open": 109139.52,
      "mark_price_high": 109261.87,
      "mark_price_low": 109139.52,
      "mark_price_close": 109184.1,
      "index_price_open": 103641.87,
      "index_price_high": 103755.75,
      "index_price_low": 103641.87,
      "index_price_close": 103686.53,
      "underlying_price": 19321.37
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Snapshot

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/snapshot?exchange=deribit',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/snapshot', params={
  'exchange': 'deribit'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/snapshot?exchange=deribit \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/snapshot

Returns a snapshot of all futures instruments for a given exchange at a single minute. If no date is provided, returns the latest available snapshot. Currency is optional.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name (e.g., deribit, binance, okx, bybit). Required.
date	query	string(date-time)	false	Exact date/time for the snapshot in ISO 8601 format (UTC). If omitted, returns the latest available snapshot.
resolution	query	string	false	Time resolution for the snapshot. At 1m (default), returns raw minute-level data. At higher resolutions (5m, 1h, etc.), data is aggregated into the specified bucket.
currency	query	string	false	Base currency filter (e.g., BTC, ETH)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "exchange": "deribit",
      "instrument_name": "BTC-25DEC26",
      "currency": "BTC",
      "mark_price": 109224.93,
      "index_price": 103721.05,
      "bid_price": 109182.5,
      "ask_price": 109225,
      "bid_ask_spread": 42.5,
      "bid_size": 40000,
      "ask_size": 40000,
      "oi": 559.63,
      "volume_usd_24h": 3297310,
      "days_to_expiry": 324.92
    },
    {
      "date": "2025-11-04 11:00:00",
      "exchange": "deribit",
      "instrument_name": "ETH-25DEC26",
      "currency": "ETH",
      "mark_price": 3212.45,
      "index_price": 3180.12,
      "bid_price": 3210,
      "ask_price": 3215,
      "bid_ask_spread": 5,
      "bid_size": 500,
      "ask_size": 600,
      "oi": 12450.5,
      "volume_usd_24h": 8540000,
      "days_to_expiry": 143.92
    }
  ],
  "meta": {
    "minute": "2025-11-04 11:00:00"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Futures Liquidation History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/futures/liquidations',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/futures/liquidations', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/futures/liquidations \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/futures/liquidations

Returns individual forced liquidation events for dated futures. Supports filtering by direction, position side, and minimum USD amount. Data available for binance, bybit, and okx exchanges.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit, hyperliquid)
instrument_name	query	string	false	Full futures instrument identifier (e.g., BTC-25DEC26, ETH-25DEC26)
direction	query	string	false	Filter by liquidation order direction (buy = short squeeze, sell = long liquidation)
position_side	query	string	false	Filter by position side being liquidated
min_amount_usd	query	number	false	Minimum liquidation value in USD. Filters out small liquidations.
sort	query	string	false	Sort field. Default: timestamp.
sort_dir	query	string	false	Sort direction. Defaults to DESC (newest/largest first).

Enumerated Values

Parameter	Value
direction	buy
direction	sell
position_side	long
position_side	short
sort	timestamp
sort	amount_usd
sort	price
sort_dir	ASC
sort_dir	DESC

Example responses

200 Response

{
  "data": [
    {
      "instrument_name": "BTCUSD_250627",
      "timestamp": 1772104946628,
      "date": "2026-02-26T18:22:26.628Z",
      "exchange": "binance",
      "currency": "BTC",
      "direction": "sell",
      "position_side": "long",
      "category": "forced",
      "price": 68187.4,
      "amount": 0.075,
      "amount_base": 0.075,
      "amount_usd": 5114.05,
      "mark_price": 68187.5,
      "index_price": 68222.5,
      "margin_type": "linear",
      "maturity": "250627",
      "days_to_expiry": 121.2,
      "trade_id": null,
      "order_id": null
    }
  ],
  "meta": {
    "next_cursor": "eyJ0aW1lc3RhbXAiOjE3NzIxMDQ5NDYwMDB9"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options

Options market data, Greeks, and volatility analytics

Options Catalog

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/catalog',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/catalog', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/catalog \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/catalog

Returns a list of available options instruments.

Parameters

Name	In	Type	Required	Description
exchange	query	string	false	Filter by exchange (e.g., deribit, binance, okx, bybit, hyperliquid)

Example responses

200 Response

[
  {
    "instrument_name": "AVAX_USDC-22NOV25-12-C",
    "exchange": "deribit"
  },
  {
    "instrument_name": "AVAX_USDC-22NOV25-12-P",
    "exchange": "deribit"
  },
  {
    "instrument_name": "AVAX_USDC-22NOV25-12d4-C",
    "exchange": "deribit"
  }
]

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Metadata

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/metadata?exchange=deribit&instrument_name=BTC-27FEB26-80000-C',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/metadata', params={
  'exchange': 'deribit',  'instrument_name': 'BTC-27FEB26-80000-C'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/metadata?exchange=deribit&instrument_name=BTC-27FEB26-80000-C \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/metadata

Returns metadata for a specific options instrument including data availability, total record count, and pagination information.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name
limit	query	number	false	Number of records per page for pagination calculation
instrument_name	query	string	true	Instrument name

Example responses

200 Response

{
  "exchange": "deribit",
  "instrument_name": "BTC-PERPETUAL",
  "start_date": "2020-01-01T00:00:00.000Z",
  "end_date": "2025-11-21T23:59:00.000Z",
  "total_count": 1500000,
  "total_pages": 15000
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Metadata successfully retrieved	MetadataResponseEntity
400	Bad Request	Bad Request - Invalid parameters or no data found	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options OHLC Market Data

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/ohlcvt',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/ohlcvt', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/ohlcvt \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/ohlcvt

Returns open, high, low, close, volume, and trade statistics for a specific option instrument aggregated by the requested resolution.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C, ETH-25DEC26-4000-P)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "open": 0.2157,
      "high": 0.2157,
      "low": 0.2157,
      "close": 0.2157,
      "vwap": 0.2157,
      "volume": 0,
      "buy_volume": 0,
      "sell_volume": 0,
      "trades_count": 0,
      "buy_trades_count": 0,
      "sell_trades_count": 0,
      "liquidation_short_volume": null,
      "liquidation_long_volume": null,
      "block_trade_buy_volume": null,
      "block_trade_sell_volume": null,
      "mark_price": 0.2157,
      "index_price": 103722.83,
      "days_to_expiry": 324.9166666666667
    },
    {
      "date": "2025-11-04 11:01:00",
      "open": 0.2154,
      "high": 0.2154,
      "low": 0.2154,
      "close": 0.2154,
      "vwap": 0.2154,
      "volume": 0,
      "buy_volume": 0,
      "sell_volume": 0,
      "trades_count": 0,
      "buy_trades_count": 0,
      "sell_trades_count": 0,
      "liquidation_short_volume": 120,
      "liquidation_long_volume": 280,
      "block_trade_buy_volume": null,
      "block_trade_sell_volume": null,
      "mark_price": 0.2154,
      "index_price": 103639.67,
      "days_to_expiry": 324.91597222222225
    },
    {
      "date": "2025-11-04 11:02:00",
      "open": 0.2156,
      "high": 0.2156,
      "low": 0.2156,
      "close": 0.2156,
      "vwap": 0.2156,
      "volume": 0,
      "buy_volume": 0,
      "sell_volume": 0,
      "trades_count": 0,
      "buy_trades_count": 0,
      "sell_trades_count": 0,
      "liquidation_short_volume": null,
      "liquidation_long_volume": null,
      "block_trade_buy_volume": 5000,
      "block_trade_sell_volume": 3500,
      "mark_price": 0.2156,
      "index_price": 103695.66,
      "days_to_expiry": 324.91527777777776
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	OHLCVT data successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Volume Stats

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/volume',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/volume', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/volume \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/volume

Returns rolling 24h volume metrics (base and USD) for options instruments filtered by currency with optional aggregation and interval bucketing.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C, ETH-25DEC26-4000-P)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "volume_24h": 1.2,
      "volume_usd_24h": 29521.78
    },
    {
      "date": "2025-11-04 11:01:00",
      "volume_24h": 1.2,
      "volume_usd_24h": 29521.78
    },
    {
      "date": "2025-11-04 11:02:00",
      "volume_24h": 1.2,
      "volume_usd_24h": 29521.78
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Successfully retrieved options volume data	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Trades Summary

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/trades/summary?exchange=deribit&currency=BTC&group_by=exchange',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/trades/summary', params={
  'exchange': 'deribit',  'currency': 'BTC',  'group_by': 'exchange'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/trades/summary?exchange=deribit&currency=BTC&group_by=exchange \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/trades/summary

Returns aggregated trade statistics for options grouped by a chosen axis. One compact call replaces scanning individual trades. Returns grouped stats: trade_count, volume, buy/sell_volume, premium_usd, buy/sell_premium_usd, notional, net_oi_change, net_delta/gamma/vega, block_trade_count. Group by: exchange, instrument_name, strike, maturity, option_type, direction, or strategy.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	true	Exchange name (e.g., deribit)
currency	query	string	true	Base currency (e.g. BTC, ETH)
group_by	query	string	true	Axis to group results by
min_premium_usd	query	number	false	Minimum premium in USD. Filters dust trades.
min_notional	query	number	false	Minimum notional value in USD.
direction	query	string	false	Filter by trade direction
block_only	query	boolean	false	If true, only include block trades.
opening_only	query	boolean	false	If true, only include opening trades (strategy starts with Opened).
option_type	query	string	false	Filter by option type: C (call) or P (put)
maturity	query	string	false	Filter by maturity date (e.g. 25DEC26)
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values.

Enumerated Values

Parameter	Value
group_by	exchange
group_by	instrument_name
group_by	strike
group_by	maturity
group_by	option_type
group_by	direction
group_by	strategy
direction	buy
direction	sell
option_type	C
option_type	P
strategy	BEAR_CALL_SPREAD
strategy	BEAR_DIAGONAL_SPREAD (Calls)
strategy	BEAR_DIAGONAL_SPREAD (Puts)
strategy	BEAR_PUT_SPREAD
strategy	BOX_SPREAD
strategy	BULL_CALL_SPREAD
strategy	BULL_DIAGONAL_SPREAD (Calls)
strategy	BULL_DIAGONAL_SPREAD (Puts)
strategy	BULL_PUT_SPREAD
strategy	CALL_CALENDAR
strategy	CALL_ROLL_BACK/DOWN
strategy	CALL_ROLL_BACK/UP
strategy	CALL_ROLL_FORWARD/UP
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_CALL_BUTTERFLY
strategy	COMBO_CALL_CALENDAR
strategy	COMBO_CALL_DIAGONAL
strategy	COMBO_CALL_LADDER
strategy	COMBO_CALL_RATIO_SPREAD_1X2
strategy	COMBO_CALL_RATIO_SPREAD_1X3
strategy	COMBO_CALL_SPREAD
strategy	COMBO_DIAGONAL_STRADDLE_CALENDAR
strategy	COMBO_IRON_CONDOR
strategy	COMBO_PUT_BUTTERFLY
strategy	COMBO_PUT_CALENDAR
strategy	COMBO_PUT_DIAGONAL
strategy	COMBO_PUT_RATIO_SPREAD_1X2
strategy	COMBO_PUT_RATIO_SPREAD_1X3
strategy	COMBO_PUT_RATIO_SPREAD_2X3
strategy	COMBO_PUT_SPREAD
strategy	COMBO_RISK_REVERSAL
strategy	COMBO_RISK_REVERSAL_ITM
strategy	COMBO_STRADDLE
strategy	COMBO_STRANGLE
strategy	COVERED_CALL_WITH_FUTURE
strategy	CUSTOM_STRATEGY
strategy	Close_CALL/Open_PUT
strategy	Closed BEAR_CALL_SPREAD
strategy	Closed BEAR_DIAGONAL_SPREAD (Calls)
strategy	Closed BEAR_DIAGONAL_SPREAD (Puts)
strategy	Closed BEAR_PUT_SPREAD
strategy	Closed BULL_CALL_SPREAD
strategy	Closed BULL_DIAGONAL_SPREAD (Calls)
strategy	Closed BULL_DIAGONAL_SPREAD (Puts)
strategy	Closed BULL_PUT_SPREAD
strategy	Closed COMBO_CALL_LADDER
strategy	Closed COMBO_CALL_RATIO_SPREAD_1X3
strategy	Closed COMBO_CALL_SPREAD
strategy	Closed COMBO_DIAGONAL_STRADDLE_CALENDAR
strategy	Closed COMBO_IRON_CONDOR
strategy	Closed COMBO_PUT_SPREAD
strategy	Closed COMBO_STRANGLE
strategy	Closed LONG_CALL
strategy	Closed LONG_PUT
strategy	Closed LONG_RATIO_CALL_SPREAD
strategy	Closed LONG_RISK_REVERSAL
strategy	Closed LONG_STRADDLE
strategy	Closed REVERSE_CALL_CALENDAR
strategy	Closed REVERSE_PUT_CALENDAR
strategy	Closed SHORT_CALL
strategy	Closed SHORT_PROTECTIVE_PUT_WITH_FUTURE
strategy	Closed SHORT_PUT
strategy	Closed SHORT_RATIO_PUT_SPREAD
strategy	Closed SHORT_STRADDLE
strategy	Closed SHORT_STRANGLE
strategy	HEDGED_OPTIONS_STRATEGY
strategy	LONG_CALL
strategy	LONG_CALL_BUTTERFLY
strategy	LONG_IRON_CONDOR
strategy	LONG_PUT
strategy	LONG_PUT_BUTTERFLY
strategy	LONG_PUT_LADDER
strategy	LONG_RATIO_CALL_SPREAD
strategy	LONG_RATIO_PUT_SPREAD
strategy	LONG_RISK_REVERSAL
strategy	LONG_STRADDLE
strategy	LONG_STRANGLE
strategy	Opened BEAR_CALL_SPREAD
strategy	Opened BEAR_DIAGONAL_SPREAD (Calls)
strategy	Opened BEAR_DIAGONAL_SPREAD (Puts)
strategy	Opened BEAR_PUT_SPREAD
strategy	Opened BULL_CALL_SPREAD
strategy	Opened BULL_DIAGONAL_SPREAD (Calls)
strategy	Opened BULL_DIAGONAL_SPREAD (Puts)
strategy	Opened BULL_PUT_SPREAD
strategy	Opened CALL_CALENDAR
strategy	Opened COLLAR_WITH_FUTURE
strategy	Opened COMBO_CALL_BUTTERFLY
strategy	Opened COMBO_CALL_CALENDAR
strategy	Opened COMBO_CALL_DIAGONAL
strategy	Opened COMBO_CALL_LADDER
strategy	Opened COMBO_CALL_RATIO_SPREAD_1X2
strategy	Opened COMBO_CALL_RATIO_SPREAD_1X3
strategy	Opened COMBO_CALL_SPREAD
strategy	Opened COMBO_DIAGONAL_STRADDLE_CALENDAR
strategy	Opened COMBO_IRON_CONDOR
strategy	Opened COMBO_PUT_CALENDAR
strategy	Opened COMBO_PUT_DIAGONAL
strategy	Opened COMBO_PUT_RATIO_SPREAD_1X2
strategy	Opened COMBO_PUT_RATIO_SPREAD_1X3
strategy	Opened COMBO_PUT_SPREAD
strategy	Opened COMBO_RISK_REVERSAL
strategy	Opened COMBO_STRADDLE
strategy	Opened COMBO_STRANGLE
strategy	Opened LONG_CALL
strategy	Opened LONG_CALL_BUTTERFLY
strategy	Opened LONG_PUT
strategy	Opened LONG_PUT_BUTTERFLY
strategy	Opened LONG_RATIO_CALL_SPREAD
strategy	Opened LONG_STRADDLE
strategy	Opened LONG_STRANGLE
strategy	Opened PUT_CALENDAR
strategy	Opened REVERSE_CALL_CALENDAR
strategy	Opened REVERSE_PUT_CALENDAR
strategy	Opened SHORT_CALL
strategy	Opened SHORT_CALL_BUTTERFLY
strategy	Opened SHORT_PUT
strategy	Opened SHORT_RATIO_CALL_SPREAD
strategy	Opened SHORT_RISK_REVERSAL
strategy	Opened SHORT_STRADDLE
strategy	Opened SHORT_STRANGLE
strategy	PROTECTIVE_PUT_WITH_FUTURE
strategy	PUT_CALENDAR
strategy	PUT_ROLL_BACK/UP
strategy	PUT_ROLL_FORWARD/DOWN
strategy	PUT_ROLL_FORWARD/UP
strategy	REVERSE_CALL_CALENDAR
strategy	REVERSE_PUT_CALENDAR
strategy	ROLL_BACK
strategy	ROLL_DOWN
strategy	ROLL_FORWARD
strategy	ROLL_UP
strategy	SHORT_CALL
strategy	SHORT_CALL_CONDOR
strategy	SHORT_COLLAR_WITH_FUTURE
strategy	SHORT_IRON_CONDOR
strategy	SHORT_PROTECTIVE_PUT_WITH_FUTURE
strategy	SHORT_PUT
strategy	SHORT_PUT_BUTTERFLY
strategy	SHORT_PUT_CONDOR
strategy	SHORT_RATIO_CALL_SPREAD
strategy	SHORT_RATIO_PUT_SPREAD
strategy	SHORT_RISK_REVERSAL
strategy	SHORT_STRADDLE
strategy	SHORT_STRANGLE

Example responses

200 Response

{
  "data": [
    {
      "group_key": "100000",
      "trade_count": 85,
      "volume": 500.2,
      "buy_volume": 300.1,
      "sell_volume": 200.1,
      "premium_usd": 1250000,
      "buy_premium_usd": 750000,
      "sell_premium_usd": 500000,
      "notional": 47500000,
      "net_oi_change": 120.5,
      "net_delta": 45.2,
      "net_gamma": 0.003,
      "net_vega": 12500,
      "block_trade_count": 3
    }
  ],
  "metadata": {
    "group_by": "strike",
    "total_trades": 85,
    "total_volume": 500.2
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Trade History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/trades',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/trades', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/trades \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/trades

Returns options trades with full trade details and Greeks. Supports two modes: (1) instrument mode — provide instrument_name for a single option, (2) currency mode — provide currency (e.g. BTC) for ALL options trades across all instruments. Additional filters: min_premium_usd, min_notional, direction, strategy, block_only, opening_only, option_type, maturity, sort, sort_dir.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name (e.g., deribit, binance)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C). Either instrument_name or currency is required.
currency	query	string	false	Base currency (e.g. BTC, ETH). Returns trades across ALL instruments for this currency. Either currency or instrument_name is required.
min_premium_usd	query	number	false	Minimum premium in USD. Filters out dust trades.
min_notional	query	number	false	Minimum notional value in USD.
direction	query	string	false	Filter by trade direction (aggressor side)
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values (e.g. SHORT_CALL,LONG_PUT).
block_only	query	boolean	false	If true, only return trades with a block_trade_id (block trades).
opening_only	query	boolean	false	If true, only return trades where strategy starts with "Opened" (new positions).
option_type	query	string	false	Filter by option type: C (call) or P (put)
maturity	query	string	false	Filter by maturity date (e.g. 25DEC26)
sort	query	string	false	Sort field. Default: timestamp.
sort_dir	query	string	false	Sort direction. Defaults to DESC for currency-level queries (newest/largest first), ASC for instrument-level queries.
top_n	query	number	false	Return top N trades by the sort field (DESC). Overrides limit and sort_dir. No pagination cursor returned.

Enumerated Values

Parameter	Value
direction	buy
direction	sell
strategy	BEAR_CALL_SPREAD
strategy	BEAR_DIAGONAL_SPREAD (Calls)
strategy	BEAR_DIAGONAL_SPREAD (Puts)
strategy	BEAR_PUT_SPREAD
strategy	BOX_SPREAD
strategy	BULL_CALL_SPREAD
strategy	BULL_DIAGONAL_SPREAD (Calls)
strategy	BULL_DIAGONAL_SPREAD (Puts)
strategy	BULL_PUT_SPREAD
strategy	CALL_CALENDAR
strategy	CALL_ROLL_BACK/DOWN
strategy	CALL_ROLL_BACK/UP
strategy	CALL_ROLL_FORWARD/UP
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_CALL_BUTTERFLY
strategy	COMBO_CALL_CALENDAR
strategy	COMBO_CALL_DIAGONAL
strategy	COMBO_CALL_LADDER
strategy	COMBO_CALL_RATIO_SPREAD_1X2
strategy	COMBO_CALL_RATIO_SPREAD_1X3
strategy	COMBO_CALL_SPREAD
strategy	COMBO_DIAGONAL_STRADDLE_CALENDAR
strategy	COMBO_IRON_CONDOR
strategy	COMBO_PUT_BUTTERFLY
strategy	COMBO_PUT_CALENDAR
strategy	COMBO_PUT_DIAGONAL
strategy	COMBO_PUT_RATIO_SPREAD_1X2
strategy	COMBO_PUT_RATIO_SPREAD_1X3
strategy	COMBO_PUT_RATIO_SPREAD_2X3
strategy	COMBO_PUT_SPREAD
strategy	COMBO_RISK_REVERSAL
strategy	COMBO_RISK_REVERSAL_ITM
strategy	COMBO_STRADDLE
strategy	COMBO_STRANGLE
strategy	COVERED_CALL_WITH_FUTURE
strategy	CUSTOM_STRATEGY
strategy	Close_CALL/Open_PUT
strategy	Closed BEAR_CALL_SPREAD
strategy	Closed BEAR_DIAGONAL_SPREAD (Calls)
strategy	Closed BEAR_DIAGONAL_SPREAD (Puts)
strategy	Closed BEAR_PUT_SPREAD
strategy	Closed BULL_CALL_SPREAD
strategy	Closed BULL_DIAGONAL_SPREAD (Calls)
strategy	Closed BULL_DIAGONAL_SPREAD (Puts)
strategy	Closed BULL_PUT_SPREAD
strategy	Closed COMBO_CALL_LADDER
strategy	Closed COMBO_CALL_RATIO_SPREAD_1X3
strategy	Closed COMBO_CALL_SPREAD
strategy	Closed COMBO_DIAGONAL_STRADDLE_CALENDAR
strategy	Closed COMBO_IRON_CONDOR
strategy	Closed COMBO_PUT_SPREAD
strategy	Closed COMBO_STRANGLE
strategy	Closed LONG_CALL
strategy	Closed LONG_PUT
strategy	Closed LONG_RATIO_CALL_SPREAD
strategy	Closed LONG_RISK_REVERSAL
strategy	Closed LONG_STRADDLE
strategy	Closed REVERSE_CALL_CALENDAR
strategy	Closed REVERSE_PUT_CALENDAR
strategy	Closed SHORT_CALL
strategy	Closed SHORT_PROTECTIVE_PUT_WITH_FUTURE
strategy	Closed SHORT_PUT
strategy	Closed SHORT_RATIO_PUT_SPREAD
strategy	Closed SHORT_STRADDLE
strategy	Closed SHORT_STRANGLE
strategy	HEDGED_OPTIONS_STRATEGY
strategy	LONG_CALL
strategy	LONG_CALL_BUTTERFLY
strategy	LONG_IRON_CONDOR
strategy	LONG_PUT
strategy	LONG_PUT_BUTTERFLY
strategy	LONG_PUT_LADDER
strategy	LONG_RATIO_CALL_SPREAD
strategy	LONG_RATIO_PUT_SPREAD
strategy	LONG_RISK_REVERSAL
strategy	LONG_STRADDLE
strategy	LONG_STRANGLE
strategy	Opened BEAR_CALL_SPREAD
strategy	Opened BEAR_DIAGONAL_SPREAD (Calls)
strategy	Opened BEAR_DIAGONAL_SPREAD (Puts)
strategy	Opened BEAR_PUT_SPREAD
strategy	Opened BULL_CALL_SPREAD
strategy	Opened BULL_DIAGONAL_SPREAD (Calls)
strategy	Opened BULL_DIAGONAL_SPREAD (Puts)
strategy	Opened BULL_PUT_SPREAD
strategy	Opened CALL_CALENDAR
strategy	Opened COLLAR_WITH_FUTURE
strategy	Opened COMBO_CALL_BUTTERFLY
strategy	Opened COMBO_CALL_CALENDAR
strategy	Opened COMBO_CALL_DIAGONAL
strategy	Opened COMBO_CALL_LADDER
strategy	Opened COMBO_CALL_RATIO_SPREAD_1X2
strategy	Opened COMBO_CALL_RATIO_SPREAD_1X3
strategy	Opened COMBO_CALL_SPREAD
strategy	Opened COMBO_DIAGONAL_STRADDLE_CALENDAR
strategy	Opened COMBO_IRON_CONDOR
strategy	Opened COMBO_PUT_CALENDAR
strategy	Opened COMBO_PUT_DIAGONAL
strategy	Opened COMBO_PUT_RATIO_SPREAD_1X2
strategy	Opened COMBO_PUT_RATIO_SPREAD_1X3
strategy	Opened COMBO_PUT_SPREAD
strategy	Opened COMBO_RISK_REVERSAL
strategy	Opened COMBO_STRADDLE
strategy	Opened COMBO_STRANGLE
strategy	Opened LONG_CALL
strategy	Opened LONG_CALL_BUTTERFLY
strategy	Opened LONG_PUT
strategy	Opened LONG_PUT_BUTTERFLY
strategy	Opened LONG_RATIO_CALL_SPREAD
strategy	Opened LONG_STRADDLE
strategy	Opened LONG_STRANGLE
strategy	Opened PUT_CALENDAR
strategy	Opened REVERSE_CALL_CALENDAR
strategy	Opened REVERSE_PUT_CALENDAR
strategy	Opened SHORT_CALL
strategy	Opened SHORT_CALL_BUTTERFLY
strategy	Opened SHORT_PUT
strategy	Opened SHORT_RATIO_CALL_SPREAD
strategy	Opened SHORT_RISK_REVERSAL
strategy	Opened SHORT_STRADDLE
strategy	Opened SHORT_STRANGLE
strategy	PROTECTIVE_PUT_WITH_FUTURE
strategy	PUT_CALENDAR
strategy	PUT_ROLL_BACK/UP
strategy	PUT_ROLL_FORWARD/DOWN
strategy	PUT_ROLL_FORWARD/UP
strategy	REVERSE_CALL_CALENDAR
strategy	REVERSE_PUT_CALENDAR
strategy	ROLL_BACK
strategy	ROLL_DOWN
strategy	ROLL_FORWARD
strategy	ROLL_UP
strategy	SHORT_CALL
strategy	SHORT_CALL_CONDOR
strategy	SHORT_COLLAR_WITH_FUTURE
strategy	SHORT_IRON_CONDOR
strategy	SHORT_PROTECTIVE_PUT_WITH_FUTURE
strategy	SHORT_PUT
strategy	SHORT_PUT_BUTTERFLY
strategy	SHORT_PUT_CONDOR
strategy	SHORT_RATIO_CALL_SPREAD
strategy	SHORT_RATIO_PUT_SPREAD
strategy	SHORT_RISK_REVERSAL
strategy	SHORT_STRADDLE
strategy	SHORT_STRANGLE
option_type	C
option_type	P
sort	timestamp
sort	premium_usd
sort	notional
sort	amount
sort_dir	ASC
sort_dir	DESC

Example responses

200 Response

{
  "data": [
    {
      "instrument_name": "BTC-25SEP26-100000-C",
      "timestamp": 1759220633312,
      "trade_id": "387076415",
      "date": "2025-10-11 12:45:49",
      "block_trade_id": "",
      "combo_id": "",
      "combo_trade_id": "",
      "strategy": "Opened SHORT_CALL",
      "direction": "sell",
      "tick_direction": 1,
      "amount": 0.1,
      "price": 0.267,
      "index_price": 113610.41,
      "oi_change": 0.1,
      "open_interest": 0.1,
      "oi_before": null,
      "maturity": "25SEP26",
      "days_to_expiry": 359.9834,
      "iv": 44.95,
      "mark_price": 0.2669,
      "ask_price": 0.269,
      "bid_price": 0.267,
      "ask_size": 2.8,
      "bid_size": 9.7,
      "bid_iv_change": 0,
      "ask_iv_change": 0,
      "bid_price_change": -0.002,
      "ask_price_change": 0,
      "bid_size_change": 0,
      "ask_size_change": 0,
      "premium": 0.0267,
      "premium_usd": 3033.4,
      "notional": 11361.04,
      "delta": -0.0694643,
      "gamma": -6.9e-7,
      "vega": -39.54125,
      "theta": 2.468719,
      "strike": 100000,
      "option_type": "C"
    },
    {
      "instrument_name": "BTC-25SEP26-100000-C",
      "timestamp": 1760189549998,
      "date": "2025-10-11 12:45:49",
      "trade_id": "390187993",
      "block_trade_id": "",
      "combo_id": "",
      "combo_trade_id": "",
      "strategy": "Opened SHORT_CALL",
      "direction": "sell",
      "tick_direction": 2,
      "amount": 0.1,
      "price": 0.261,
      "index_price": 112021.37,
      "oi_change": 0.1,
      "open_interest": 0.2,
      "oi_before": 0.1,
      "maturity": "25SEP26",
      "days_to_expiry": 348.7691,
      "iv": 46.9,
      "mark_price": 0.2604,
      "ask_price": 0.2675,
      "bid_price": 0.261,
      "ask_size": 27.1,
      "bid_size": 18.1,
      "bid_iv_change": 0,
      "ask_iv_change": 0,
      "bid_price_change": -0.0035,
      "ask_price_change": 0,
      "bid_size_change": 0,
      "ask_size_change": 0,
      "premium": 0.0261,
      "premium_usd": 2923.76,
      "notional": 11202.14,
      "delta": -0.0683262,
      "gamma": -7e-7,
      "vega": -38.99059,
      "theta": 2.621582,
      "strike": 100000,
      "option_type": "C"
    },
    {
      "instrument_name": "BTC-25SEP26-100000-C",
      "timestamp": 1760461299893,
      "trade_id": "391006860",
      "date": "2025-10-11 12:45:49",
      "block_trade_id": "",
      "combo_id": "",
      "combo_trade_id": "",
      "strategy": "Opened SHORT_CALL",
      "direction": "sell",
      "tick_direction": 2,
      "amount": 0.1,
      "price": 0.2595,
      "index_price": 111949.78,
      "oi_change": 0.1,
      "open_interest": 0.3,
      "oi_before": 0.2,
      "maturity": "25SEP26",
      "days_to_expiry": 345.6238,
      "iv": 47.14,
      "mark_price": 0.2587,
      "ask_price": 0.261,
      "bid_price": 0.2595,
      "ask_size": 2.2,
      "bid_size": 2.2,
      "bid_iv_change": 0,
      "ask_iv_change": 0,
      "bid_price_change": -0.0035,
      "ask_price_change": 0,
      "bid_size_change": 0,
      "ask_size_change": 0,
      "premium": 0.026,
      "premium_usd": 2905.1,
      "notional": 11194.98,
      "delta": -0.0682762,
      "gamma": -7e-7,
      "vega": -38.81525,
      "theta": 2.647056,
      "strike": 100000,
      "option_type": "C"
    }
  ],
  "meta": {
    "next_cursor": "eyJ0aW1lc3RhbXAiOjE3NjM0Mzk0NTc1NTksInRyYWRlX2lkIjoiMzk4OTU3NDk3In0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Enumerated Values

Property	Value
direction	buy
direction	sell

Options Flow Summary

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/flow?exchange=deribit&currency=BTC',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/flow', params={
  'exchange': 'deribit',  'currency': 'BTC'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/flow?exchange=deribit&currency=BTC \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/flow

Returns an aggregated flow summary for a currency including total trades, premium breakdowns (call/put, buy/sell), net Greeks (delta, gamma, vega), opening/closing counts, block trade stats, most active strikes, and notable trades. One call returns everything pre-computed.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	true	Exchange name (e.g., deribit)
currency	query	string	true	Base currency (e.g. BTC, ETH). Required.
resolution	query	string	false	Time bucket resolution for aggregation.
min_premium_usd	query	number	false	Minimum premium_usd per trade to include in aggregation. Filters dust before aggregating.
top_n	query	number	false	Number of notable trades to return. Default 10.

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "summary": {
    "total_trades": 0,
    "total_premium_usd": 0,
    "total_notional_usd": 0,
    "call_premium_usd": 0,
    "put_premium_usd": 0,
    "buy_premium_usd": 0,
    "sell_premium_usd": 0,
    "net_delta": 0,
    "net_gamma": 0,
    "net_vega": 0,
    "opening_trades": 0,
    "closing_trades": 0,
    "net_oi_change": 0,
    "block_trade_count": 0,
    "block_trade_premium_usd": 0,
    "most_active_strikes": [
      {
        "instrument_name": "string",
        "trade_count": 0,
        "premium_usd": 0,
        "net_oi_change": 0
      }
    ]
  },
  "notable_trades": [
    {
      "instrument_name": "BTC-25DEC26",
      "timestamp": 1234567890123,
      "date": "2023-06-15T14:30:00.000Z",
      "trade_id": "trade_123456",
      "block_trade_id": "block_123",
      "combo_id": "combo_123",
      "combo_trade_id": "combo_trade_123",
      "strategy": "strategy_1",
      "direction": "buy",
      "tick_direction": 1,
      "amount": 1.5,
      "price": 45000.5,
      "index_price": 45010,
      "oi_change": 100,
      "open_interest": 10000,
      "oi_before": 9900
    }
  ]
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Flow summary successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Status Code 200

Name	Type	Required	Restrictions	Description
» summary	OptionsFlowSummaryEntity	false	none	none
»» total_trades	number	true	none	Total number of trades in window
»» total_premium_usd	number	true	none	Total premium across all trades in USD
»» total_notional_usd	number	true	none	Total notional across all trades in USD
»» call_premium_usd	number	true	none	Total premium for call options in USD
»» put_premium_usd	number	true	none	Total premium for put options in USD
»» buy_premium_usd	number	true	none	Total premium for buy-side trades in USD
»» sell_premium_usd	number	true	none	Total premium for sell-side trades in USD
»» net_delta	number	true	none	Net delta across all trades
»» net_gamma	number	true	none	Net gamma across all trades
»» net_vega	number	true	none	Net vega across all trades
»» opening_trades	number	true	none	Number of opening trades (strategy starts with Opened)
»» closing_trades	number	true	none	Number of closing trades (strategy starts with Closed)
»» net_oi_change	number	true	none	Net open interest change
»» block_trade_count	number	true	none	Number of block trades
»» block_trade_premium_usd	number	true	none	Block trade premium in USD
»» most_active_strikes	[OptionsFlowActiveStrikeEntity]	true	none	Most active instruments by premium
»»» instrument_name	string	true	none	Instrument name
»»» trade_count	number	true	none	Number of trades on this instrument
»»» premium_usd	number	true	none	Total premium in USD
»»» net_oi_change	number	true	none	Net open interest change
» notable_trades	[OptionsTradeEntity]	false	none	none
»» instrument_name	string	true	none	Instrument identifier
»» timestamp	number	true	none	Unix timestamp in milliseconds
»» date	string	true	none	ISO 8601 formatted date string
»» trade_id	string	true	none	Unique trade identifier
»» block_trade_id	string	false	none	Block trade identifier if applicable
»» combo_id	string	false	none	Combo trade identifier if applicable
»» combo_trade_id	string	false	none	Combo trade ID if part of combo
»» strategy	string	false	none	Trading strategy identifier
»» direction	string	true	none	Trade direction
»» tick_direction	object¦null	false	none	Tick direction indicator
»» amount	number	true	none	Trade amount/size
»» price	number	true	none	Trade execution price
»» index_price	object¦null	false	none	Index price at time of trade
»» oi_change	object¦null	false	none	Change in open interest
»» open_interest	object¦null	false	none	Open interest after trade
»» oi_before	object¦null	false	none	Open interest before trade

Enumerated Values

Property	Value
direction	buy
direction	sell

Options Open Interest

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/open-interest',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/open-interest', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/open-interest \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/open-interest

Aggregates open interest across the selected instrument or currency using the requested resolution.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C, ETH-25DEC26-4000-P)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "oi_open": 2.6,
      "oi_high": 2.6,
      "oi_low": 2.6,
      "oi_close": 2.6
    },
    {
      "date": "2025-11-04 11:01:00",
      "oi_open": 2.6,
      "oi_high": 2.6,
      "oi_low": 2.6,
      "oi_close": 2.6
    },
    {
      "date": "2025-11-04 11:02:00",
      "oi_open": 2.6,
      "oi_high": 2.6,
      "oi_low": 2.6,
      "oi_close": 2.6
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Level 1

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/level1',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/level1', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/level1 \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/level1

Returns level 1 order book data for options instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C, ETH-25DEC26-4000-P)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "bid_price_open": 0.212,
      "bid_price_high": 0.212,
      "bid_price_low": 0.2115,
      "bid_price_close": 0.2115,
      "ask_price_open": 0.2195,
      "ask_price_high": 0.22,
      "ask_price_low": 0.2195,
      "ask_price_close": 0.22,
      "bid_size_open": 19.3,
      "bid_size_high": 19.3,
      "bid_size_low": 19.3,
      "bid_size_close": 19.3,
      "ask_size_open": 19.4,
      "ask_size_high": 31.3,
      "ask_size_low": 12,
      "ask_size_close": 31.3,
      "bid_ask_spread_open": 0.007500000000000007,
      "bid_ask_spread_high": 0.008500000000000008,
      "bid_ask_spread_low": 0.007500000000000007,
      "bid_ask_spread_close": 0.008500000000000008,
      "total_liquidity_open": 38.7,
      "total_liquidity_high": 50.6,
      "total_liquidity_low": 31.3,
      "total_liquidity_close": 50.6,
      "total_liquidity_avg": 43.16666666666667
    },
    {
      "date": "2025-11-04 11:01:00",
      "bid_price_open": 0.2115,
      "bid_price_high": 0.2115,
      "bid_price_low": 0.2115,
      "bid_price_close": 0.2115,
      "ask_price_open": 0.22,
      "ask_price_high": 0.22,
      "ask_price_low": 0.22,
      "ask_price_close": 0.22,
      "bid_size_open": 19.3,
      "bid_size_high": 19.3,
      "bid_size_low": 19.3,
      "bid_size_close": 19.3,
      "ask_size_open": 31.3,
      "ask_size_high": 31.3,
      "ask_size_low": 31.3,
      "ask_size_close": 31.3,
      "bid_ask_spread_open": 0.008500000000000008,
      "bid_ask_spread_high": 0.008500000000000008,
      "bid_ask_spread_low": 0.008500000000000008,
      "bid_ask_spread_close": 0.008500000000000008,
      "total_liquidity_open": 50.6,
      "total_liquidity_high": 50.6,
      "total_liquidity_low": 50.6,
      "total_liquidity_close": 50.6,
      "total_liquidity_avg": 50.600000000000016
    },
    {
      "date": "2025-11-04 11:02:00",
      "bid_price_open": 0.211,
      "bid_price_high": 0.214,
      "bid_price_low": 0.211,
      "bid_price_close": 0.214,
      "ask_price_open": 0.22,
      "ask_price_high": 0.22,
      "ask_price_low": 0.219,
      "ask_price_close": 0.219,
      "bid_size_open": 19.3,
      "bid_size_high": 19.3,
      "bid_size_low": 0.3,
      "bid_size_close": 0.3,
      "ask_size_open": 31.3,
      "ask_size_high": 31.3,
      "ask_size_low": 19.3,
      "ask_size_close": 19.6,
      "bid_ask_spread_open": 0.009000000000000008,
      "bid_ask_spread_high": 0.009000000000000008,
      "bid_ask_spread_low": 0.0050000000000000044,
      "bid_ask_spread_close": 0.0050000000000000044,
      "total_liquidity_open": 50.6,
      "total_liquidity_high": 50.6,
      "total_liquidity_low": 19.6,
      "total_liquidity_close": 19.900000000000002,
      "total_liquidity_avg": 26.576190476190483
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Volatility & Greeks

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/volatility',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/volatility', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/volatility \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/volatility

Returns implied volatility and Greeks data for options instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C, ETH-25DEC26-4000-P)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "strike": 100000,
      "maturity": "25SEP26",
      "days_to_expiry": 324.9166666666667,
      "underlying_price": 109227.13,
      "mark_iv_open": 47.62,
      "mark_iv_high": 47.62,
      "mark_iv_low": 47.62,
      "mark_iv_close": 47.62,
      "bid_iv_open": 46.42,
      "bid_iv_high": 46.53,
      "bid_iv_low": 46.36,
      "bid_iv_close": 46.4,
      "ask_iv_open": 48.6,
      "ask_iv_high": 48.89,
      "ask_iv_low": 48.57,
      "ask_iv_close": 48.87,
      "iv_spread_open": 2.1799999999999997,
      "iv_spread_high": 2.47,
      "iv_spread_low": 2.17,
      "iv_spread_close": 2.469999999999999,
      "iv_spread_avg": 2.3077777777777784,
      "delta": 0.66315,
      "gamma": 0.00001,
      "theta": -27.57357,
      "vega": 376.24963,
      "rho": 435.06539
    },
    {
      "date": "2025-11-04 11:01:00",
      "strike": 100000,
      "maturity": "25SEP26",
      "days_to_expiry": 324.91597222222225,
      "underlying_price": 109138.04,
      "mark_iv_open": 47.62,
      "mark_iv_high": 47.62,
      "mark_iv_low": 47.62,
      "mark_iv_close": 47.62,
      "bid_iv_open": 46.45,
      "bid_iv_high": 46.51,
      "bid_iv_low": 46.39,
      "bid_iv_close": 46.51,
      "ask_iv_open": 48.92,
      "ask_iv_high": 48.98,
      "ask_iv_low": 48.86,
      "ask_iv_close": 48.98,
      "iv_spread_open": 2.469999999999999,
      "iv_spread_high": 2.47,
      "iv_spread_low": 2.46,
      "iv_spread_close": 2.469999999999999,
      "iv_spread_avg": 2.4662499999999987,
      "delta": 0.66249,
      "gamma": 0.00001,
      "theta": -27.57106,
      "vega": 376.22951,
      "rho": 434.42588
    },
    {
      "date": "2025-11-04 11:02:00",
      "strike": 100000,
      "maturity": "25SEP26",
      "days_to_expiry": 324.91527777777776,
      "underlying_price": 109194.74,
      "mark_iv_open": 47.62,
      "mark_iv_high": 47.62,
      "mark_iv_low": 47.62,
      "mark_iv_close": 47.62,
      "bid_iv_open": 46.51,
      "bid_iv_high": 47.17,
      "bid_iv_low": 46.24,
      "bid_iv_close": 47.17,
      "ask_iv_open": 48.97,
      "ask_iv_high": 48.97,
      "ask_iv_low": 48.54,
      "ask_iv_close": 48.62,
      "iv_spread_open": 2.460000000000001,
      "iv_spread_high": 2.47,
      "iv_spread_low": 1.45,
      "iv_spread_close": 1.4499999999999957,
      "iv_spread_avg": 1.8576190476190468,
      "delta": 0.66291,
      "gamma": 0.00001,
      "theta": -27.57346,
      "vega": 376.24168,
      "rho": 434.82764
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjQwOjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Ticker History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/ticker-history',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/ticker-history', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/ticker-history \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/ticker-history

Returns historical ticker data for options instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C, ETH-25DEC26-4000-P)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "mark_price": 0.2157,
      "index_price": 103722.83,
      "bid_price": 0.2115,
      "ask_price": 0.22,
      "bid_ask_spread": 0.008500000000000008,
      "bid_size": 19.3,
      "ask_size": 31.3,
      "oi": 2.6,
      "volume_usd_24h": 29521.78,
      "bid_iv": 46.4,
      "ask_iv": 48.87,
      "mark_iv": 47.62,
      "iv_spread": 2.469999999999999
    },
    {
      "date": "2025-11-04 11:01:00",
      "mark_price": 0.2154,
      "index_price": 103639.67,
      "bid_price": 0.2115,
      "ask_price": 0.22,
      "bid_ask_spread": 0.008500000000000008,
      "bid_size": 19.3,
      "ask_size": 31.3,
      "oi": 2.6,
      "volume_usd_24h": 29521.78,
      "bid_iv": 46.51,
      "ask_iv": 48.98,
      "mark_iv": 47.62,
      "iv_spread": 2.469999999999999
    },
    {
      "date": "2025-11-04 11:02:00",
      "mark_price": 0.2156,
      "index_price": 103695.66,
      "bid_price": 0.214,
      "ask_price": 0.219,
      "bid_ask_spread": 0.0050000000000000044,
      "bid_size": 0.3,
      "ask_size": 19.6,
      "oi": 2.6,
      "volume_usd_24h": 29521.78,
      "bid_iv": 47.17,
      "ask_iv": 48.62,
      "mark_iv": 47.62,
      "iv_spread": 1.4499999999999957
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Reference Prices

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/reference-price',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/reference-price', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/reference-price \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/reference-price

Returns reference price data for options instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full options instrument identifier (e.g., BTC-27FEB26-80000-C, ETH-25DEC26-4000-P)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "mark_price_open": 0.2162,
      "mark_price_high": 0.2162,
      "mark_price_low": 0.2156,
      "mark_price_close": 0.2157,
      "underlying_price": 109227.13,
      "days_to_expiry": 324.9166666666667,
      "index_price": 103722.83
    },
    {
      "date": "2025-11-04 11:01:00",
      "mark_price_open": 0.2156,
      "mark_price_high": 0.2157,
      "mark_price_low": 0.2154,
      "mark_price_close": 0.2154,
      "underlying_price": 109138.04,
      "days_to_expiry": 324.91597222222225,
      "index_price": 103639.67
    },
    {
      "date": "2025-11-04 11:02:00",
      "mark_price_open": 0.2153,
      "mark_price_high": 0.2158,
      "mark_price_low": 0.2153,
      "mark_price_close": 0.2156,
      "underlying_price": 109194.74,
      "days_to_expiry": 324.91527777777776,
      "index_price": 103695.66
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Options Snapshot

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/snapshot?exchange=deribit&currency=BTC',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/snapshot', params={
  'exchange': 'deribit',  'currency': 'BTC'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/snapshot?exchange=deribit&currency=BTC \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/snapshot

Returns a snapshot of all options instruments for a given exchange and currency at a single minute. If no date is provided, returns the latest available snapshot. Currency is required due to the large dataset size.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name (e.g., deribit, binance, okx, bybit). Required.
date	query	string(date-time)	false	Exact date/time for the snapshot in ISO 8601 format (UTC). If omitted, returns the latest available snapshot.
resolution	query	string	false	Time resolution for the snapshot. At 1m (default), returns raw minute-level data. At higher resolutions (5m, 1h, etc.), data is aggregated into the specified bucket.
currency	query	string	true	Base currency (e.g., BTC, ETH). Required for options due to large dataset size.

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "exchange": "deribit",
      "instrument_name": "BTC-27FEB26-80000-C",
      "currency": "BTC",
      "mark_price": 0.2157,
      "index_price": 103722.83,
      "bid_price": 0.2115,
      "ask_price": 0.22,
      "bid_ask_spread": 0.0085,
      "bid_size": 19.3,
      "ask_size": 31.3,
      "oi": 2.6,
      "volume_usd_24h": 29521.78,
      "bid_iv": 46.4,
      "ask_iv": 48.87,
      "mark_iv": 47.62,
      "iv_spread": 2.47
    },
    {
      "date": "2025-11-04 11:00:00",
      "exchange": "deribit",
      "instrument_name": "BTC-27FEB26-80000-C",
      "currency": "BTC",
      "mark_price": 0.0542,
      "index_price": 103722.83,
      "bid_price": 0.053,
      "ask_price": 0.0555,
      "bid_ask_spread": 0.0025,
      "bid_size": 10.1,
      "ask_size": 15.4,
      "oi": 5.2,
      "volume_usd_24h": 12340.5,
      "bid_iv": 52.1,
      "ask_iv": 54.3,
      "mark_iv": 53.15,
      "iv_spread": 2.2
    }
  ],
  "meta": {
    "minute": "2025-11-04 11:00:00"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Vol Surface By Expiry

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/vol-surface/by-expiry?exchange=deribit&currency=BTC',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/vol-surface/by-expiry', params={
  'exchange': 'deribit',  'currency': 'BTC'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/vol-surface/by-expiry?exchange=deribit&currency=BTC \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/vol-surface/by-expiry

Returns ATM IV, 25-delta skew, and 25-delta butterfly across all real expiries for a given exchange and currency at a single point in time. If no date is provided, returns the latest available snapshot. Uses delta-proximity to find ATM (delta closest to 0.5) and 25-delta options.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name (e.g., deribit, binance, okx, bybit). Required.
currency	query	string	true	Base currency (e.g., BTC, ETH). Required for vol-surface queries.
date	query	string(date-time)	false	Exact date/time for the snapshot in ISO 8601 format (UTC). If omitted, returns the latest available snapshot.
resolution	query	string	false	Time resolution for the snapshot. At 1m (default), returns raw minute-level data. At higher resolutions (5m, 1h, etc.), data is aggregated into the specified bucket.

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04T11:00:00.000Z",
      "exchange": "deribit",
      "currency": "BTC",
      "maturity": "29NOV25",
      "days_to_expiry": 25.5,
      "underlying_price": 103722.83,
      "atm_iv": 47.62,
      "call_25d_iv": 43.8,
      "put_25d_iv": 52.1,
      "skew_25d": 8.3,
      "butterfly_25d": 0.33
    },
    {
      "date": "2025-11-04T11:00:00.000Z",
      "exchange": "deribit",
      "currency": "BTC",
      "maturity": "27DEC25",
      "days_to_expiry": 53.5,
      "underlying_price": 103722.83,
      "atm_iv": 52.1,
      "call_25d_iv": 48.5,
      "put_25d_iv": 56.8,
      "skew_25d": 8.3,
      "butterfly_25d": 0.55
    },
    {
      "date": "2025-11-04T11:00:00.000Z",
      "exchange": "deribit",
      "currency": "BTC",
      "maturity": "28MAR26",
      "days_to_expiry": 144.5,
      "underlying_price": 103722.83,
      "atm_iv": 55.3,
      "call_25d_iv": 51.2,
      "put_25d_iv": 60.1,
      "skew_25d": 8.9,
      "butterfly_25d": 0.35
    }
  ],
  "meta": {
    "date": "2025-11-04T11:00:00.000Z",
    "next_date": "2025-11-04T11:01:00.000Z"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Vol Surface By Tenor

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/vol-surface/by-tenor?exchange=deribit&currency=BTC',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/vol-surface/by-tenor', params={
  'exchange': 'deribit',  'currency': 'BTC'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/vol-surface/by-tenor?exchange=deribit&currency=BTC \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/vol-surface/by-tenor

Returns ATM IV, 25-delta skew, and 25-delta butterfly interpolated to fixed constant-maturity tenors (1d, 7d, 14d, 30d, 60d, 90d, 180d, 365d). Uses linear interpolation in total variance space. Flat extrapolation at edges.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name (e.g., deribit, binance, okx, bybit). Required.
currency	query	string	true	Base currency (e.g., BTC, ETH). Required for vol-surface queries.
date	query	string(date-time)	false	Exact date/time for the snapshot in ISO 8601 format (UTC). If omitted, returns the latest available snapshot.
resolution	query	string	false	Time resolution for the snapshot. At 1m (default), returns raw minute-level data. At higher resolutions (5m, 1h, etc.), data is aggregated into the specified bucket.

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "tenor": 1,
      "atm_iv": 43.74,
      "call_25d_iv": 41.2,
      "put_25d_iv": 46.8,
      "skew_25d": 5.6,
      "butterfly_25d": 0.26
    },
    {
      "tenor": 7,
      "atm_iv": 40.43,
      "call_25d_iv": 38.1,
      "put_25d_iv": 43.9,
      "skew_25d": 5.8,
      "butterfly_25d": 0.57
    },
    {
      "tenor": 14,
      "atm_iv": 38.66,
      "call_25d_iv": 36.5,
      "put_25d_iv": 41.8,
      "skew_25d": 5.3,
      "butterfly_25d": 0.49
    },
    {
      "tenor": 30,
      "atm_iv": 38.55,
      "call_25d_iv": 36.2,
      "put_25d_iv": 41.9,
      "skew_25d": 5.7,
      "butterfly_25d": 0.5
    },
    {
      "tenor": 60,
      "atm_iv": 39.92,
      "call_25d_iv": 37.4,
      "put_25d_iv": 43.1,
      "skew_25d": 5.7,
      "butterfly_25d": 0.33
    },
    {
      "tenor": 90,
      "atm_iv": 41.3,
      "call_25d_iv": 38.8,
      "put_25d_iv": 44.5,
      "skew_25d": 5.7,
      "butterfly_25d": 0.35
    },
    {
      "tenor": 180,
      "atm_iv": 44.78,
      "call_25d_iv": 42.1,
      "put_25d_iv": 48.2,
      "skew_25d": 6.1,
      "butterfly_25d": 0.37
    },
    {
      "tenor": 365,
      "atm_iv": 47.15,
      "call_25d_iv": 44.3,
      "put_25d_iv": 50.8,
      "skew_25d": 6.5,
      "butterfly_25d": 0.4
    }
  ],
  "meta": {
    "date": "2025-11-04T11:00:00.000Z",
    "next_date": "2025-11-04T11:01:00.000Z"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Vol Surface By Time

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/options/vol-surface/by-time?exchange=deribit&currency=BTC&maturity=25DEC26',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/options/vol-surface/by-time', params={
  'exchange': 'deribit',  'currency': 'BTC',  'maturity': '25DEC26'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/options/vol-surface/by-time?exchange=deribit&currency=BTC&maturity=25DEC26 \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/options/vol-surface/by-time

Returns a paginated time-series of ATM IV, 25-delta skew, and 25-delta butterfly for the specified exchange and currency. Filter by maturity to track one expiry across time. Uses cursor-based pagination.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name (e.g., deribit, binance, okx, bybit). Required.
currency	query	string	true	Base currency (e.g., BTC, ETH). Required for vol-surface queries.
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
maturity	query	string	true	Maturity to query (e.g., 25DEC26). Required for vol-surface history due to large dataset size.
resolution	query	string	false	Time resolution for aggregation. Default 1m.
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04T10:00:00.000Z",
      "exchange": "deribit",
      "currency": "BTC",
      "maturity": "29NOV25",
      "days_to_expiry": 25.54,
      "underlying_price": 103500,
      "atm_iv": 47.2,
      "call_25d_iv": 43.5,
      "put_25d_iv": 51.8,
      "skew_25d": 8.3,
      "butterfly_25d": 0.45
    },
    {
      "date": "2025-11-04T10:00:00.000Z",
      "exchange": "deribit",
      "currency": "BTC",
      "maturity": "27DEC25",
      "days_to_expiry": 53.54,
      "underlying_price": 103500,
      "atm_iv": 51.9,
      "call_25d_iv": 48.2,
      "put_25d_iv": 56.5,
      "skew_25d": 8.3,
      "butterfly_25d": 0.45
    },
    {
      "date": "2025-11-04T11:00:00.000Z",
      "exchange": "deribit",
      "currency": "BTC",
      "maturity": "29NOV25",
      "days_to_expiry": 25.5,
      "underlying_price": 103722.83,
      "atm_iv": 47.62,
      "call_25d_iv": 43.8,
      "put_25d_iv": 52.1,
      "skew_25d": 8.3,
      "butterfly_25d": 0.33
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDExOjAwOjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Vol Surface

Proprietary volatility surface data from the Laevitas engine. These routes are backed by ClickHouse tables written by the fitter and live portfolio risk calculations. Use margin to select inverse or linear books; slice queries default to model=svi.

Vol Surface Catalog

GET /api/v1/vol-surface/catalog

Lists available (exchange, currency, margin, model) tuples with latest calibration time, index price, slice count, and forward-knot count.

Vol Surface Snapshots

GET /api/v1/vol-surface/snapshots

Returns surface-level calibration metadata: index price, forward curve JSON, slice counts, and calendar-arbitrage diagnostics. Omit start/end for latest snapshot mode; pass them for paginated history.

Vol Surface Slices

GET /api/v1/vol-surface/slices

Returns per-expiry fit rows with model parameters, ATM/wing metrics, fit diagnostics, spread-model coefficients, quote-quality counts, quality_tier, slice_source, and fallback age.

Vol Surface Term Structure

GET /api/v1/vol-surface/term-structure

Returns constant-maturity rows with ATM IV, total variance, skew, forward, term slope, forward vol, forward-tenor labels, and source.

Vol Surface Strikes

GET /api/v1/vol-surface/strikes

Returns per-strike IV diagnostics and greeks. This is the heaviest table; latest snapshot mode is broad, while historical scans require expiry or instrument.

Vol Surface Risk

POST /api/v1/vol-surface/risk/decompose
POST /api/v1/vol-surface/risk/scenario
POST /api/v1/vol-surface/risk/ladder

Runs live portfolio risk decomposition, scenario repricing, and spot x parallel-vol ladder repricing through the proprietary vol-surface engine. These POST endpoints require API-key authentication like the GET data endpoints. The ladder grid is capped at 400 cells.

Perpetuals

Perpetuals Catalog

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/catalog',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/catalog', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/catalog \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/catalog

Returns a list of available perpetual instruments.

Parameters

Name	In	Type	Required	Description
exchange	query	string	false	Filter by exchange (e.g., deribit, binance, okx, bybit, hyperliquid)

Example responses

200 Response

[
  {
    "instrument_name": "0G-USDT-SWAP",
    "exchange": "okx"
  },
  {
    "instrument_name": "0GUSDT",
    "exchange": "binance"
  },
  {
    "instrument_name": "1000000BOBUSDT",
    "exchange": "binance"
  }
]

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Metadata

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/metadata?exchange=deribit&instrument_name=BTC-PERPETUAL',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/metadata', params={
  'exchange': 'deribit',  'instrument_name': 'BTC-PERPETUAL'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/metadata?exchange=deribit&instrument_name=BTC-PERPETUAL \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/metadata

Returns metadata for a specific perpetual instrument including data availability, total record count, and pagination information.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name
limit	query	number	false	Number of records per page for pagination calculation
instrument_name	query	string	true	Instrument name

Example responses

200 Response

{
  "exchange": "deribit",
  "instrument_name": "BTC-PERPETUAL",
  "start_date": "2020-01-01T00:00:00.000Z",
  "end_date": "2025-11-21T23:59:00.000Z",
  "total_count": 1500000,
  "total_pages": 15000
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Metadata successfully retrieved	MetadataResponseEntity
400	Bad Request	Bad Request - Invalid parameters or no data found	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals OHLCVT Market Data

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/ohlcvt',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/ohlcvt', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/ohlcvt \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/ohlcvt

Retrieves Open, High, Low, Close, Volume, and Trade statistics for perpetual contracts.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "open": 103796,
      "high": 103820,
      "low": 103658.5,
      "close": 103673,
      "vwap": 103699.66571160624,
      "volume": 6184600,
      "buy_volume": 1253540,
      "sell_volume": 4931060,
      "trades_count": 419,
      "buy_trades_count": 54,
      "sell_trades_count": 365,
      "liquidation_short_volume": null,
      "liquidation_long_volume": null,
      "block_trade_buy_volume": null,
      "block_trade_sell_volume": null,
      "mark_price": 103690.42,
      "index_price": 103715.64
    },
    {
      "date": "2025-11-04 11:01:00",
      "open": 103673,
      "high": 103721,
      "low": 103620.5,
      "close": 103620.5,
      "vwap": 103672.90218204964,
      "volume": 2230930,
      "buy_volume": 325270,
      "sell_volume": 1905660,
      "trades_count": 204,
      "buy_trades_count": 35,
      "sell_trades_count": 169,
      "liquidation_short_volume": 15430,
      "liquidation_long_volume": 28950,
      "block_trade_buy_volume": null,
      "block_trade_sell_volume": null,
      "mark_price": 103619.18,
      "index_price": 103641.58
    },
    {
      "date": "2025-11-04 11:02:00",
      "open": 103610,
      "high": 103745,
      "low": 103610,
      "close": 103672.5,
      "vwap": 103706.1497721229,
      "volume": 3613790,
      "buy_volume": 1379460,
      "sell_volume": 2234330,
      "trades_count": 231,
      "buy_trades_count": 70,
      "sell_trades_count": 161,
      "liquidation_short_volume": null,
      "liquidation_long_volume": null,
      "block_trade_buy_volume": 250000,
      "block_trade_sell_volume": 180000,
      "mark_price": 103662.33,
      "index_price": 103686.53
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	OHLCVT data successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Level 1

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/level1',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/level1', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/level1 \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/level1

Returns level 1 order book data for perpetual instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "bid_price_open": 103795.5,
      "bid_price_high": 103819.5,
      "bid_price_low": 103658.5,
      "bid_price_close": 103673,
      "ask_price_open": 103796,
      "ask_price_high": 103820,
      "ask_price_low": 103666,
      "ask_price_close": 103673.5,
      "bid_size_open": 141100,
      "bid_size_high": 315370,
      "bid_size_low": 20,
      "bid_size_close": 175500,
      "ask_size_open": 160120,
      "ask_size_high": 859690,
      "ask_size_low": 20,
      "ask_size_close": 199550,
      "bid_ask_spread_open": 0.5,
      "bid_ask_spread_high": 34.5,
      "bid_ask_spread_low": 0.5,
      "bid_ask_spread_close": 0.5,
      "total_liquidity_open": 244470,
      "total_liquidity_high": 870680,
      "total_liquidity_low": 140,
      "total_liquidity_close": 375050,
      "total_liquidity_avg": 346298.3168859649
    },
    {
      "date": "2025-11-04 11:01:00",
      "bid_price_open": 103673,
      "bid_price_high": 103726,
      "bid_price_low": 103609.5,
      "bid_price_close": 103609.5,
      "ask_price_open": 103673.5,
      "ask_price_high": 103726.5,
      "ask_price_low": 103610,
      "ask_price_close": 103610,
      "bid_size_open": 173630,
      "bid_size_high": 429090,
      "bid_size_low": 140,
      "bid_size_close": 208530,
      "ask_size_open": 175750,
      "ask_size_high": 824410,
      "ask_size_low": 40,
      "ask_size_close": 176980,
      "bid_ask_spread_open": 0.5,
      "bid_ask_spread_high": 39.5,
      "bid_ask_spread_low": 0.5,
      "bid_ask_spread_close": 0.5,
      "total_liquidity_open": 260070,
      "total_liquidity_high": 1014770,
      "total_liquidity_low": 13470,
      "total_liquidity_close": 385510,
      "total_liquidity_avg": 441197.5935828877
    },
    {
      "date": "2025-11-04 11:02:00",
      "bid_price_open": 103609.5,
      "bid_price_high": 103744.5,
      "bid_price_low": 103609.5,
      "bid_price_close": 103655,
      "ask_price_open": 103610,
      "ask_price_high": 103745,
      "ask_price_low": 103610,
      "ask_price_close": 103655.5,
      "bid_size_open": 182250,
      "bid_size_high": 581540,
      "bid_size_low": 20,
      "bid_size_close": 133120,
      "ask_size_open": 196980,
      "ask_size_high": 565090,
      "ask_size_low": 20,
      "ask_size_close": 320250,
      "bid_ask_spread_open": 0.5,
      "bid_ask_spread_high": 32,
      "bid_ask_spread_low": 0.5,
      "bid_ask_spread_close": 0.5,
      "total_liquidity_open": 461780,
      "total_liquidity_high": 768070,
      "total_liquidity_low": 1820,
      "total_liquidity_close": 453370,
      "total_liquidity_avg": 317816.1932938856
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals L2 Orderbook

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/orderbook',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/orderbook', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/orderbook \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/orderbook

Returns aggregated L2 orderbook depth metrics for perpetual instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2026-01-22 07:20:00",
      "exchange": "bybit",
      "instrument_name": "BTCUSDT",
      "currency": "BTC",
      "bid_liq_10_open": 0.301,
      "bid_liq_10_high": 0.55,
      "bid_liq_10_low": 0.15,
      "bid_liq_10_close": 0.42,
      "bid_liq_10_avg": 0.35,
      "bid_liq_20_open": 0.359,
      "bid_liq_20_high": 0.8,
      "bid_liq_20_low": 0.2,
      "bid_liq_20_close": 0.5,
      "bid_liq_20_avg": 0.45,
      "bid_liq_50_open": 7.831,
      "bid_liq_50_high": 10.5,
      "bid_liq_50_low": 5.2,
      "bid_liq_50_close": 8.1,
      "bid_liq_50_avg": 7.5,
      "bid_liq_100_open": 12.891,
      "bid_liq_100_high": 18,
      "bid_liq_100_low": 9,
      "bid_liq_100_close": 14.5,
      "bid_liq_100_avg": 13.2,
      "ask_liq_10_open": 5.375,
      "ask_liq_10_high": 6.2,
      "ask_liq_10_low": 4.1,
      "ask_liq_10_close": 5.1,
      "ask_liq_10_avg": 5,
      "ask_liq_20_open": 6.398,
      "ask_liq_20_high": 8,
      "ask_liq_20_low": 4.5,
      "ask_liq_20_close": 6,
      "ask_liq_20_avg": 5.8,
      "ask_liq_50_open": 18.966,
      "ask_liq_50_high": 22,
      "ask_liq_50_low": 15,
      "ask_liq_50_close": 19.5,
      "ask_liq_50_avg": 18.2,
      "ask_liq_100_open": 40.834,
      "ask_liq_100_high": 50,
      "ask_liq_100_low": 30,
      "ask_liq_100_close": 42,
      "ask_liq_100_avg": 39.5,
      "imbalance_10_open": -0.894,
      "imbalance_10_high": -0.5,
      "imbalance_10_low": -0.95,
      "imbalance_10_close": -0.82,
      "imbalance_10_avg": -0.78,
      "imbalance_20_open": -0.894,
      "imbalance_20_high": -0.5,
      "imbalance_20_low": -0.95,
      "imbalance_20_close": -0.82,
      "imbalance_20_avg": -0.78,
      "imbalance_50_open": -0.416,
      "imbalance_50_high": -0.1,
      "imbalance_50_low": -0.6,
      "imbalance_50_close": -0.35,
      "imbalance_50_avg": -0.38,
      "imbalance_100_open": -0.52,
      "imbalance_100_high": -0.2,
      "imbalance_100_low": -0.7,
      "imbalance_100_close": -0.45,
      "imbalance_100_avg": -0.48,
      "microprice_open": 89967.9,
      "microprice_high": 89975,
      "microprice_low": 89960,
      "microprice_close": 89970.5,
      "microprice_avg": 89968.2,
      "snapshot_count": 60
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI2LTAxLTIyIDA3OjIxOjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	L2 orderbook data successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals L2 Orderbook Raw Snapshots

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/orderbook-raw',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/orderbook-raw', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/orderbook-raw \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/orderbook-raw

Returns raw L2 orderbook snapshots for perpetual instruments with full bid/ask arrays.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name (e.g., deribit, binance)
instrument_name	query	string	false	Full perpetual instrument identifier (e.g., BTC-PERPETUAL). Either instrument_name or currency is required.
currency	query	string	false	Base currency (e.g. BTC, ETH). Returns trades across ALL perpetuals for this currency. Either currency or instrument_name is required.
direction	query	string	false	Filter by trade direction (aggressor side)
block_only	query	boolean	false	If true, only return trades with a block_trade_id (block trades).
min_amount	query	number	false	Minimum trade amount (in contracts). Filters out dust trades.
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values (e.g. calendar_spread).
sort	query	string	false	Sort field. Default: timestamp.
sort_dir	query	string	false	Sort direction. Defaults to ASC for instrument mode, DESC for currency mode.
top_n	query	number	false	Return top N trades by the sort field (DESC). Overrides limit and sort_dir. No pagination cursor returned.

Enumerated Values

Parameter	Value
direction	buy
direction	sell
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_PERP
strategy	COMBO_PERP_VS_FUTURE
strategy	Closed COMBO_PERP_VS_FUTURE_UNWIND
strategy	Closed LONG_PERP
strategy	Closed SHORT_PERP
strategy	HEDGED_OPTIONS_STRATEGY
strategy	LONG_PERP
strategy	Opened COLLAR_WITH_FUTURE
strategy	Opened COMBO_PERP_VS_FUTURE_SPREAD
strategy	Opened LONG_PERP
strategy	Opened SHORT_PERP
strategy	PROTECTIVE_PUT_WITH_FUTURE
strategy	SHORT_COLLAR_WITH_FUTURE
strategy	SHORT_PERP
strategy	SHORT_PROTECTIVE_PUT_WITH_FUTURE
sort	timestamp
sort	amount
sort	price
sort_dir	ASC
sort_dir	DESC

Example responses

200 Response

{
  "data": [
    {
      "timestamp": 1769066457868,
      "date": "2026-01-22T07:20:57.000Z",
      "exchange": "bybit",
      "instrument_name": "BTCUSDT",
      "currency": "BTC",
      "margin_type": "linear",
      "multiplier": 1,
      "depth": 100,
      "bids": [
        {
          "price": 89967.9,
          "size": 0.169
        },
        {
          "price": 89967.8,
          "size": 0.002
        }
      ],
      "asks": [
        {
          "price": 89968,
          "size": 3.085
        },
        {
          "price": 89968.2,
          "size": 0.002
        }
      ],
      "bid_liquidity_10": 0.301,
      "ask_liquidity_10": 5.375,
      "bid_liquidity_20": 0.359,
      "ask_liquidity_20": 6.398,
      "bid_liquidity_50": 7.831,
      "ask_liquidity_50": 18.966,
      "bid_liquidity_100": 12.891,
      "ask_liquidity_100": 40.834,
      "imbalance_10": -0.894,
      "imbalance_20": -0.894,
      "imbalance_50": -0.416,
      "imbalance_100": -0.52,
      "microprice": 89967.905
    }
  ],
  "meta": {
    "next_cursor": "eyJ0aW1lc3RhbXAiOjE3NjkwNjY0NTc4Njh9"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Raw L2 orderbook snapshots successfully retrieved	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Volume Stats

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/volume',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/volume', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/volume \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/volume

Returns rolling 24h volume metrics (base and USD) for perpetual instruments filtered by currency with optional aggregation and interval bucketing.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "volume_24h": 13306.97626536,
      "volume_usd_24h": 1408049640
    },
    {
      "date": "2025-11-04 11:01:00",
      "volume_24h": 13325.84296037,
      "volume_usd_24h": 1409996050
    },
    {
      "date": "2025-11-04 11:02:00",
      "volume_24h": 13359.76934158,
      "volume_usd_24h": 1413511150
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Successfully retrieved perpetuals volume data	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Trades Summary

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/trades/summary?exchange=deribit&currency=BTC&group_by=exchange',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/trades/summary', params={
  'exchange': 'deribit',  'currency': 'BTC',  'group_by': 'exchange'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/trades/summary?exchange=deribit&currency=BTC&group_by=exchange \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/trades/summary

Returns aggregated trade statistics for perpetual swaps grouped by a chosen axis. One compact call replaces scanning individual trades. Returns grouped stats: trade_count, volume, buy/sell_volume, net_oi_change, block stats, avg_price, vwap. Group by: exchange, instrument_name, direction, or strategy.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	true	Exchange name (e.g., deribit, binance)
currency	query	string	true	Base currency (e.g. BTC, ETH)
group_by	query	string	true	Axis to group results by
direction	query	string	false	Filter by trade direction
block_only	query	boolean	false	If true, only include block trades.
min_amount	query	number	false	Minimum trade amount (in contracts).
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values.

Enumerated Values

Parameter	Value
group_by	exchange
group_by	instrument_name
group_by	direction
group_by	strategy
direction	buy
direction	sell
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_PERP
strategy	COMBO_PERP_VS_FUTURE
strategy	Closed COMBO_PERP_VS_FUTURE_UNWIND
strategy	Closed LONG_PERP
strategy	Closed SHORT_PERP
strategy	HEDGED_OPTIONS_STRATEGY
strategy	LONG_PERP
strategy	Opened COLLAR_WITH_FUTURE
strategy	Opened COMBO_PERP_VS_FUTURE_SPREAD
strategy	Opened LONG_PERP
strategy	Opened SHORT_PERP
strategy	PROTECTIVE_PUT_WITH_FUTURE
strategy	SHORT_COLLAR_WITH_FUTURE
strategy	SHORT_PERP
strategy	SHORT_PROTECTIVE_PUT_WITH_FUTURE

Example responses

200 Response

{
  "data": [
    {
      "group_key": "BTC-PERPETUAL",
      "trade_count": 5000,
      "volume": 12345.6,
      "buy_volume": 6500.3,
      "sell_volume": 5845.3,
      "net_oi_change": 450.2,
      "block_trade_count": 12,
      "block_trade_volume": 800,
      "avg_price": 95000,
      "vwap": 95050
    }
  ],
  "metadata": {
    "group_by": "instrument_name",
    "total_trades": 5000,
    "total_volume": 12345.6
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Trade History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/trades',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/trades', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/trades \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/trades

Returns perpetual trades with full trade details. Supports two modes: (1) instrument mode — provide instrument_name for a single perpetual, (2) currency mode — provide currency (e.g. BTC) for ALL perpetual trades across all instruments. Additional filters: direction, block_only, min_amount, strategy, sort, sort_dir. Use top_n for quick top-trades scanning.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name (e.g., deribit, binance)
instrument_name	query	string	false	Full perpetual instrument identifier (e.g., BTC-PERPETUAL). Either instrument_name or currency is required.
currency	query	string	false	Base currency (e.g. BTC, ETH). Returns trades across ALL perpetuals for this currency. Either currency or instrument_name is required.
direction	query	string	false	Filter by trade direction (aggressor side)
block_only	query	boolean	false	If true, only return trades with a block_trade_id (block trades).
min_amount	query	number	false	Minimum trade amount (in contracts). Filters out dust trades.
strategy	query	string	false	Filter by strategy label. Accepts comma-separated values (e.g. calendar_spread).
sort	query	string	false	Sort field. Default: timestamp.
sort_dir	query	string	false	Sort direction. Defaults to ASC for instrument mode, DESC for currency mode.
top_n	query	number	false	Return top N trades by the sort field (DESC). Overrides limit and sort_dir. No pagination cursor returned.

Enumerated Values

Parameter	Value
direction	buy
direction	sell
strategy	COLLAR_WITH_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_FUTURE
strategy	COMBO_HEDGE_ROLL_TO_PERP
strategy	COMBO_PERP_VS_FUTURE
strategy	Closed COMBO_PERP_VS_FUTURE_UNWIND
strategy	Closed LONG_PERP
strategy	Closed SHORT_PERP
strategy	HEDGED_OPTIONS_STRATEGY
strategy	LONG_PERP
strategy	Opened COLLAR_WITH_FUTURE
strategy	Opened COMBO_PERP_VS_FUTURE_SPREAD
strategy	Opened LONG_PERP
strategy	Opened SHORT_PERP
strategy	PROTECTIVE_PUT_WITH_FUTURE
strategy	SHORT_COLLAR_WITH_FUTURE
strategy	SHORT_PERP
strategy	SHORT_PROTECTIVE_PUT_WITH_FUTURE
sort	timestamp
sort	amount
sort	price
sort_dir	ASC
sort_dir	DESC

Example responses

200 Response

{
  "data": [
    {
      "instrument_name": "BTC-PERPETUAL",
      "timestamp": 1748936294661,
      "date": "2025-11-04 11:00:00",
      "trade_id": "369968310",
      "block_trade_id": "",
      "combo_id": "BTC-FS-6JUN25_PERP",
      "combo_trade_id": "369968308",
      "strategy": "COMBO_PERP_VS_FUTURE",
      "direction": "buy",
      "tick_direction": 0,
      "amount": 500,
      "price": 105306.5,
      "index_price": 105306.68,
      "oi_change": null,
      "open_interest": 968197530,
      "oi_before": 968197530,
      "maturity": "PERPETUAL",
      "basis": -0.17999999999301508,
      "funding": 0.00001299
    },
    {
      "instrument_name": "BTC-PERPETUAL",
      "timestamp": 1748936295702,
      "date": "2025-11-04 11:00:00",
      "trade_id": "369968315",
      "block_trade_id": "",
      "combo_id": "BTC-FS-6JUN25_PERP",
      "combo_trade_id": "369968313",
      "strategy": "COMBO_PERP_VS_FUTURE",
      "direction": "buy",
      "tick_direction": 0,
      "amount": 150,
      "price": 105308,
      "index_price": 105308.34,
      "oi_change": null,
      "open_interest": 968197530,
      "oi_before": 968197530,
      "maturity": "PERPETUAL",
      "basis": -0.33999999999650754,
      "funding": 0.00001299
    },
    {
      "instrument_name": "BTC-PERPETUAL",
      "timestamp": 1748936320292,
      "date": "2025-11-04 11:00:00",
      "trade_id": "369968340",
      "block_trade_id": "",
      "combo_id": "BTC-FS-6JUN25_PERP",
      "combo_trade_id": "369968338",
      "strategy": "COMBO_PERP_VS_FUTURE",
      "direction": "buy",
      "tick_direction": 0,
      "amount": 500,
      "price": 105307.5,
      "index_price": 105310.39,
      "oi_change": null,
      "open_interest": 968194400,
      "oi_before": 968194400,
      "maturity": "PERPETUAL",
      "basis": -2.889999999999418,
      "funding": 0.00001299
    }
  ],
  "meta": {
    "next_cursor": "eyJ0aW1lc3RhbXAiOiIxNzQ4OTk0NTQ5NDUyIiwidHJhZGVfaWQiOiIzNzAwNDk3NTEifQ=="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Open Interest

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/open-interest',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/open-interest', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/open-interest \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/open-interest

Aggregates open interest across the selected perpetual instrument or currency using the requested resolution.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "oi_open": 14483.836684775828,
      "oi_high": 14494.975017789338,
      "oi_low": 14480.302050051028,
      "oi_close": 14484.75799403648
    },
    {
      "date": "2025-11-04 11:01:00",
      "oi_open": 14484.75799403648,
      "oi_high": 14495.570477778463,
      "oi_low": 14484.624753264488,
      "oi_close": 14495.303282654815
    },
    {
      "date": "2025-11-04 11:02:00",
      "oi_open": 14495.306080458478,
      "oi_high": 14495.349446553402,
      "oi_low": 14470.044024835908,
      "oi_close": 14479.21911460026
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Ticker History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/ticker-history',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/ticker-history', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/ticker-history \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/ticker-history

Returns historical ticker data for perpetual instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "mark_price": 103690.42,
      "index_price": 103715.64,
      "bid_price": 103673,
      "ask_price": 103673.5,
      "bid_ask_spread": 0.5,
      "bid_size": 175500,
      "ask_size": 199550,
      "oi": 14484.75799403648,
      "volume_usd_24h": 1408049640,
      "funding_rate": 5,
      "next_funding_time": 155
    },
    {
      "date": "2025-11-04 11:01:00",
      "mark_price": 103619.18,
      "index_price": 103641.58,
      "bid_price": 103609.5,
      "ask_price": 103610,
      "bid_ask_spread": 0.5,
      "bid_size": 208530,
      "ask_size": 176980,
      "oi": 14495.303282654815,
      "volume_usd_24h": 1409996050,
      "funding_rate": 5,
      "next_funding_time": 155
    },
    {
      "date": "2025-11-04 11:02:00",
      "mark_price": 103662.33,
      "index_price": 103686.53,
      "bid_price": 103655,
      "ask_price": 103655.5,
      "bid_ask_spread": 0.5,
      "bid_size": 133120,
      "ask_size": 320250,
      "oi": 14479.21911460026,
      "volume_usd_24h": 1413511150,
      "funding_rate": 5,
      "next_funding_time": 155
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Carry

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/carry',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/carry', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/carry \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/carry

Returns carry data including funding rates and basis for perpetual instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "timestamp": 1762250400000,
      "minute": "2025-11-04 11:00:00",
      "funding_rate_open": 0,
      "funding_rate_high": 0,
      "funding_rate_low": 0,
      "funding_rate_close": 0,
      "funding_8h_open": -0.00004634,
      "funding_8h_high": -0.00004628,
      "funding_8h_low": -0.00004634,
      "funding_8h_close": -0.00004628,
      "basis_open": -19.69999999999709,
      "basis_high": -18.820000000006985,
      "basis_low": -23.330000000001746,
      "basis_close": -25.220000000001164
    },
    {
      "timestamp": 1762250460000,
      "minute": "2025-11-04 11:01:00",
      "funding_rate_open": 0,
      "funding_rate_high": 0,
      "funding_rate_low": -0.00001633,
      "funding_rate_close": 0,
      "funding_8h_open": -0.00004628,
      "funding_8h_high": -0.00004627,
      "funding_8h_low": -0.00004628,
      "funding_8h_close": -0.00004627,
      "basis_open": -25.220000000001164,
      "basis_high": -23.020000000004075,
      "basis_low": -22.39999999999418,
      "basis_close": -22.40000000000873
    },
    {
      "timestamp": 1762250520000,
      "minute": "2025-11-04 11:02:00",
      "funding_rate_open": 0,
      "funding_rate_high": 0,
      "funding_rate_low": 0,
      "funding_rate_close": 0,
      "funding_8h_open": -0.00004626,
      "funding_8h_high": -0.00004626,
      "funding_8h_low": -0.00004626,
      "funding_8h_close": -0.00004626,
      "basis_open": -22.70999999999185,
      "basis_high": -17.830000000001746,
      "basis_low": -22.729999999995925,
      "basis_close": -24.19999999999709
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Reference Prices

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/reference-price',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/reference-price', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/reference-price \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/reference-price

Returns reference price data for perpetual instruments.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "mark_price_open": 103794.61,
      "mark_price_high": 103815.84,
      "mark_price_low": 103680.29,
      "mark_price_close": 103690.42,
      "index_price_open": 103814.31,
      "index_price_high": 103834.66,
      "index_price_low": 103703.62,
      "index_price_close": 103715.64,
      "underlying_price": 19321.37
    },
    {
      "date": "2025-11-04 11:01:00",
      "mark_price_open": 103690.42,
      "mark_price_high": 103709.23,
      "mark_price_low": 103617.27,
      "mark_price_close": 103619.18,
      "index_price_open": 103715.64,
      "index_price_high": 103732.25,
      "index_price_low": 103639.67,
      "index_price_close": 103641.58,
      "underlying_price": 19321.37
    },
    {
      "date": "2025-11-04 11:02:00",
      "mark_price_open": 103619.16,
      "mark_price_high": 103737.92,
      "mark_price_low": 103618.85,
      "mark_price_close": 103662.33,
      "index_price_open": 103641.87,
      "index_price_high": 103755.75,
      "index_price_low": 103641.58,
      "index_price_close": 103686.53,
      "underlying_price": 19321.37
    }
  ],
  "meta": {
    "next_cursor": "eyJtaW51dGUiOiIyMDI1LTExLTA0IDEyOjM5OjAwIn0="
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Snapshot

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/snapshot?exchange=deribit',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/snapshot', params={
  'exchange': 'deribit'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/snapshot?exchange=deribit \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/snapshot

Returns a snapshot of all perpetual instruments for a given exchange at a single minute. If no date is provided, returns the latest available snapshot. Currency is optional.

Parameters

Name	In	Type	Required	Description
exchange	query	string	true	Exchange name (e.g., deribit, binance, okx, bybit). Required.
date	query	string(date-time)	false	Exact date/time for the snapshot in ISO 8601 format (UTC). If omitted, returns the latest available snapshot.
resolution	query	string	false	Time resolution for the snapshot. At 1m (default), returns raw minute-level data. At higher resolutions (5m, 1h, etc.), data is aggregated into the specified bucket.
currency	query	string	false	Base currency filter (e.g., BTC, ETH)

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "data": [
    {
      "date": "2025-11-04 11:00:00",
      "exchange": "deribit",
      "instrument_name": "BTC-PERPETUAL",
      "currency": "BTC",
      "mark_price": 103690.42,
      "index_price": 103715.64,
      "bid_price": 103673,
      "ask_price": 103673.5,
      "bid_ask_spread": 0.5,
      "bid_size": 175500,
      "ask_size": 199550,
      "oi": 14484.76,
      "volume_usd_24h": 1408049640,
      "funding_rate": 5,
      "next_funding_time": 1733788800000
    },
    {
      "date": "2025-11-04 11:00:00",
      "exchange": "deribit",
      "instrument_name": "ETH-PERPETUAL",
      "currency": "ETH",
      "mark_price": 3180.25,
      "index_price": 3182.1,
      "bid_price": 3179.5,
      "ask_price": 3180,
      "bid_ask_spread": 0.5,
      "bid_size": 50000,
      "ask_size": 60000,
      "oi": 48200.3,
      "volume_usd_24h": 520400000,
      "funding_rate": 3.2,
      "next_funding_time": 1733788800000
    }
  ],
  "meta": {
    "minute": "2025-11-04 11:00:00"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Perpetuals Liquidation History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/perpetuals/liquidations',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/perpetuals/liquidations', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/perpetuals/liquidations \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/perpetuals/liquidations

Returns individual forced liquidation events for perpetual swaps. Supports filtering by direction, position side, and minimum USD amount. Data available for binance, bybit, and okx exchanges.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name (e.g., deribit, binance, okx, bybit)
instrument_name	query	string	false	Full instrument identifier (e.g., BTC-PERPETUAL, BTC-29MAR24-70000-C)
direction	query	string	false	Filter by liquidation order direction (buy = short squeeze, sell = long liquidation)
position_side	query	string	false	Filter by position side being liquidated
min_amount_usd	query	number	false	Minimum liquidation value in USD. Filters out small liquidations.
sort	query	string	false	Sort field. Default: timestamp.
sort_dir	query	string	false	Sort direction. Defaults to DESC (newest/largest first).

Enumerated Values

Parameter	Value
direction	buy
direction	sell
position_side	long
position_side	short
sort	timestamp
sort	amount_usd
sort	price
sort_dir	ASC
sort_dir	DESC

Example responses

200 Response

{
  "data": [
    {
      "instrument_name": "BTCUSDT",
      "timestamp": 1772104946628,
      "date": "2026-02-26T18:22:26.628Z",
      "exchange": "binance",
      "currency": "BTC",
      "direction": "sell",
      "position_side": "long",
      "category": "forced",
      "price": 68187.4,
      "amount": 0.075,
      "amount_base": 0.075,
      "amount_usd": 5114.05,
      "mark_price": 68187.5,
      "index_price": 68222.5,
      "margin_type": "linear",
      "maturity": null,
      "days_to_expiry": null,
      "trade_id": null,
      "order_id": null
    },
    {
      "instrument_name": "ENSOUSDT",
      "timestamp": 1772104947089,
      "date": "2026-02-26T18:22:27.089Z",
      "exchange": "binance",
      "currency": "ENSO",
      "direction": "sell",
      "position_side": "long",
      "category": "forced",
      "price": 1.5442,
      "amount": 21.7,
      "amount_base": 21.7,
      "amount_usd": 33.51,
      "mark_price": 1.5444,
      "index_price": 1.6229,
      "margin_type": "linear",
      "maturity": null,
      "days_to_expiry": null,
      "trade_id": null,
      "order_id": null
    }
  ],
  "meta": {
    "next_cursor": "eyJ0aW1lc3RhbXAiOjE3NzIxMDQ5NDYwMDB9"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	Inline
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions

Predictions Catalog

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/catalog',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/catalog', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/catalog \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/catalog

Returns a list of available prediction market instruments. Supports filtering by exchange, category, event_slug, and keyword search.

Parameters

Name	In	Type	Required	Description
exchange	query	string	false	Filter by exchange
category	query	string	false	Filter by market category (e.g., crypto, politics, sports)
event_slug	query	string	false	Filter by event slug (parent event grouping)
keyword	query	string	false	Keyword search to filter instruments by name (case-insensitive partial match)

Example responses

200 Response

{
  "success": true,
  "data": [
    {
      "instrument_name": "will-bitcoin-reach-250000-by-december-31-2026-YES",
      "exchange": "polymarket"
    },
    {
      "instrument_name": "will-bitcoin-reach-250000-by-december-31-2026-NO",
      "exchange": "polymarket"
    }
  ]
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions Categories

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/categories',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/categories', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/categories \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/categories

Returns a list of all prediction market categories with instrument counts.

Parameters

Name	In	Type	Required	Description
exchange	query	string	false	Filter by exchange

Example responses

200 Response

[
  {
    "category": "crypto",
    "count": 45
  },
  {
    "category": "politics",
    "count": 32
  },
  {
    "category": "sports",
    "count": 18
  }
]

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions Metadata

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/metadata?instrument_name=will-bitcoin-reach-250000-by-december-31-2026-YES',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/metadata', params={
  'instrument_name': 'will-bitcoin-reach-250000-by-december-31-2026-YES'
}, headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/metadata?instrument_name=will-bitcoin-reach-250000-by-december-31-2026-YES \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/metadata

Returns metadata for a specific prediction instrument including data availability, total record count, and pagination information.

Parameters

Name	In	Type	Required	Description
exchange	query	string	false	Exchange name
limit	query	number	false	Number of records per page for pagination calculation
instrument_name	query	string	true	Instrument name

Example responses

200 Response

{
  "exchange": "deribit",
  "instrument_name": "BTC-PERPETUAL",
  "start_date": "2020-01-01T00:00:00.000Z",
  "end_date": "2025-11-21T23:59:00.000Z",
  "total_count": 1500000,
  "total_pages": 15000
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Metadata successfully retrieved	MetadataResponseEntity
400	Bad Request	Bad Request - Invalid parameters or no data found	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions OHLCVT Market Data

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/ohlcvt',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/ohlcvt', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/ohlcvt \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/ohlcvt

Retrieves Open, High, Low, Close, Volume, Trades data for prediction market instruments. Prices represent probabilities (0.0-1.0).

Key Features: - Historical probability-based OHLC candlestick data - Buy/sell volume breakdown - Trade count statistics - Support for multiple resolutions (1m, 5m, 15m, 1h, 4h, 1d)

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name
instrument_name	query	string	false	Full prediction instrument identifier (e.g., will-bitcoin-reach-250000-by-december-31-2026-YES)
category	query	string	false	Filter by market category (e.g., crypto, politics, sports)
event_slug	query	string	false	Filter by event slug (parent event grouping)
outcome	query	string	false	Filter by outcome side

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d
outcome	YES
outcome	NO

Example responses

200 Response

{
  "success": true,
  "data": [
    {
      "date": "2026-02-20 12:00:00",
      "exchange": "polymarket",
      "instrument_name": "will-bitcoin-reach-250000-by-december-31-2026-YES",
      "condition_id": "0xabc...",
      "token_id": "12345",
      "category": "crypto",
      "event_slug": "will-bitcoin-reach-250000-by-december-31-2026",
      "open": 0.35,
      "high": 0.38,
      "low": 0.33,
      "close": 0.37,
      "vwap": 0.355,
      "volume": 1250.5,
      "buy_volume": 750.3,
      "sell_volume": 500.2,
      "trades_count": 85,
      "buy_trades_count": 50,
      "sell_trades_count": 35,
      "last_probability": 0.37
    }
  ],
  "meta": {
    "next_cursor": null
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	OHLCVT data successfully retrieved	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions Ticker History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/ticker-history',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/ticker-history', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/ticker-history \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/ticker-history

Returns historical ticker data for prediction instruments including probability OHLC, bid/ask spread, and liquidity metrics.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name
instrument_name	query	string	false	Full prediction instrument identifier (e.g., will-bitcoin-reach-250000-by-december-31-2026-YES)
category	query	string	false	Filter by market category (e.g., crypto, politics, sports)
event_slug	query	string	false	Filter by event slug (parent event grouping)
outcome	query	string	false	Filter by outcome side

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d
outcome	YES
outcome	NO

Example responses

200 Response

{
  "success": true,
  "data": [
    {
      "date": "2026-02-20 12:00:00",
      "exchange": "polymarket",
      "instrument_name": "will-bitcoin-reach-250000-by-december-31-2026-YES",
      "probability": 0.37,
      "probability_open": 0.35,
      "probability_high": 0.38,
      "probability_low": 0.33,
      "complement_probability": 0.63,
      "bid_price": 0.36,
      "ask_price": 0.38,
      "bid_ask_spread": 0.02,
      "total_liquidity": 5000
    }
  ],
  "meta": {
    "next_cursor": null
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions Trade History

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/trades',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/trades', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/trades \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/trades

Returns individual prediction market trades with price (probability), size, side, and outcome information. Supports cursor-based pagination.

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
exchange	query	string	false	Exchange name
instrument_name	query	string	false	Full prediction instrument identifier (e.g., will-bitcoin-reach-250000-by-december-31-2026-YES)
category	query	string	false	Filter by market category (e.g., crypto, politics, sports)
event_slug	query	string	false	Filter by event slug (parent event grouping)
outcome	query	string	false	Filter by outcome side

Enumerated Values

Parameter	Value
outcome	YES
outcome	NO

Example responses

200 Response

{
  "success": true,
  "data": [
    {
      "timestamp": 1771523261437,
      "date": "2026-02-20T12:34:21.437Z",
      "exchange": "polymarket",
      "instrument_name": "will-bitcoin-reach-250000-by-december-31-2026-YES",
      "outcome": "YES",
      "category": "crypto",
      "price": 0.37,
      "size": 100,
      "side": "buy",
      "fee_rate_bps": 0,
      "trade_hash": "abc123def456"
    }
  ],
  "meta": {
    "next_cursor": null
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions L2 Orderbook Raw Snapshots

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/orderbook-raw',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/orderbook-raw', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/orderbook-raw \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/orderbook-raw

Returns raw L2 orderbook snapshots for prediction instruments with full bid/ask arrays.

Key Features: - Full bid/ask price levels - Pre-computed liquidity at 3 depth levels (10, 20, 50) - Order book imbalance per depth - Microprice (liquidity-weighted mid-price)

Parameters

Name	In	Type	Required	Description
start	query	string(date-time)	false	Start date in ISO 8601 format (UTC)
end	query	string(date-time)	false	End date in ISO 8601 format (UTC)
limit	query	number	false	Maximum number of records to return (1-1000)
cursor	query	string	false	Pagination cursor for fetching the next page of results. Use the value returned in meta.next_cursor from the previous response.
resolution	query	string	false	Time resolution for bucketing results
exchange	query	string	false	Exchange name
instrument_name	query	string	false	Full prediction instrument identifier (e.g., will-bitcoin-reach-250000-by-december-31-2026-YES)
category	query	string	false	Filter by market category (e.g., crypto, politics, sports)
event_slug	query	string	false	Filter by event slug (parent event grouping)
outcome	query	string	false	Filter by outcome side

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d
outcome	YES
outcome	NO

Example responses

200 Response

{
  "success": true,
  "data": [
    {
      "timestamp": 1771523261437,
      "date": "2026-02-20T12:34:21.437Z",
      "exchange": "polymarket",
      "instrument_name": "will-bitcoin-reach-250000-by-december-31-2026-YES",
      "bids": [
        {
          "price": 0.36,
          "size": 500
        },
        {
          "price": 0.35,
          "size": 300
        }
      ],
      "asks": [
        {
          "price": 0.38,
          "size": 400
        },
        {
          "price": 0.39,
          "size": 250
        }
      ],
      "depth": 20,
      "bid_liquidity_10": 2500,
      "ask_liquidity_10": 2000,
      "microprice": 0.371
    }
  ],
  "meta": {
    "next_cursor": null
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	Raw L2 orderbook snapshots successfully retrieved	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Predictions Snapshot

Code samples


const headers = {
  'Accept':'application/json',
  'X-API-Key':'API_KEY'
};

fetch('/api/v1/predictions/snapshot',
{
  method: 'GET',

  headers: headers
})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests
headers = {
  'Accept': 'application/json',
  'X-API-Key': 'API_KEY'
}

r = requests.get('/api/v1/predictions/snapshot', headers = headers)

print(r.json())

# You can also use wget
curl -X GET /api/v1/predictions/snapshot \
  -H 'Accept: application/json' \
  -H 'X-API-Key: API_KEY'

GET /api/v1/predictions/snapshot

Returns a snapshot of all prediction instruments for a given exchange at a single minute. If no date is provided, returns the latest available snapshot. Category and event_slug are optional filters.

Parameters

Name	In	Type	Required	Description
exchange	query	string	false	Exchange name
date	query	string(date-time)	false	Exact date/time for the snapshot in ISO 8601 format (UTC). If omitted, returns the latest available snapshot.
resolution	query	string	false	Time resolution for the snapshot. At 1m (default), returns raw minute-level data. At higher resolutions (5m, 1h, etc.), data is aggregated into the specified bucket.
category	query	string	false	Filter by market category (e.g., crypto, politics, sports)
event_slug	query	string	false	Filter by event slug

Enumerated Values

Parameter	Value
resolution	1m
resolution	5m
resolution	15m
resolution	1h
resolution	4h
resolution	1d

Example responses

200 Response

{
  "success": true,
  "data": [
    {
      "date": "2026-02-20 12:00:00",
      "exchange": "polymarket",
      "instrument_name": "will-bitcoin-reach-250000-by-december-31-2026-YES",
      "probability": 0.37,
      "bid_price": 0.36,
      "ask_price": 0.38,
      "total_liquidity": 5000
    }
  ],
  "meta": {
    "date": "2026-02-20T12:00:00.000Z",
    "next_date": "2026-02-20T12:01:00.000Z"
  }
}

400 Response

{
  "statusCode": 400,
  "message": [
    "exchange must be a string",
    "instrument_name must be a string",
    "resolution must be one of: 1m, 5m, 1h",
    "start must be a valid ISO 8601 date string"
  ],
  "error": "Bad Request"
}

401 Response

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized"
}

429 Response

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests"
}

Responses

Status	Meaning	Description	Schema
200	OK	none	None
400	Bad Request	Bad Request - Invalid parameters	None
401	Unauthorized	Unauthorized - Invalid or missing API key	None
429	Too Many Requests	Too Many Requests - Rate limit exceeded	None

Response Schema

Hyperliquid - HyperCore

Hyperliquid - HyperCore REST

HyperCore data is exposed under /api/v1/hyperliquid/node/*. It is not folded into /perpetuals/* because the source schema contains wallet attribution, raw node coin identifiers, onchain hashes/blocks, fees, closed PnL, TWAP state, resting L4 orders, and deep HyperCore-derived L2 snapshots.

Endpoint	Purpose	Required filters
`GET /api/v1/hyperliquid/node/fills`	Wallet-attributed fills with fees, closed PnL, builder/deployer fees, order ids, hash, and block number	`wallet`
`GET /api/v1/hyperliquid/node/prediction-fills`	HIP-4 prediction fills with condition/token ids and wallet attribution	`condition_id`, `token_id`, or `instrument_name`
`GET /api/v1/hyperliquid/node/liquidations`	Liquidation fills with liquidated user, liquidator, role, backstop flag, mark price, method, closed PnL, hash, and block number. `dedupe=true` returns one canonical row per event; `resolution=5m\|15m\|1h\|1d` returns aggregate buckets.	none, but use time/instrument/wallet filters for focused scans
`GET /api/v1/hyperliquid/node/wallet-flow`	1-minute wallet flow rollups with buy/sell/net volume, buy/sell/net/total notional, realized PnL, fees, `sort_by`, and `min_notional`	`wallet`, `instrument_name`, `instrument_name_raw`, or `currency`
`GET /api/v1/hyperliquid/node/wallet-positions`	Latest wallet positions by instrument with labels, mark price, mark time, nullable entry price, and position notional	`wallet`, `instrument_name`, `instrument_name_raw`, or `currency`
`GET /api/v1/hyperliquid/node/funding-payments`	Wallet-level funding payments	`wallet`
`GET /api/v1/hyperliquid/node/twap-events`	TWAP lifecycle events and execution progress with computed target notional. Use `min_target_notional` for recent large-TWAP discovery.	none; defaults to recent 24h when no wallet/twap_id is supplied
`GET /api/v1/hyperliquid/node/resting-orders`	Latest per-wallet resting orders from HyperCore-derived L4 state with mark price, `distance_from_mark_pct`, snapshot staleness meta, and `max_distance_from_mark`	`wallet`, `instrument_name`, `instrument_name_raw`, or `currency`
`GET /api/v1/hyperliquid/node/instruments`	Raw Hyperliquid coin mapping (`BTC`, `xyz:NVDA`, `@305`, `#40`) to normalized instrument name, market type, currency, sizing, display name, deployer, and last-seen time	none
`GET /api/v1/hyperliquid/node/l2-orderbook`	Deep HyperCore-derived L2 orderbook snapshot	`instrument_name`

Common HyperCore filters: wallet, instrument_name, instrument_name_raw, currency, market_type (perp, perp_hip3, spot, prediction), start, end, limit, and cursor. Canonical timestamp companion fields use ISO 8601 Z format. Negative fee values are maker rebates.

McpEndpoint

McpEndpointController_handlePost

Code samples


fetch('/api/v1/mcp',
{
  method: 'POST'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.post('/api/v1/mcp')

print(r.json())

# You can also use wget
curl -X POST /api/v1/mcp

POST /api/v1/mcp

Responses

Status	Meaning	Description	Schema
201	Created	none	None

McpEndpointController_handleGet

Code samples


fetch('/api/v1/mcp',
{
  method: 'GET'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.get('/api/v1/mcp')

print(r.json())

# You can also use wget
curl -X GET /api/v1/mcp

GET /api/v1/mcp

Responses

Status	Meaning	Description	Schema
200	OK	none	None

McpEndpointController_handleDelete

Code samples


fetch('/api/v1/mcp',
{
  method: 'DELETE'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.delete('/api/v1/mcp')

print(r.json())

# You can also use wget
curl -X DELETE /api/v1/mcp

DELETE /api/v1/mcp

Responses

Status	Meaning	Description	Schema
200	OK	none	None

OAuthLogin

OAuthLoginController_showLoginPage

Code samples


fetch('/oauth/login',
{
  method: 'GET'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.get('/oauth/login')

print(r.json())

# You can also use wget
curl -X GET /oauth/login

GET /oauth/login

Responses

Status	Meaning	Description	Schema
200	OK	none	None

OAuthLoginController_handleLogin

Code samples


fetch('/oauth/login',
{
  method: 'POST'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.post('/oauth/login')

print(r.json())

# You can also use wget
curl -X POST /oauth/login

POST /oauth/login

Responses

Status	Meaning	Description	Schema
201	Created	none	None

McpOAuth

McpOAuthController_getProtectedResourceMetadata

Code samples


fetch('/.well-known/oauth-protected-resource',
{
  method: 'GET'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.get('/.well-known/oauth-protected-resource')

print(r.json())

# You can also use wget
curl -X GET /.well-known/oauth-protected-resource

GET /.well-known/oauth-protected-resource

Responses

Status	Meaning	Description	Schema
200	OK	none	None

McpOAuthController_getAuthorizationServerMetadata

Code samples


fetch('/.well-known/oauth-authorization-server',
{
  method: 'GET'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.get('/.well-known/oauth-authorization-server')

print(r.json())

# You can also use wget
curl -X GET /.well-known/oauth-authorization-server

GET /.well-known/oauth-authorization-server

Responses

Status	Meaning	Description	Schema
200	OK	none	None

McpOAuthController_registerClient

Code samples


fetch('/oauth/register',
{
  method: 'POST'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.post('/oauth/register')

print(r.json())

# You can also use wget
curl -X POST /oauth/register

POST /oauth/register

Responses

Status	Meaning	Description	Schema
201	Created	none	None

McpOAuthController_authorize

Code samples


fetch('/oauth/authorize',
{
  method: 'GET'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.get('/oauth/authorize')

print(r.json())

# You can also use wget
curl -X GET /oauth/authorize

GET /oauth/authorize

Responses

Status	Meaning	Description	Schema
200	OK	none	None

McpOAuthController_handleProviderCallback

Code samples


fetch('/oauth/callback',
{
  method: 'GET'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.get('/oauth/callback')

print(r.json())

# You can also use wget
curl -X GET /oauth/callback

GET /oauth/callback

Responses

Status	Meaning	Description	Schema
200	OK	none	None

McpOAuthController_exchangeToken

Code samples


fetch('/oauth/token',
{
  method: 'POST'

})
.then(function(res) {
    return res.json();
}).then(function(body) {
    console.log(body);
});

import requests

r = requests.post('/oauth/token')

print(r.json())

# You can also use wget
curl -X POST /oauth/token

POST /oauth/token

Responses

Status	Meaning	Description	Schema
200	OK	none	None

Schemas

PaginationMetaEntity

{
  "next_cursor": "eyJpZCI6MTIzNDU2NzgsInRzIjoxNjQwOTk1MjAwfQ=="
}

Properties

Name	Type	Required	Restrictions	Description
next_cursor	string¦null	true	none	Pagination cursor for fetching the next page of results. Pass this value as the cursor parameter in the next request. Null indicates no more pages.

PaginatedResponse

{
  "data": [
    []
  ],
  "meta": {
    "next_cursor": "eyJpZCI6MTIzNDU2NzgsInRzIjoxNjQwOTk1MjAwfQ=="
  }
}

Properties

Name	Type	Required	Restrictions	Description
data	[array]	true	none	none
meta	PaginationMetaEntity	true	none	none

OptionsOhlcvtEntity

{
  "date": "2024-12-10T00:00:00.000Z",
  "exchange": "deribit",
  "instrument_name": "BTC-25DEC26",
  "currency": "BTC",
  "open": 42150.5,
  "high": 42890.75,
  "low": 41920.25,
  "close": 42500,
  "vwap": 42350.5,
  "volume": 2700.8,
  "buy_volume": 1500.5,
  "sell_volume": 1200.3,
  "trades_count": 270,
  "buy_trades_count": 150,
  "sell_trades_count": 120,
  "liquidation_short_volume": 50.25,
  "liquidation_long_volume": 75.5,
  "block_trade_buy_volume": 100,
  "block_trade_sell_volume": 150,
  "mark_price": 42500.5,
  "index_price": 42505,
  "days_to_expiry": 90.5
}

Properties

Name	Type	Required	Restrictions	Description
date	string(date-time)	true	none	Date in ISO 8601 format (UTC)
exchange	string	false	none	Exchange name
instrument_name	string	false	none	Instrument name
currency	string	false	none	Base currency
open	number	true	none	Opening trade price in the time bucket
high	number	true	none	Highest trade price in the time bucket
low	number	true	none	Lowest trade price in the time bucket
close	number	true	none	Closing trade price in the time bucket
vwap	number	true	none	Volume Weighted Average Price (VWAP)
volume	number	true	none	Total volume (buy + sell)
buy_volume	number	true	none	Buy-side volume (direction = buy)
sell_volume	number	true	none	Sell-side volume (direction = sell)
trades_count	number	true	none	Total number of trades (buy + sell)
buy_trades_count	number	true	none	Number of buy trades
sell_trades_count	number	true	none	Number of sell trades
liquidation_short_volume	number¦null	false	none	Volume from short liquidations (forced buy orders)
liquidation_long_volume	number¦null	false	none	Volume from long liquidations (forced sell orders)
block_trade_buy_volume	number¦null	false	none	Volume from block trade buys
block_trade_sell_volume	number¦null	false	none	Volume from block trade sells
mark_price	number¦null	false	none	Mark price at bar close (for reference)
index_price	number¦null	false	none	Index price at bar close (for reference)
days_to_expiry	number¦null	false	none	Days until expiry (NULL for PERPETUAL)

BaseVolumeDataEntity

{
  "date": "2024-12-10T00:00:00.000Z",
  "exchange": "deribit",
  "instrument_name": "BTC-25DEC26",
  "currency": "BTC",
  "volume_24h": 1500.25,
  "volume_usd_24h": 95000000.5,
  "buy_volume": 750.12,
  "sell_volume": 680.5,
  "volume": 1430.62,
  "buy_trades_count": 245,
  "sell_trades_count": 198,
  "trades_count": 443
}

Properties

Name	Type	Required	Restrictions	Description
date	string(date-time)	true	none	Date in ISO 8601 format (UTC)
exchange	string	false	none	Exchange name
instrument_name	string	false	none	Instrument name
currency	string	false	none	Base currency
volume_24h	number	true	none	24-hour rolling volume (base currency)
volume_usd_24h	number¦null	false	none	24-hour rolling volume in USD terms
buy_volume	number¦null	false	none	Buy volume in the resolution bucket
sell_volume	number¦null	false	none	Sell volume in the resolution bucket
volume	number¦null	false	none	Total volume (buy + sell) in the resolution bucket
buy_trades_count	number¦null	false	none	Number of buy trades in the resolution bucket
sell_trades_count	number¦null	false	none	Number of sell trades in the resolution bucket
trades_count	number¦null	false	none	Total number of trades in the resolution bucket

OptionsTradeEntity

{
  "instrument_name": "BTC-25DEC26",
  "timestamp": 1234567890123,
  "date": "2023-06-15T14:30:00.000Z",
  "trade_id": "trade_123456",
  "block_trade_id": "block_123",
  "combo_id": "combo_123",
  "combo_trade_id": "combo_trade_123",
  "strategy": "strategy_1",
  "direction": "buy",
  "tick_direction": 1,
  "amount": 1.5,
  "price": 45000.5,
  "index_price": 45010,
  "oi_change": 100,
  "open_interest": 10000,
  "oi_before": 9900
}

Properties

Name	Type	Required	Restrictions	Description
instrument_name	string	true	none	Instrument identifier
timestamp	number	true	none	Unix timestamp in milliseconds
date	string	true	none	ISO 8601 formatted date string
trade_id	string	true	none	Unique trade identifier
block_trade_id	string	false	none	Block trade identifier if applicable
combo_id	string	false	none	Combo trade identifier if applicable
combo_trade_id	string	false	none	Combo trade ID if part of combo
strategy	string	false	none	Trading strategy identifier
direction	string	true	none	Trade direction
tick_direction	object¦null	false	none	Tick direction indicator
amount	number	true	none	Trade amount/size
price	number	true	none	Trade execution price
index_price	object¦null	false	none	Index price at time of trade
oi_change	object¦null	false	none	Change in open interest
open_interest	object¦null	false	none	Open interest after trade
oi_before	object¦null	false	none	Open interest before trade

Enumerated Values

Property	Value
direction	buy
direction	sell

BaseOpenInterestEntity

{
  "date": "2024-12-10T00:00:00.000Z",
  "exchange": "deribit",
  "instrument_name": "BTC-25DEC26",
  "currency": "BTC",
  "oi_open": 22000.1,
  "oi_high": 22500.3,
  "oi_low": 21950,
  "oi_close": 22350.5
}

Properties

Name	Type	Required	Restrictions	Description
date	string(date-time)	true	none	Date in ISO 8601 format (UTC)
exchange	string	false	none	Exchange name
instrument_name	string	false	none	Instrument name
currency	string	false	none	Base currency
oi_open	number	true	none	Open interest at time bucket start (base units)
oi_high	number	true	none	Highest open interest during time bucket (base units)
oi_low	number	true	none	Lowest open interest during time bucket (base units)
oi_close	number	true	none	Open interest at time bucket end (base units)

OptionsFlowBucketEntity

{
  "date": "2024-12-10T00:00:00.000Z",
  "trade_count": 0,
  "buy_count": 0,
  "sell_count": 0,
  "total_amount": 0,
  "buy_amount": 0,
  "sell_amount": 0,
  "total_premium_usd": 0,
  "buy_premium_usd": 0,
  "sell_premium_usd": 0,
  "total_notional": 0,
  "buy_notional": 0,
  "sell_notional": 0,
  "call_premium_usd": 0,
  "put_premium_usd": 0,
  "call_count": 0,
  "put_count": 0,
  "block_trade_count": 0,
  "block_premium_usd": 0,
  "net_oi_change": 0,
  "avg_iv": {},
  "avg_abs_delta": {}
}

Properties

Name	Type	Required	Restrictions	Description
date	string(date-time)	true	none	Date in ISO 8601 format (UTC)
trade_count	number	true	none	Total number of trades in bucket
buy_count	number	true	none	Number of buy trades
sell_count	number	true	none	Number of sell trades
total_amount	number	true	none	Total trade amount (contracts)
buy_amount	number	true	none	Buy side amount (contracts)
sell_amount	number	true	none	Sell side amount (contracts)
total_premium_usd	number	true	none	Total premium in USD
buy_premium_usd	number	true	none	Buy side premium in USD
sell_premium_usd	number	true	none	Sell side premium in USD
total_notional	number	true	none	Total notional in USD
buy_notional	number	true	none	Buy side notional in USD
sell_notional	number	true	none	Sell side notional in USD
call_premium_usd	number	true	none	Call option premium in USD
put_premium_usd	number	true	none	Put option premium in USD
call_count	number	true	none	Number of call option trades
put_count	number	true	none	Number of put option trades
block_trade_count	number	true	none	Number of block trades
block_premium_usd	number	true	none	Block trade premium in USD
net_oi_change	number	true	none	Net open interest change
avg_iv	object¦null	true	none	Average implied volatility
avg_abs_delta	object¦null	true	none	Average absolute delta

OptionsFlowActiveStrikeEntity

{
  "instrument_name": "string",
  "trade_count": 0,
  "premium_usd": 0,
  "net_oi_change": 0
}

Properties

Name	Type	Required	Restrictions	Description
instrument_name	string	true	none	Instrument name
trade_count	number	true	none	Number of trades on this instrument
premium_usd	number	true	none	Total premium in USD
net_oi_change	number	true	none	Net open interest change

OptionsFlowSummaryEntity

{
  "total_trades": 0,
  "total_premium_usd": 0,
  "total_notional_usd": 0,
  "call_premium_usd": 0,
  "put_premium_usd": 0,
  "buy_premium_usd": 0,
  "sell_premium_usd": 0,
  "net_delta": 0,
  "net_gamma": 0,
  "net_vega": 0,
  "opening_trades": 0,
  "closing_trades": 0,
  "net_oi_change": 0,
  "block_trade_count": 0,
  "block_trade_premium_usd": 0,
  "most_active_strikes": [
    {
      "instrument_name": "string",
      "trade_count": 0,
      "premium_usd": 0,
      "net_oi_change": 0
    }
  ]
}

Properties

Name	Type	Required	Restrictions	Description
total_trades	number	true	none	Total number of trades in window
total_premium_usd	number	true	none	Total premium across all trades in USD
total_notional_usd	number	true	none	Total notional across all trades in USD
call_premium_usd	number	true	none	Total premium for call options in USD
put_premium_usd	number	true	none	Total premium for put options in USD
buy_premium_usd	number	true	none	Total premium for buy-side trades in USD
sell_premium_usd	number	true	none	Total premium for sell-side trades in USD
net_delta	number	true	none	Net delta across all trades
net_gamma	number	true	none	Net gamma across all trades
net_vega	number	true	none	Net vega across all trades
opening_trades	number	true	none	Number of opening trades (strategy starts with Opened)
closing_trades	number	true	none	Number of closing trades (strategy starts with Closed)
net_oi_change	number	true	none	Net open interest change
block_trade_count	number	true	none	Number of block trades
block_trade_premium_usd	number	true	none	Block trade premium in USD
most_active_strikes	[OptionsFlowActiveStrikeEntity]	true	none	Most active instruments by premium

MetadataResponseEntity

{
  "exchange": "deribit",
  "instrument_name": "BTC-PERPETUAL",
  "start_date": "2020-01-01T00:00:00.000Z",
  "end_date": "2025-11-21T23:59:00.000Z",
  "total_count": 1500000,
  "total_pages": 15000
}

Properties

Name	Type	Required	Restrictions	Description
exchange	string	true	none	Exchange name
instrument_name	string	true	none	Instrument name
start_date	string	true	none	Start date of available data (ISO 8601 format)
end_date	string	true	none	End date of available data (ISO 8601 format)
total_count	number	true	none	Total count of records available
total_pages	number	true	none	Total number of pages based on the provided limit

FuturesOhlcvtEntity

{
  "date": "2024-12-10T00:00:00.000Z",
  "exchange": "deribit",
  "instrument_name": "BTC-25DEC26",
  "currency": "BTC",
  "open": 42150.5,
  "high": 42890.75,
  "low": 41920.25,
  "close": 42500,
  "vwap": 42350.5,
  "volume": 2700.8,
  "buy_volume": 1500.5,
  "sell_volume": 1200.3,
  "trades_count": 270,
  "buy_trades_count": 150,
  "sell_trades_count": 120,
  "liquidation_short_volume": 50.25,
  "liquidation_long_volume": 75.5,
  "block_trade_buy_volume": 100,
  "block_trade_sell_volume": 150,
  "mark_price": 42500.5,
  "index_price": 42505,
  "days_to_expiry": 90.5
}

Properties

Name	Type	Required	Restrictions	Description
date	string(date-time)	true	none	Date in ISO 8601 format (UTC)
exchange	string	false	none	Exchange name
instrument_name	string	false	none	Instrument name
currency	string	false	none	Base currency
open	number	true	none	Opening trade price in the time bucket
high	number	true	none	Highest trade price in the time bucket
low	number	true	none	Lowest trade price in the time bucket
close	number	true	none	Closing trade price in the time bucket
vwap	number	true	none	Volume Weighted Average Price (VWAP)
volume	number	true	none	Total volume (buy + sell)
buy_volume	number	true	none	Buy-side volume (direction = buy)
sell_volume	number	true	none	Sell-side volume (direction = sell)
trades_count	number	true	none	Total number of trades (buy + sell)
buy_trades_count	number	true	none	Number of buy trades
sell_trades_count	number	true	none	Number of sell trades
liquidation_short_volume	number¦null	false	none	Volume from short liquidations (forced buy orders)
liquidation_long_volume	number¦null	false	none	Volume from long liquidations (forced sell orders)
block_trade_buy_volume	number¦null	false	none	Volume from block trade buys
block_trade_sell_volume	number¦null	false	none	Volume from block trade sells
mark_price	number¦null	false	none	Mark price at bar close (for reference)
index_price	number¦null	false	none	Index price at bar close (for reference)
days_to_expiry	number¦null	false	none	Days until expiry (NULL for PERPETUAL)

VolSurfaceEntity

{
  "date": "2024-12-10T00:00:00.000Z",
  "exchange": "deribit",
  "currency": "BTC",
  "maturity": "25DEC26",
  "days_to_expiry": 25.5,
  "underlying_price": 103722.83,
  "atm_iv": 47.62,
  "call_25d_iv": 43.8,
  "put_25d_iv": 52.1,
  "skew_25d": 8.3,
  "butterfly_25d": 0.33
}

Properties

Name	Type	Required	Restrictions	Description
date	string(date-time)	true	none	Date in ISO 8601 format (UTC)
exchange	string	true	none	Exchange name
currency	string	true	none	Base currency
maturity	string	true	none	Maturity date string
days_to_expiry	number	true	none	Days until expiry
underlying_price	number	true	none	Underlying asset price
atm_iv	number¦null	false	none	At-the-money implied volatility (call with delta closest to 0.5)
call_25d_iv	number¦null	false	none	25-delta call implied volatility
put_25d_iv	number¦null	false	none	25-delta put implied volatility
skew_25d	number¦null	false	none	25-delta skew (put_25d_iv - call_25d_iv)
butterfly_25d	number¦null	false	none	25-delta butterfly ((call_25d_iv + put_25d_iv) / 2 - atm_iv)

TermStructureEntity

{
  "tenor": 30,
  "atm_iv": 38.55,
  "call_25d_iv": 36.2,
  "put_25d_iv": 41.9,
  "skew_25d": 5.7,
  "butterfly_25d": 0.5
}

Properties

Name	Type	Required	Restrictions	Description
tenor	number	true	none	Constant-maturity tenor in days
atm_iv	number¦null	false	none	Interpolated ATM implied volatility at this tenor
call_25d_iv	number¦null	false	none	Interpolated 25-delta call implied volatility at this tenor
put_25d_iv	number¦null	false	none	Interpolated 25-delta put implied volatility at this tenor
skew_25d	number¦null	false	none	25-delta skew (put_25d_iv - call_25d_iv)
butterfly_25d	number¦null	false	none	25-delta butterfly ((call_25d_iv + put_25d_iv) / 2 - atm_iv)

ErrorResponseDto

{
  "statusCode": 400,
  "message": [
    "symbol must be a string",
    "exchange is required"
  ],
  "error": "Bad Request",
  "timestamp": "2024-01-01T12:00:00Z",
  "path": "/api/v1/ohlc/price"
}

Properties

Name	Type	Required	Restrictions	Description
statusCode	number	true	none	HTTP status code
message	any	true	none	Error message(s). Can be a string or array of validation errors

oneOf

Name	Type	Required	Restrictions	Description
» anonymous	string	false	none	none

xor

Name	Type	Required	Restrictions	Description
» anonymous	[string]	false	none	none

continued

Name	Type	Required	Restrictions	Description
error	string	true	none	Error type identifier
timestamp	string(date-time)	false	none	Timestamp when the error occurred
path	string	false	none	API request path that caused the error

UnauthorizedErrorDto

{
  "statusCode": 401,
  "message": "Invalid API key",
  "error": "Unauthorized",
  "timestamp": "2024-01-01T12:00:00Z",
  "path": "/api/v1/ohlc/price"
}

Properties

Name	Type	Required	Restrictions	Description
statusCode	number	true	none	HTTP 401 status code
message	any	true	none	Unauthorized error message

oneOf

Name	Type	Required	Restrictions	Description
» anonymous	string	false	none	none

xor

Name	Type	Required	Restrictions	Description
» anonymous	[string]	false	none	none

continued

Name	Type	Required	Restrictions	Description
error	string	true	none	Error type
timestamp	string(date-time)	false	none	Timestamp when the error occurred
path	string	false	none	API request path that caused the error

RateLimitErrorDto

{
  "statusCode": 429,
  "message": "Rate limit exceeded. Please retry after 60 seconds",
  "error": "Too Many Requests",
  "timestamp": "2024-01-01T12:00:00Z",
  "path": "/api/v1/ohlc/price",
  "retryAfter": 60,
  "limit": 1000,
  "remaining": 0
}

Properties

Name	Type	Required	Restrictions	Description
statusCode	number	true	none	HTTP 429 status code
message	any	true	none	Rate limit error message

oneOf

Name	Type	Required	Restrictions	Description
» anonymous	string	false	none	none

xor

Name	Type	Required	Restrictions	Description
» anonymous	[string]	false	none	none

continued

Name	Type	Required	Restrictions	Description
error	string	true	none	Error type
timestamp	string(date-time)	false	none	Timestamp when the error occurred
path	string	false	none	API request path that caused the error
retryAfter	number	false	none	Number of seconds to wait before retrying
limit	number	false	none	Current rate limit quota
remaining	number	false	none	Number of requests remaining in current window

ValidationErrorDto

{
  "statusCode": 400,
  "message": [
    "symbol must be a string",
    "interval must be one of: 1m, 5m, 15m, 30m, 1h, 4h, 6h, 1d"
  ],
  "error": "Bad Request",
  "timestamp": "2024-01-01T12:00:00Z",
  "path": "/api/v1/ohlc/price"
}

Properties

Name	Type	Required	Restrictions	Description
statusCode	number	true	none	HTTP 400 status code
message	[oneOf]	true	none	Validation error messages

oneOf

Name	Type	Required	Restrictions	Description
» anonymous	string	false	none	none

xor

Name	Type	Required	Restrictions	Description
» anonymous	[string]	false	none	none

continued

Name	Type	Required	Restrictions	Description
error	string	true	none	Error type
timestamp	string(date-time)	false	none	Timestamp when the error occurred
path	string	false	none	API request path that caused the error

ServerErrorDto

{
  "statusCode": 500,
  "message": "An unexpected error occurred. Please try again later.",
  "error": "Internal Server Error",
  "timestamp": "2024-01-01T12:00:00Z",
  "path": "/api/v1/ohlc/price",
  "errorId": "ERR-123456-ABCD"
}

Properties

Name	Type	Required	Restrictions	Description
statusCode	number	true	none	HTTP 500 status code
message	any	true	none	Internal server error message

oneOf

Name	Type	Required	Restrictions	Description
» anonymous	string	false	none	none

xor

Name	Type	Required	Restrictions	Description
» anonymous	[string]	false	none	none

continued

Name	Type	Required	Restrictions	Description
error	string	true	none	Error type
timestamp	string(date-time)	false	none	Timestamp when the error occurred
path	string	false	none	API request path that caused the error
errorId	string	false	none	Error tracking ID for support reference