ByKaranteli Funding Rate History

Every $1M+ aggressive market print recorded live from our own trade sockets, with side, price, quantity and notional, recorded since 2026-08-13, filterable by symbol, exchange and time. The free endpoint serves the live tape (newest 100 prints, no filters); this route is the recorded archive behind it.

Settled funding rate history of every Binance USDT-M perpetual, crypto and TradFi, one row per settlement since 2026-05-31, each with its funding time, kept current hourly from Binance's settlement list (a delisted contract Binance still lists there keeps its placeholder rate): the series behind carry and basis work. The free metric-daily download carries one daily BTC funding aggregate.

Full multi-exchange liquidation map snapshot for a Binance USDT-M perp: modeled leverage clusters, real forceOrder levels, top magnets, funding, OI and orderbook context.

Order flow toxicity (VPIN) history for BTC, ETH and SOL: 90-day daily VPIN track with closes plus the last 500 volume buckets.

Five minute open interest history for the major perpetuals in base units and USD, normalised across symbols and retained on our side, so one query replaces per-symbol paginated pulls against exchange endpoints.

Every recorded position change of the 1000 largest Hyperliquid accounts by equity (opened, closed, increased, reduced, flipped) with size before and after, notional changed, entry and liquidation price and leverage, scanned every 5 minutes on our side from 2026-09-02, one address or coin per filter; the free /api/public/hyperliquid-whales returns the live board and only the last 200 events.

Individual liquidation events recorded from our own exchange sockets across Binance, Bybit, OKX, Gate, HTX, dYdX, Aster, Lighter, Kraken Futures and GMX, plus Deribit's hourly delayed flag: side, price, quantity, notional, venue and millisecond timestamp. Coverage per venue: /api/public/liquidations. Every event recorded since 2026-08-29; earlier days are in the daily dataset.

Daily listed options open interest per instrument on Deribit, Bybit, Binance, OKX and Delta Exchange: venue, strike, expiry, option type, open interest in coins, mark implied volatility, underlying price and traded notional where the venue publishes it. History per venue: Deribit from 2026-08-06, Bybit and Binance from 2026-09-21, OKX and Delta Exchange from 2026-09-23; rows before those dates do not exist.

Buy a prepaid API key loaded with $10 of credit for every paid route on this origin: send it as the x-api-key header instead of paying per call; each call deducts its listed price ($0.10 a call), 100 calls after one payment. Pass key=<existing bk_live key> to top up instead of minting a new one. The plain key is returned once; balance and call count are free at /api/x402/prepaid-key/balance. Solana USDC or Base USDC, no card, no account.

CFTC Commitments of Traders weekly history for crypto futures with the columns the free CSV does not carry: dealer long and short books and week-over-week change in open interest, alongside every participant class. The free download covers hedge fund, institutional, other reportable and small trader positions.

Hourly Jupiter Perps history per market (SOL, ETH, BTC) and metric: long and short open interest from the on-chain custody state (long = locked tokens x mark price since 2026-09-30; long_oi_guaranteed_usd keeps the earlier measure), pool utilization, hourly borrow rates, custody AUM, price and 24h volume, plus JLP AUM, price and APR under market JLP; recorded from 2026-09-02. The free /api/public/jupiter returns the live board and 30 days of hourly OI.

Every recorded version of each perpetual's leverage ladder on every venue whose ladders we read: tier, notional floor and cap, maximum leverage and maintenance margin, with valid_from and valid_to so leverage cuts can be dated. The free endpoint serves only the current ladder.

Every recorded version of each asset and network row on every venue we record (20+ exchanges): deposit flag, withdrawal flag, withdrawal fee and minimum, with valid_from and valid_to, so withdrawal suspensions can be dated and their duration measured. The free endpoint serves only the current table.

5-minute spot order book depth snapshots on 29 venues, recorded since 2026-09-15 (five venues from the start, eleven from 2026-09-20, the rest from 2026-09-22), for BTC, ETH, SOL, XRP, DOGE, ADA, LINK, AVAX, LTC and BNB: the book binned into 0.1% buckets within 20% of mid as USD notional (bids and asks as JSON arrays), 2% depth per side, coverage, level count and in_aggregate; the free /api/public/orderbook returns the live aggregate and up to 24 hours of summed history.

Hourly history of every Solana perp venue on the board but Jupiter (jupiter-history): Pacifica, Phoenix, GM Trade, Velocity and Bullet, per market and metric: one-sided open interest in USD (both sides on pool venues), 24h volume, hourly funding in percent of position size (empty where the venue publishes only an accumulator), mark, and Phoenix's raw funding accumulator; recorded from 2026-09-25. The free API returns the live board and seven days of one market.

Settled funding rate history of every Binance TradFi perpetual on our board (stocks, indices, commodities), one row per settlement since 2026-05-31 or the contract's listing, kept current hourly; the free board only carries the last settled rate.

BTC or ETH options tape DEPTH from recorded Deribit flow: the daily premium-flow history we have recorded plus the full big-print list, beyond the 24h summary that is free at /api/public/options-flow.

Minute bars with the taker buy versus total quote volume split, pre-joined across venues and kept beyond exchange retention: the raw input behind order flow imbalance and VPIN work, in one query instead of paginating an exchange API per symbol per venue.