CryptoDataAPI on RealtimeAPI

PredictionMarketDataAPI: Search and list markets. Markets with their latest implied probability, 24 hour volume and status, busiest first. Filter by text, category or status; sort by volume, new or recent. By default only markets with at least $1,000 of volume in 24 hours are listed; set min_volume_usd=0 to see everything. Refreshes every 5 minutes.

CryptoDataAPI: Read Algobrain Page. One AlgoBrain page as markdown (frontmatter parsed into fields), by the ``path`` a search result gave you. ``wiki/``, ``.md`` and the folder may be left off (``atr-trailing-stop``); the response's ``path`` is always the stored one. 404 ``page_not_found`` for an unknown or ambiguous path, with ``suggestions`` (up to 5 real paths: a search over the words in yours, else the newest pages) and ``search_url`` (that search). All tiers. Content is CC BY 4.0. A...

CryptoDataAPI: Search Algobrain. Search the AlgoBrain strategy wiki (~5k pages: strategies, the Hyperliquid signal baskets, concepts, methodology). **Ranking** (2026-10-10): a page NAMED by the query comes first (its title, an acronym in its title, or an alias), then pages with the whole query as a phrase in their title or aliases, then every term in the title/aliases, then every term anywhere, then any term. Within each tier, concept and strategy pages rank above the ~2.5k generated...

CryptoDataAPI: Algobrain Stats. Size and freshness of the hosted AlgoBrain index: page counts by category and type, ``built_at`` (unix s) and the wiki ``source_commit`` it was built from. All tiers.

CryptoDataAPI: List Archives. List archived files available for download from cold storage. Use ``data_type=daily`` for consolidated Parquet files containing all symbols for an exchange in a single file (recommended for bulk downloads). ``data_type=klines_deep`` / ``funding_deep`` expose the deep monthly cold history (one Parquet per symbol per month) — much further back than the rolling daily files. ``klines_deep`` is coarse OHLCV (``interval`` 1h/4h/1d) for BOTH exchanges:...

CryptoDataAPI: Download Archives. Generate pre-signed download URLs for archived files. Use ``data_type=daily`` for consolidated Parquet files (one per exchange) instead of individual per-symbol files. ``data_type=klines_deep`` (with ``interval`` 1h/4h/1d) and ``funding_deep`` serve the deep monthly cold history — one Parquet per symbol per month, reaching far past the rolling daily files: ``exchange=binance`` spot klines back to each market's listing (BTCUSDT to Aug 2017),...

CryptoDataAPI: Get Archive Index. Return the backtesting archive index — a compact summary of all available data types, symbols, exchanges, and date ranges. Consumers should call this once to discover what's available, then use ``/archives/download`` to fetch specific files.

CryptoDataAPI: List Daily Snapshots. List dates with an archived daily snapshot available (YYYY-MM-DD). Snapshots are produced once per day at 20:00 UTC (and on server startup). Each archived snapshot contains everything `/api/v1/daily` returns — health score, derivatives, sentiment, macro, ETF flows, cycle indicators, on-chain composite score, all on-chain collector states. Pass ``start``/``end`` (YYYY-MM-DD, inclusive) to bound the date range.

CryptoDataAPI: Export Data. Export kline data as streaming CSV download.

CryptoDataAPI: Get Funding. Historical funding — the 5-minute rate snapshots (with OI / mark) or, with ``grain=hourly``, the settled hourly Hyperliquid payments. Read ``grain`` on the response before aggregating: the default rows sample the live hourly rate ~12 times per settlement, so summing them overstates carry ~12x. The honest daily carry from the snapshot series is ``mean(funding_rate) x 24``; the exact figure is ``sum(funding_rate)`` over the ``grain=hourly`` rows. ``coverage`` gives...

CryptoDataAPI: Get Hl Funding Bars. Hyperliquid funding and open interest aligned to the candle clock — one row per closed bar per coin, so a funding/OI condition can be tested against the same 4h bar a price signal fires on. ``time`` is the bar open and equals the ``timestamp`` of the matching ``/hyperliquid/candles`` bar (join on it). Per bar: ``funding_sum`` (carry actually settled in ``(time, time + interval]`` — a settlement at 16:00 pays for the hour before it, so it belongs to the bar...

CryptoDataAPI: Get Hl Liquidation Bars. Incremental liquidation flow per closed bucket, summed from the exact Hyperliquid fill tape — the burst clock ``/backtesting/liquidations``' rolling-24h level cannot give you. Each row is one UTC clock-aligned ``interval`` bucket: ``long_usd`` / ``short_usd`` (notional liquidated on each side), ``total_usd``, ``n_long`` / ``n_short`` (fills) and ``max_fill_usd``. Buckets with no fills are not returned. ``start`` and ``end`` are floored to the grid, so...

CryptoDataAPI: Get Hl Liquidations. Query the per-event Hyperliquid liquidation tape. Exact liquidation fills (market + backstop) across the full HL perp universe — time, coin, liquidated side, px, sz, USD notional, method, mark price, liquidated user and tx hash — unlike ``/backtesting/liquidations``' venue-merged rolling-24h totals. Rows are ordered by the full ``(time, tid)`` key and ``next_cursor`` resumes exactly there: one liquidation order sweeping N book levels is N rows at ONE...

CryptoDataAPI: Get Hl Trade Flow. Query the archived Hyperliquid trade tape: 1-minute taker buy/sell buckets per perp. Each row is one closed UTC minute for one coin — ``buy_notional`` / ``sell_notional`` by aggressor side, ``n_trades``, ``vwap``, ``max_fill_usd``, ``large_fill_share`` (fills >= $25k) and ``partial`` (the collector's socket did not watch the whole minute; such minutes are never back-filled). Same row shape as the live ``/hyperliquid/trade-flow`` minus its served-only...

CryptoDataAPI: Get Klines. Query historical OHLCV klines for backtesting. The archive stores closed 1-minute bars. ``interval`` (1m default, or 5m, 15m, 30m, 1h, 4h, 1d) aggregates them per request on the UTC grid: ``t`` is the bar open, and ``n`` says how many 1-minute bars went into it, so a bar with a gap, or one still forming at ``end``, is visible. ``start`` is floored to the interval. Until 2026-10-10 ``interval`` was not read at all and every call returned 1m bars. ``grain`` says what...

CryptoDataAPI: Get Liquidation Density. Hyperliquid liquidation density near the mark, as a time series. Per coin per point: ``mark``, and for bands of ±0.5 / 1 / 2 / 3 / 5% of mark the USD of long positions liquidating BELOW the mark (``long_below``) and shorts liquidating ABOVE it (``short_above``) — plus the same split by ``trader_type`` (vault, market_maker, whale, smart_money, high_leverage, other) and by ``leverage`` bucket (3/5/10/20/25/40/50/100x). Derived from the archived...

CryptoDataAPI: Get Liquidations. Venue-merged liquidation totals — a ROLLING 24-HOUR level sampled every 5 minutes (OKX + Bybit + Hyperliquid), not that interval's flow. Each row answers "how much was liquidated in the 24h ending at this sample"; summing rows, or differencing consecutive ones, does not recover a burst. For incremental 5m / 15m / 1h flow from exact fills use ``/backtesting/hl-liquidation-bars``; for the fills themselves, ``/backtesting/hl-liquidations``. Rows are ordered...

CryptoDataAPI: Get News Events. Query the archived market-moving news tape, with market-response labels. The backtestable form of ``/api/v1/news/market-moving``: every qualified catalyst with its ``impact_score``, signed ``bias``, ``corroboration``, and the MEASURED move that followed — ``ret_15m`` / ``ret_1h`` / ``ret_4h``, ``vol_mult`` (vs that coin's own 30-day baseline), ``oi_change_pct``, ``funding_shift`` and a combined ``abnormality``. That last set is what makes the impact score...

CryptoDataAPI: Get Signum Rgg Archive. Per-day SIGNUM_RGG colour state for the full universe, from the daily archive. Thin wrapper over ``/backtesting/daily-snapshots/{date}`` that returns only its ``signum_rgg`` block, split into ``summary`` (counts, breadth, top lists) and the full ``by_symbol`` map (colour, signed score, ADX/DI, days_in_color, flipped_at, price, ``hl_symbol`` join key). Available for every archived day (the block has been stored since 2026-03-02). ``computed_from``...

CryptoDataAPI: Get Snapshots. Query historical JSON snapshots for a data type. Streamed row-by-row so peak memory stays ~one row regardless of ``limit``. A limit=1000 pull of fat types (coinglass_oi / coinglass_funding / stablecoins) otherwise decompressed ~300MB and ballooned ~1GB through serialization, OOM-looping the 2.5GiB container. The JSON response shape is unchanged, so consumers need no changes. Streaming also means bytes start flowing immediately — no more 60s nginx 504 on large...

CryptoDataAPI: Get Snapshot Types. List all available snapshot data types with row counts and date ranges.

CryptoDataAPI: Get Status. Get backtesting storage statistics.

CryptoDataAPI: Get Symbols. List all tracked symbols with available date ranges.

CryptoDataAPI: Get Changelog. Public API changelog + current version (no API key required). Poll this to detect breaking or notable response-shape changes. The same version string is on every `/api/*` response as the `X-API-Version` header. `/changelog` serves this identical JSON to any non-browser caller.

CryptoDataAPI: List Coins. List all coins, paginated by market cap rank.

CryptoDataAPI: Coin Categories. Get all unique coin categories.

CryptoDataAPI: Coin Category Groups. Curated coin-category themes (20+ major categories). Covers AI, Layer-1 / platform, Layer-2 & scaling, DeFi, DEX, lending, liquid staking, stablecoins, exchange tokens, meme, privacy, RWA, NFT, gaming, metaverse, DePIN, oracles, interoperability, storage, Bitcoin / Solana / Cosmos ecosystems, PoW and derivatives. Each group carries a plain-English description and a resolved list of the tracked coins that belong to it (live price, market cap, rank, 24h/7d...

CryptoDataAPI: Search Coins. Search coins by name or symbol.

CryptoDataAPI: Top Coins. Get top N coins by market cap.

CryptoDataAPI: Get Daily Snapshot. Full daily snapshot of all current (non-history) data in one response. Excludes Binance spot prices and Hyperliquid data which are available via dedicated ``/daily/prices`` and ``/daily/hyperliquid`` endpoints. **Market health block (`market_health`)** Dual-score architecture: 4 long-term components (Price Trend, Market Breadth, Stablecoin Flow 90d, Macro/DXY) + 7 short-term components (Volume Quality, Fear & Greed, Derivatives, Market Breadth Short,...

CryptoDataAPI: Get Daily Hl Traders. Top trader leaderboard, wallet positions, and tracking metadata.

CryptoDataAPI: Get Daily Hyperliquid. Hyperliquid perpetuals: prices, funding rates, and open interest (~230 assets). Each entry in ``funding_oi`` contains both raw and derived fields: - ``funding_rate`` — Hyperliquid's own funding rate, per HL funding interval (1h on HL by default). Negative values indicate shorts paying longs. This is **Hyperliquid-specific**; cross-exchange averaged funding lives in ``/market-health`` and ``/market-intelligence/funding-rates``. - ``open_interest`` — **in...

CryptoDataAPI: Get Daily Prices. All Binance spot price pairs (~2,500 symbols).

CryptoDataAPI: Binance Funding Rates. Binance perpetual funding rate history. An unlisted symbol is a 400 `unknown_symbol` and a Binance failure a 503; neither is ever a 200 of zeros.

CryptoDataAPI: Derivatives History. Daily derivatives data (funding, OI, L/S) from our own funding + OI archives.

CryptoDataAPI: Binance Long Short Ratio. Binance long/short account ratio. Unlisted symbol: 400; Binance down: 503.

CryptoDataAPI: Binance Open Interest. Binance open interest + 30-day trend. Unlisted symbol: 400; Binance down: 503.

CryptoDataAPI: Binance Derivatives Summary. All-in-one Binance derivatives summary. A leg Binance could not answer reports nulls plus its `error`. When every leg says the symbol is not listed, the call is a 400 `unknown_symbol`.

CryptoDataAPI: Cross Exchange Funding. Funding rates for ONE coin across Binance + Hyperliquid. Per-coin by design (`?coin=`, default BTC). The public /funding-rates board lists every Hyperliquid perp; for that universe over REST use `GET /api/v1/hyperliquid/open-interest` (`assets[].funding_rate`). `hyperliquid.history_count` is the number of recent HL settlements fetched alongside the live rate. Read it with `history_status`: `ok` (history present), `warming` (the fetch is still running —...

CryptoDataAPI: Hyperliquid Derivatives History. Daily Hyperliquid funding rate + open interest history, derived from our own 5-min `bt_funding` archive (captured since 2026-03-30; HL's funding-history API has never carried OI, and older one-minute OI is the `hl_asset_ctxs` archive type). Pro Plus.

CryptoDataAPI: Cross Exchange Oi. Open interest across Binance + Hyperliquid.

CryptoDataAPI: Cross Exchange Summary. Combined cross-exchange derivatives overview.

CryptoDataAPI: Get New Pools. Newest DEX pools — early discovery of new token launches.

CryptoDataAPI: Get Promoted Tokens. Recently promoted/boosted tokens — marketing spend signal.

CryptoDataAPI: Get Top Promoted Tokens. Top promoted tokens ranked by promotion spend.

CryptoDataAPI: Get Trending Pools. Trending DEX pools across chains. High-frequency discovery data for meme coin alpha.

CryptoDataAPI: Get Event Calendar. Filterable / queryable forward catalyst calendar (up to 30d out). The query surface for the calendar: narrow by catalyst ``type``, affected ``symbol``, ``bias``, ``min_magnitude``, and ``window_days``.

CryptoDataAPI: Get Event Regime. Forward catalyst calendar — dated token unlocks, macro prints, and depegs. The main Event/Catalyst payload: every catalyst in the next ``window_days`` (default 7) with its directional bias and magnitude, plus the market-wide Event Risk score. Unlocks bias short (supply overhang); macro prints are ``risk_flag`` (the surprise is unknown ahead of time); major depegs bias short. Use `/event/calendar` for richer filtering, `/event/regime/score` for the composite...

CryptoDataAPI: Get Event Regime Score. Market-wide Event Risk composite (0-100) + sub-scores + live-only sidecars. Baseline 0 (event risk is absence-by-default). Bands: dormant (<10), quiet (10-29), elevated (30-54), heavy (55-79), critical (≥80). Composite = 0.40·unlock + 0.25·macro + 0.35·depeg, re-normalized over available feeds (``partial``/``inputs_available`` flag which were live). The ``sector_rotation`` (CoinGecko categories) sidecar is live-only and excluded from the composite.

CryptoDataAPI: List Exchanges. Every exchange we profile, with its sign-up link where we have one. Sign-up URLs are CryptoDataAPI **partner/referral** links: the user gets the stated `signup_incentive` (Hyperliquid: 4% off spot and perpetual trading fees) and we may earn a commission at no extra cost to them. If you surface `signup_url` to an end user, surface `disclosure` with it. No API key required.

CryptoDataAPI: Get Candles. OHLCV candles for a coin — trailing ``limit`` bars, or an explicit range. **These are Hyperliquid's own bars** (``candleSnapshot``) — the execution truth for an HL book: signal, size and mark a Hyperliquid position from this series. ``/api/v1/backtesting/klines`` is our archive of the same venue's 1m bars for deep history, not a second price source. For several coins at once use ``/hyperliquid/candles/batch``. ``coin`` is HL's own name, matched case-insensitively...

CryptoDataAPI: Get Candles Batch. Trailing OHLCV candles for up to 25 coins in ONE call — the same bars ``/hyperliquid/candles`` serves per coin, keyed by coin under ``series``. Trailing ``limit`` only; for an explicit ``start``/``end`` range use the single-coin route. Every coin must be in HL's universe (400 ``unknown_coin`` otherwise — nothing is silently dropped). On a cold cache a series that has not arrived within ~8s is listed in ``pending`` instead of holding the whole response, and...

CryptoDataAPI: Get Copy Signals. Top traders with their recent signals in a single response. Replaces the 3-step workflow (top-traders → watchlist → signals) with one call. Only returns traders that have signals in the given time window. Profile filters (min_win_rate, min_profit_factor, min_trades_30d, min_avg_duration_hours, exclude_types) are optional and only applied when passed — preserves backward compatibility. Recommended: pass min_trades_30d=30 to drop tiny-sample wallets.

CryptoDataAPI: Get Funding Rates. Current + historical funding rates for a coin.

CryptoDataAPI: Get L2 Book. L2 order book snapshot. ``ts`` (ms) is Hyperliquid's own timestamp for the book snapshot (from the ``l2Book`` payload's ``time`` field) — null only if HL omitted it. The collector dedupes identical requests for 3s, so two calls inside that window return the same ``ts``.

CryptoDataAPI: Get Meta. Exchange metadata: assets, max leverage, specs — plus the fee schedule. ``fees`` is Hyperliquid's published schedule as fractions of notional (``perps.taker`` 0.00045 = 0.045%): base-tier ``perps`` / ``spot`` rates, the full ``volume_tiers`` table, and ``as_of`` / ``source`` so you can check it. It is venue-wide — HL has no per-coin fee — and static on our side.

CryptoDataAPI: Get Open Interest. Open interest across all Hyperliquid assets. ``as_of`` (ms) is when the ``metaAndAssetCtxs`` snapshot behind every row was fetched (60s cadence); ``generated_at`` (ms) is when this response was built. ``open_interest_usd = open_interest x mark_price``; ``premium`` is HL's own context field. ``coverage`` explains the row count: HL keeps delisted perps in its universe and they are excluded here.

CryptoDataAPI: Get Prices. All mid prices across Hyperliquid assets. ``as_of`` (ms) is when the ``allMids`` snapshot was fetched from HL (the cache refreshes every 60s, stale-while-refresh); ``generated_at`` (ms) is when this response was built.

CryptoDataAPI: Get Summary. All-in-one perp data for a coin, including its volume multiplier. ``volume_multiplier`` is the coin's live rolling-24h notional over its mean daily notional across the last 30 settled days — 3.0 means it is trading at three times normal. Null when the coin is too newly listed (<7 days) to have an honest baseline. The ranked, filterable scan across the whole universe lives at ``/api/v1/volume/scanner``. ``as_of`` (ms) is the fetch instant of the...

CryptoDataAPI: Get Top Traders. Scored leaderboard of top traders filtered by performance criteria.

CryptoDataAPI: Get Trade Flow. Per-minute taker buy/sell flow for one perp, newest last, dense. Every row is one closed UTC minute. ``buy_notional`` / ``sell_notional`` are USD notional by AGGRESSOR side (HL ``B`` = taker bought, ``A`` = taker sold); their sum is the minute's total traded notional. ``vwap`` is that minute's notional-weighted price; ``max_fill_usd`` the largest single fill; ``large_fill_share`` the share of notional from fills at or above ``large_fill_usd`` (``null`` when...

CryptoDataAPI: Get Trade Flow Universe. Taker flow for EVERY Hyperliquid perp over one window, biggest first. ``taker_buy_ratio`` is buy notional over total (0..1; ``null`` for a coin with no fills). ``large_fill_share`` is the share of the window's notional from fills at or above ``large_fill_usd``. ``partial_minutes`` counts the window's minutes our socket did not fully watch — the same for every row, since coverage is per connection, not per coin. Coins with zero fills in the window are...

CryptoDataAPI: Get Trader Profiles. Trade profiles with win rate, PnL, classification, and edges.

CryptoDataAPI: Get Wallet Positions. Current positions for tracked wallets. For non-tracked addresses, queries Hyperliquid on-demand.

CryptoDataAPI: Get Wallet Signals. Position change signals: entries, exits, size increases/decreases.

CryptoDataAPI: Search Wallets. Search the cached top-leaderboard pool for wallets matching arbitrary gates. Read-only — does not modify the watchlist. Pool is the same ~50-wallet set that auto-watchlist evaluation considers. Refreshed daily at 19:00 UTC.

CryptoDataAPI: Get Adx. ADX(14) + DMI per asset on daily, 4h or 1h bars (Pro tier). The same Wilder ADX/+DI/-DI the SIGNUM trend radar colours from, served as numbers per interval: ``interval=1d`` matches ``/indicators/signum-rgg`` ``adx``, ``4h`` its ``h4_adx`` (completed bars on the UTC 00/04/08/12/16/20 grid of ``/hyperliquid/candles?interval=4h``) and ``1h`` its ``intraday_adx``. Recomputed hourly (:05 UTC) for the whole universe, so a universe-wide read costs nothing. Per row: ``adx``,...

CryptoDataAPI: List Indicators. Every catalogue indicator (optionally one group): what it measures, aliases and the endpoints behind it.

CryptoDataAPI: List Indicator Groups. Every indicator group with its description, count and the CDA endpoints that serve it or its inputs.

CryptoDataAPI: Get Indicator Heatmap. One-call scan table for a coin universe (Pro) — what otherwise takes one call per coin. Each row joins the SIGNUM_RGG daily colour (``signum``, ``days_in_color``, ``adx``), rolling hourly moves (``pct_1h``, ``pct_4h``, ``pct_24h``), 30-day notional liquidity (``notional_30`` — mean daily USD volume, the same field as ``/volatility/regime`` ``vol.notional_30``) and the daily 200-SMA position (``above_sma200``, ``dist_from_200_pct`` — from...

CryptoDataAPI: Get Signum Rgg. SIGNUM_RGG trend radar across all live Hyperliquid perps + liquid Binance USDT pairs. Each asset gets a daily RED/GREY/GREEN color from ADX(14)+DMI with hysteresis, plus days-in-color, flip date, % change since flip, and (for grey) the 20-day consolidation range. Recomputed hourly (:05 UTC). **Bar contract:** ``color`` / ``days_in_color`` / ``adx`` / ``flipped_at`` / ``price`` are read from **completed** daily bars (``computed_from`` = the last completed UTC...

CryptoDataAPI: Get Technical Regime. Technical / Structural regime overlay (Regime #14, Pro tier). Per-asset price-structure state across the same universe as SIGNUM_RGG: moving-average position (SMA-50/100/200 + last cross), Bollinger-band squeeze + bandwidth percentile, 20d range position, RSI(14) extremes on daily + 1h timeframes, and `sr` — up to 3 support + 3 resistance levels per side, from swing-high/low pivots on the daily series, nearest to current price first. A level's `strength`...

CryptoDataAPI: Get Depth. Current per-coin depth/spread snapshot across the tracked universe. Returns one record per coin (top-25 HL perps by 24h volume): bid/ask depth in USD at {10, 25, 50, 100}bps from mid, spread in bps, book imbalance within 10bps, and joined open interest. The free tier is scoped to BTC; full-universe coverage is Pro and Pro Plus.

CryptoDataAPI: Get Oi Divergence. OI vs price change across 1h/4h/24h windows, ranked by 4h divergence. Positive divergence (OI rising faster than price) = fragile positioning. Coins without enough history for a given window report null for that window. The free tier is scoped to BTC; full-universe coverage is Pro and Pro Plus.

CryptoDataAPI: Get Regime. Per-coin liquidity regime + market-wide aggregate + composite score. Each coin is classified into one of: ``deep_book``, ``oi_price_divergence``, ``depth_withdrawal``, ``post_cascade_impaired``, or ``neutral``. The composite score (0-100) maps the regime mix into a single fragility read (higher = healthier market structure). **Forward-only — not historically backfillable.** Unlike ``technical_regime`` (replayable from daily klines), the rules here depend on...

CryptoDataAPI: Get Regime Score. Composite liquidity fragility score (0-100) + sentiment band + aggregate breakdown. Trimmed companion to ``/liquidity/regime`` — same composite, no per-coin list.

CryptoDataAPI: Btc Price History. BTC price history with 200D MA.

CryptoDataAPI: Get Exchange Info. Exchange pair info from Binance Spot.

CryptoDataAPI: Get Klines. OHLCV klines from Binance Spot.

CryptoDataAPI: Short Term Price. Short-term BTC price momentum metrics (on-demand computation).

CryptoDataAPI: Get Ticker 24Hr. 24hr ticker stats from Binance Spot.

CryptoDataAPI: Get Ticker Price. Current price from Binance Spot.

CryptoDataAPI: Volume History. Daily volume + buy ratio, derived from our own kline + taker archives.

CryptoDataAPI: Get Market Health. Full dual-score market health result with all 11 components. **`indicators` contract** Top-level `indicators` is a flat denormalization of the most-filtered values from `components.<x>.details`. Keys are **omitted entirely** when the source value is unavailable (never null) so consumers can safely use `dict.get(key, default)` for fallbacks. Committed key set: - `long_short_ratio` (float) — BTC long/short ratio (Binance perps) - `funding_rate` (float, %) —...

CryptoDataAPI: Altcoin Breadth. Altcoin breadth - % of coins above their MA with per-coin detail.

CryptoDataAPI: Get Health Components. All 11 component details.

CryptoDataAPI: Get Health History. Health score history from database.

CryptoDataAPI: Get Health Summary. Scores + sentiment only (lightweight).

CryptoDataAPI: Btc Cycle Indicators. BTC cycle indicators: Puell Multiple, Pi Cycle Top, Golden Ratio, 2-Year MA, 200-Week MA, AHR999, Profitable Days, Stock-to-Flow, MVRV Z-Score and NUPL. `days=0` returns every day back to 2010-2014 (about 8 MB; send `Accept-Encoding: gzip`). Ten indicators, each a list of daily entries, oldest first. Every entry carries `price` (BTC/USD, Coin Metrics daily reference), `date` (UTC day), `time` (unix seconds) and `timestamp` (unix ms, as CoinGlass served...

CryptoDataAPI: Coinbase Premium. Coinbase premium index.

CryptoDataAPI: Etf Btc Aum. BTC spot-ETF assets under management (reconstructed estimate). Returns one row: ``aum_usd_from_flows``, ``btc_held_from_flows``, ``btc_price_usd``, ``cumulative_net_flow_usd``, ``price_appreciation_usd``, ``as_of``, ``since``, ``flow_days``, plus ``method``, ``source``, ``excludes`` and a ``caveats`` list. The ``_from_flows`` suffix is deliberate — GBTC converted holding an existing stake that never appears here as an inflow, so these cover BTC accumulated through...

CryptoDataAPI: Exchange Balance. Exchange BTC balance and flow data.

CryptoDataAPI: Fear Greed History. Fear & Greed index history with dated entries, oldest first. alternative.me's daily Crypto Fear & Greed Index, one reading per UTC day back to 2018-02-01. `classification` uses the same bands as /sentiment/fear-greed (0-25 Extreme Fear, 26-40 Fear, 41-60 Neutral, 61-75 Greed, 76-100 Extreme Greed). The current reading on /sentiment/fear-greed also averages in CoinMarketCap's index, so today's value there can differ from the last row here by a few points.

CryptoDataAPI: Funding Rates. Cross-exchange funding rates. Defaults to Hyperliquid perps coins only. **Filter semantics:** ``exchange=`` is a **coin-set filter**, not an exchange-data filter. With ``exchange=hyperliquid`` you get the coins listed on Hyperliquid, but each entry's ``stablecoin_margin_list`` / ``token_margin_list`` still shows funding rates from every exchange (Binance, OKX, Bybit, …). For Hyperliquid's own per-asset funding rate use ``/daily/hyperliquid``.

CryptoDataAPI: Liquidations. Realized-liquidation data (long/short USD over 1h/4h/12h/24h windows). Defaults to Hyperliquid perps coins only. **Coverage:** totals aggregate our configured realized-liquidation venue feeds (OKX + Bybit + Hyperliquid where armed; the HL contribution is exact per-fill capture) — see the ``coverage`` field on the response. **Binance, the largest venue, geo-blocks its liquidation stream from our infrastructure (no REST fallback), so these figures run below a true...

CryptoDataAPI: Liquidations By Exchange. Liquidations broken down by exchange (BTC, trailing 4h). Rows are ``{exchange, symbol, total, total_usd, long_usd, short_usd}``, largest first. ``total`` is the legacy CoinGlass field name; ``total_usd`` mirrors it under the naming the rest of the liquidation surface uses. Coverage is the venue subset we stream (OKX + Bybit + Hyperliquid), so totals run UNDER a true all-exchange number — same caveat as ``/liquidations``. Binance geo-blocks its...

CryptoDataAPI: Open Interest. Cross-exchange open interest. Returns multi-symbol data (top ~25 perps) when available, falling back to BTC-only from the fast-refresh cache. **Filter semantics:** ``exchange=`` is a **coin-set filter**, not an exchange-data filter. With ``exchange=hyperliquid`` you get the coins listed on Hyperliquid, but each entry's ``exchange_list`` still aggregates open interest across all CEXes. For Hyperliquid's own per-asset OI use ``/daily/hyperliquid`` — note that...

CryptoDataAPI: Options Data. BTC options data (OI, volume, max pain).

CryptoDataAPI: Squeeze Alerts. Coins whose forced-liquidation flow is one-sided and abnormal *right now*. A cascade tripwire, not a news feed. Scored catalysts on ``/news/market-moving`` are 15-45 minutes behind a breaking story — RSS is polled every 5 minutes and desks publish well after the fact — which is no use to a leveraged position. This reads the liquidation websocket directly: on 2026-08-19 the BTC tape printed **$322.8M of short liquidations in one 5-minute bucket at a 334x...

CryptoDataAPI: Stablecoin History. Stablecoin market cap history timeseries.

CryptoDataAPI: Market Intelligence Status. Market intelligence collector status and rate usage.

CryptoDataAPI: Taker Buy Sell. Taker buy/sell volume ratio by exchange, per coin (4h window). ``buy_ratio`` is a PERCENT (0..100) of taker volume that was buying, per exchange leg. Two legs exist: ``Binance`` (BTC only, from its public taker-volume endpoint) and, since 2026-09-09, ``Hyperliquid`` — the collector's own trade tape (see ``/hyperliquid/trade-flow``), notional weighted over the trailing 4h, for every HL perp with fills. A coin only HL carries gets its own top-level entry whose...

CryptoDataAPI: Get Meme Regime. Per-asset Meme / Speculative regime across the curated meme universe. Each asset is classified into one of ``euphoric``, ``distribution``, ``ignition``, ``bleeding``, or ``dormant`` from trailing returns, a volume-spike ratio, 30d realized-vol percentile, SMA-20 extension, and live Hyperliquid funding. Aimed at systematic perps trading: the label implies a holding duration, leverage level, and funding-cost tolerance. **Partly backfillable** — price/volume/vol...

CryptoDataAPI: Get Meme Regime Score. Market-wide meme-hype composite (0-100) + sentiment + regime mix. Higher score = frothier / more speculative heat. Sentiment bands: euphoric (≥70), heating (55-69), neutral (45-54), cooling (30-44), dormant (<30). Carries the cross-meme co-movement correlation and a ``meme_season`` flag (broad heating + correlated pack move). Trimmed companion to ``/meme/regime`` — no per-coin list.

CryptoDataAPI: Get Market Moving News. The filtered catalyst tape — only events that cleared the impact threshold. Free: BTC / ETH / MARKET, last 24h, top 10. Pro: every HL perp, 7 days. Pro Plus: full retained history plus the `impact_score` components (`severity`, `confidence`, `match_mode`, `sources`) and the measured `market_response` at +15m / +1h / +4h. `bias` is signed: negative is risk-off. `corroboration` counts how many independent sources carried the same `(symbol, category)`...

CryptoDataAPI: Get News Pulse. Per-coin news feature series — `news_pressure` and signed `news_tilt`. The endpoint built for trading strategies: one row per Hyperliquid perp, cross-sectionally ranked, joinable straight onto price. - `news_pressure` (0..1) — recency-weighted sum of impact scores, saturating. - `news_tilt` (-1..+1) — impact-weighted direction. Negative is risk-off. - `event_count` / `top_impact` — how much of the pressure is one big story versus a steady drip. - `headlines` —...

CryptoDataAPI: Get News Sources. Per-feed health, the funnel counts, and the published coverage gap. `sources[].not_modified` distinguishes "answered 304, nothing new" from "dead" — both look like zero fresh items otherwise, which is how a silently broken feed hides. `funnel_24h` is hourly counts only (`ingested`, `dropped_noise`, `dropped_no_catalyst`, `dropped_no_entity`, `dropped_below_threshold`, `qualified`) with no titles or URLs. It exists so the filter can be seen over-tightening and...

CryptoDataAPI: List Nft Categories. Category taxonomy — fixed buckets (pfp/art/gaming/collectible/music/domain/metaverse/ordinal/other).

CryptoDataAPI: List Nft Chains. Chain breakdown — each chain plus the count of seeded collections on it.

CryptoDataAPI: List Nft Collections. Seeded NFT collection taxonomy — slug, name, chain, category, tier, launch month.

CryptoDataAPI: Get Nft Correlations. Pearson correlation of daily NFT total volume vs daily log-returns of vs= assets. Pro Plus tier. Window is a trailing window ending today. Returns one coefficient per asset plus the number of overlapping days actually used.

CryptoDataAPI: Get Nft Overview. Headline NFT trade volume — total + per-chain / per-tier / per-category series, top collections, marketplaces.

CryptoDataAPI: Get Nft Volume. Daily NFT volume buckets — choose `by=chain|tier|category|collection`. One point per bucket per day: `volume_usd` is the sum over the bucket's collections. Pro tier. The collection breakdown can return many series; consumers should expect a wide list when calling with `by=collection`.

CryptoDataAPI: Get Btc Dormancy. BTC supply-shock / dormancy signals via CoinMetrics Community API. Returns: - **MVRV** (market cap / realized cap) — the canonical supply-shock indicator with zone classification (capitulation → accumulation → neutral → elevated → euphoria) - **Active addresses** — network health + adoption proxy - **Issuance USD/24h** — direct miner pressure proxy - **Exchange net flow USD/24h** — independent cross-check of QuickNode derived ERC-20 flows

CryptoDataAPI: Get Spike Alerts. Recent large transfers (≥ `min_amount` USD) to/from tracked CEX wallets. Useful for catching whale-sized deposits in real time. Each alert carries `amount` in TOKEN-NATIVE units (with `unit`) plus `amount_usd` converted at ingestion from the live price — the `min_amount` threshold applies to `amount_usd`, so meme-token unit counts can't masquerade as dollar spikes. Rows whose USD value can't be verified (no live price) are excluded. This is a LIVE feed of the...

CryptoDataAPI: Get Hash Ribbon. Hash Ribbon indicator: 30dMA vs 60dMA of BTC hashrate. States: - **capitulation**: 30dMA < 60dMA — miners shutting off rigs - **recovery**: 30dMA just crossed back above 60dMA (within 14d) — historically the strongest BTC bottom signal - **normal**: standard configuration with no recent crossover Source: mempool.space hashrate index (3y daily history).

CryptoDataAPI: Get Miner Reserves. BTC miner pool reserves + 24h/7d/30d net flow per pool. Tracks reward addresses for Foundry USA, AntPool, F2Pool, ViaBTC, and Binance Pool. Most pools sweep balances immediately (low standing balance is normal); the meaningful signal is the cumulative funded/spent delta over rolling windows. Net flow interpretation: - **Negative net** (heavy spending): miners selling — bearish pressure - **Positive net** (accumulation): miners holding — historically...

CryptoDataAPI: Get Onchain Health Score. Composite 0-100 on-chain health score with per-component breakdown. Synthesizes Hash Ribbon, MVRV, stablecoin dry-powder, whale accumulation, exchange flow direction, and miner net flow into a single directional read. Sentiment bands: - **bullish** (≥70): broad on-chain confluence of accumulation signals - **leaning_bullish** (55-69): tilted positive but mixed - **neutral** (45-54) - **leaning_bearish** (30-44) - **bearish** (<30): broad distribution...

CryptoDataAPI: Get Stablecoin Reserves. CEX stablecoin reserves across ETH/Tron/BSC. Aggregate USDT/USDC/etc. balances held in known hot/cold wallets of the top centralized exchanges. Rising = dry powder accumulating (bullish); falling = capital deployed (often follows rallies).

CryptoDataAPI: Get Dry Powder Score. Dry-powder signal: z-score of current reserves vs 30d baseline. Signal interpretation: - **accumulating** (z > +1): institutional capital staging on exchanges - **depleting** (z < -1): capital deployed or off-ramped - **neutral**: within normal range Returns 'unknown' until ≥8 historical snapshots have been collected.

CryptoDataAPI: Get Policy Headlines. Live classified US-regulatory headlines (Federal Register / SEC / CFTC). The breaking-news sidecar: recent policy headlines classified pro-crypto vs restrictive, with an aggregate ``regulatory_pressure`` magnitude and a signed ``headline_tilt``. Live-only — not part of any backfillable composite.

CryptoDataAPI: Get Policy Regime. Policy Risk score + signed tilt + upcoming rate catalysts. The main Geopolitical / Policy Shock payload: the market-wide Policy Risk composite, the signed ``policy_tilt`` (pro-crypto vs restrictive), and the scheduled rate decisions within ``window_days``. Use `/policy/regime/score` for the full sub-score breakdown and `/policy/headlines` for the live US-regulatory headline feed. **Partly backfillable** — the gdelt / cross-asset / rate subscores replay from...

CryptoDataAPI: Get Policy Regime Score. Market-wide Policy Risk composite (0-100) + sub-scores + tilt + sidecars. Baseline 0 (policy shock is absence-by-default). Bands: dormant (<10), quiet (10-29), elevated (30-54), heavy (55-79), critical (≥80). Composite = 0.40·gdelt + 0.35·cross_asset + 0.25·rate, re-normalized over available feeds. ``policy_tilt`` (signed) comes from GDELT coverage tone. The ``policy_headlines`` (Federal Register / SEC / CFTC) sidecar is live-only and excluded from the...

CryptoDataAPI: Get Quant Coins. All-coins regime summary — the heatmap feed (Pro). One trimmed entry per active Hyperliquid perp: regime + confidence, p_direction_up (sum of the two bullish buckets), most likely transition, and current OI. Coins with under 60 days of history carry `insufficient_history: true` with reduced confidence; brand-new listings show `status: warming_up` until 30 days of bars exist. Full probability matrices live at /quant/coins/{symbol}.

CryptoDataAPI: Get Quant Coins Risk. Bulk per-coin risk model for the whole universe (Pro). One call that batches /quant/coins/{symbol} and /volatility/regime/{symbol} across the full quant universe — majors (BTC/ETH/SOL) included — so consumers don't fan out ~2 calls per perp. Each item carries the coin's regime + confidence, the volatility / liquidation_risk / funding / open_interest probability buckets (verbatim from /quant/coins/{symbol}), and the vol-sizing fields...

CryptoDataAPI: Get Quant Gex. Dealer positioning / Gamma Exposure — perp analog (Pro). Built from **market-maker** accounts (the perp "dealers"): per coin we report `mm_net_delta` (dealer inventory long/short), `gamma_profile` (the MM liquidation-density by price = where MM forced unwinds cluster, the short-gamma acceleration zones) and `gamma_flip` (the price where MM long-liq-below crosses short-liq-above — the inflection). Note: perps have no literal options gamma; this is a behavioral...

CryptoDataAPI: Get Quant Gex History. Hourly history of the `/quant/gex` scalars for one coin (Pro). Serves the same trailing-30-day ring that powers `distribution_context`: one sample per ~hour of `near_density` (near-mark cluster density, %), `abs_dist_to_flip` / `dist_to_flip_pct` (% of mark), `mm_skew` (`mm_net_delta / mm_gross`), `mm_gross` (USD), `mm_n_accounts`, `regime_score`, `funding_rate` (hourly fraction) and `oi_change_pct`. A metric is `null` for a sample where it was...

CryptoDataAPI: Get Quant History. Past probability rows — the verification surface (Pro Plus). Every row records what the model said at that moment, with `backfilled` distinguishing live point-in-time inferences (15-minute cadence) from retro-computed history (1-hour cadence, written by the backfill script) and `model_version` pinning which artifact produced it. Use this to score our calls against what actually happened — black-box probabilities are worthless; auditable ones aren't.

CryptoDataAPI: Get Quant Market. Whole-market regime + probability object (Pro). HMM-filtered posterior over the 6 market regimes (strong_trend_bull/bear, range_low_vol, choppy_high_vol, vol_spike, squeeze) with calibrated probability buckets for direction, volatility, liquidation risk, funding, breadth, open interest and regime transitions at the requested horizon. The market `liquidation_risk` bucket is depth-aware — driven by live order-book fragility (thin book + wide spread = higher...

CryptoDataAPI: Get Quant Model Card. Model card + runtime status — full transparency (any valid key). What the model is (family, states, features), when it was trained, how it validated (walk-forward fold metrics from the artifact), its sha256, and live runtime health (universe coverage, drift monitor vs training baseline). `loaded: false` means data endpoints are 503 (no model deployed yet, or stub plumbing only).

CryptoDataAPI: Get Quant Positioning. Per-coin trader positioning by account type (Pro). Aggregates the full HL account universe (every account >= $100k holding a position; active accounts re-polled every liq-map cycle — 15 min on the public path, 5 min once batch RPC is armed) into per-coin long/short/net/gross notional split by **trader type** — `market_maker`, `whale`, `other`, and `all` — using a behavioral classifier (turnover, market breadth, leverage, PnL consistency). The...

CryptoDataAPI: Get Quant Positioning Ladder. Full-universe liquidation ladder for one coin, split by account class (Pro Plus). Every account >= $100k in the HL universe, binned on a 0.5%-of-mark grid (clamped ±50%): * `bins` / `flip` — all classes (the full book); * `bins_directional` / `flip_directional` — market-maker + vault liqs excluded (the cleaner walls; MM liquidations are hedged noise); * `bins_by_class` — `{market_maker, whale, other}` on the same grid; an account's class is its...

CryptoDataAPI: Get Quant Regimes. The 6-regime taxonomy reference (any valid key). Stable vocabulary for all quant endpoints: id, label, display name, description and the suggested algo-basket stance per regime. Raw HMM states map many-to-one onto these labels; the labels are the API contract. `catalog_version` is the versioned guarantee behind that: unchanged means every `id` still maps to the same `label` you can see here — safe to pin `regime.id` directly rather than re-resolving `label`...

CryptoDataAPI: Get Quant Regime History. Bulk download: the full market 6-regime history Parquet (Pro Plus). One hourly row per bar, **2020 → yesterday**, market scope, with the full distribution over all 6 regimes at three horizons — **now, 4h, 24h** (`p_now_*`, `p_4h_*`, `p_24h_*`, keyed by regime id; see `regime_map`). The deep history is the same model that serves live, run over the Binance public archive it trained on — no hindsight relabeling — stitched to the live tail (the `source`...

CryptoDataAPI: Get Quant Timeline. Daily market regime timeline, 2020-01-12 to yesterday (Pro Plus). Up to the model's training cutoff (`training_end`) every day comes from the file written at training time, the final model run over its full training history: the COVID crash, the 2021 bull, the LUNA/FTX bear and the 2024 ETF bull, labeled by the model that serves live. After the cutoff, each complete UTC day is the same model's forward filter over the live market features (`source: "live"`),...

CryptoDataAPI: Get Quant Whales. Hyperliquid whale activity — the ≥$100k account universe (Pro). Rolls every large Hyperliquid account (the same universe behind `/quant/positioning` and `/quant/gex`; active accounts re-polled every liq-map cycle — 15 min on the public path) up into a single read: * `summary` — accounts tracked, the behavioral-class split (`market_maker` / `whale` / `other`), aggregate long vs short notional, the long/short ratio and the whole-book `net_bias`...

CryptoDataAPI: Get Quant Whales History. Historic whale-activity movement — daily long/short notional (Pro Plus). `live_only=true` returns observed points only (`meta.first_live_date` is the first observed UTC day in the store, reported either way). A daily time-series of aggregate whale positioning: per UTC day the total `long_usd` / `short_usd` / `net_usd` / `gross_usd` across the ≥$100k account book, plus the day's top coins by net. Full-universe collection is recent, so the early part of...

CryptoDataAPI: Get Regimes. The 10-state long-horizon regime model + the current detected regime. ``regimes`` is the stable taxonomy (id, machine ``regime`` id, display name, description, typical duration and directional bias). ``current`` is the live classification with a ``rationale``, the inspectable ``signals`` that drove it, and — where applicable — an internal ``stage`` (Distribution) or ``euphoria_score`` (Speculative Euphoria). **Committed vs live.**...

CryptoDataAPI: Get Current. Just the current long-horizon regime — the trimmed companion to ``/regimes``. Same classification as the ``current`` block above, without the taxonomy.

CryptoDataAPI: Get Regime History. Committed long-horizon regime transitions over a window (Pro Plus). ``/regimes`` publishes only what is committed right now, so the sequence that produced it could not be reconstructed from this API at all. Each entry here is one committed run: which regime, the exact instant it committed, when the next one replaced it, and how long it held. **``committed_at`` is exact.** It comes from the ``in_regime_since`` stamped at commit time and carried in every...

CryptoDataAPI: Get Security Events. Filterable recent security-events list (up to 10d back). Narrow by event ``type``, affected ``symbol``, and ``min_severity``.

CryptoDataAPI: Get Security Regime. Recent security events — confirmed hacks/exploits + live stablecoin depegs. The main Security/Black Swan payload: every security event in the last ``window_days`` (default 10) with its affected symbols, severity, and acute short bias, plus the market-wide Security Stress score. Use `/security/regime/score` for the composite alone. **Partly backfillable** — the hack / flow-stress / depeg subscores replay from the dated DefiLlama hacks registry, archived net...

CryptoDataAPI: Get Security Regime Score. Market-wide Security Stress composite (0-100) + sub-scores + live sidecar. Baseline 0 (security stress is absence-by-default). Bands: dormant (<10), quiet (10-29), elevated (30-54), heavy (55-79), critical (≥80). Composite = 0.45·hack + 0.30·flow + 0.25·depeg, re-normalized over available feeds (``partial``/``inputs_available`` flag which were live). The ``security_headlines`` sidecar (classified rekt/SlowMist RSS) is live-only and excluded from the...

CryptoDataAPI: Get Fear Greed. Fear & Greed index (multi-source averaged).

CryptoDataAPI: Get Macro. Macro indicators: EUR/USD, gold, treasury yields.

CryptoDataAPI: Get Stablecoins. Stablecoin market cap + 14d/90d flows.

CryptoDataAPI: Get Stablecoin History. Raw stablecoin market cap history timeseries.

CryptoDataAPI: Get Remote Stablecoin History. Daily stablecoin mcap + inflows, derived from our own DefiLlama history.

CryptoDataAPI: List Strategies. Every catalogue strategy (optionally one group): summary, timeframe, indicators used and the CDA endpoints that feed it. Prompts and the full playbook fields are on /strategies/{slug}.

CryptoDataAPI: List Strategy Groups. Every strategy group with its description and strategy count.

CryptoDataAPI: Delayed event preview (no key). A free, keyless preview of the stream: the events from a 3-minute window that ended 30 minutes ago (`window_start`/`window_end`, event time, ms), oldest first, at most 900. `server_now` lets a client replay them at their original pace (`ts + delay_ms`). `events_per_min` is the window's rate. Cached for 60s. For real-time events use `GET /stream` (Pro).

CryptoDataAPI: Recent events (JSON). The newest events from the live stream as JSON, oldest first. Same event shape as `GET /stream`. `last_id` is the id to pass as `since_id` when opening the stream, so a client can backfill and then go live without a gap or a duplicate. Any key, Free included.

CryptoDataAPI: Get Supply Float. Circulating float and dilution overhang for every tracked coin. Ranked by **ascending float** — the tightest floats first, because that is the end of the distribution where supply is the story. A coin trading at a 23% float with three times its market cap still locked is a different instrument from one that is fully distributed. - `float_pct` (0..1) — circulating ÷ `supply_basis`. - `supply_basis` — **which denominator was used**: `max_supply` when the token...

CryptoDataAPI: Get Supply Unlocks. The forward token-unlock calendar — dated vesting cliffs. Sourced from DefiLlama's free emissions data and sized against the coin's own float, so a cliff reads as "12% of circulating supply on 1 Sept" rather than a raw token count. **This is a cliff calendar, not an emissions feed.** Continuous emission is deliberately excluded: mining inflation, linear vesting, and runs of identical daily releases are a drip, not a step, and publishing them as catalysts...

CryptoDataAPI: Get Trading Strategy Baskets. The 50-strategy meta-basket catalogue across 6 groups. Each basket carries a stable ``slug`` (the API contract, matching the web page anchor), a display ``name`` and a one-line ``description``. This is the top-level taxonomy; finer setups live as sub-strategies beneath each basket.

CryptoDataAPI: Get Implied Vol. BTC/ETH implied vol (Deribit DVOL) + variance risk premium. Current DVOL, 24h change, realized comparison and VRP: **BTC-only on Free**, BTC + ETH on Pro / Pro Plus. The full DVOL history series + the ATM implied-vol term structure are **Pro Plus** only (``detail: true``).

CryptoDataAPI: Get Volatility Index. Crypto Volatility Index (CVI) — market-wide realized vol + BTC/ETH implied. The headline ``cvi_realized_30`` is the **volume-weighted 30d annualized realized vol (%)** across the universe (each coin weighted by its mean daily notional). ``composite_score`` is the 0-100 vol-stress breadth gauge. ``majors`` carries BTC & ETH realized vs Deribit implied vol (DVOL) and the **variance risk premium** (``vrp`` = implied − realized). **Tiers:** the market-wide...

CryptoDataAPI: Get Volatility Index History. Daily CVI + vol-stress history, up to a year (**Pro Plus**). One point per UTC day in ``[today - days, today]``. From 2026-08-24 values come from each day's live archived snapshot. Earlier days are reconstructed from daily klines with the live formula and carry ``backfilled: true`` — CVI was only archived from 2026-07-23, and until 2026-08-24 the live universe still counted delisted exchange pairs with frozen prices, which roughly doubled the...

CryptoDataAPI: Get Volatility Regime. Per-asset realized-volatility regime across the SIGNUM_RGG universe. Each asset is classified into one of ``vol_shock``, ``expanding``, ``compressed``, ``mean_reverting``, or ``normal`` from realized vol (close-to- close, Parkinson, Garman-Klass) on daily klines. Each entry carries 7d/30d vol, the 90d vol percentile, term structure (7d/30d), and a vol-target position-size multiplier (``target_vol / current_vol``, capped). **Backfillable** — replayable...

CryptoDataAPI: Get Volatility Regime Score. Market-wide volatility-stress composite (0-100) + sentiment + regime mix. Higher score = more market-wide volatility stress (size down). Sentiment bands: stressed (≥70), elevated (55-69), normal (45-54), calm (30-44), dormant (<30) — where ``dormant`` is the dangerously-quiet, compressed-vol state. Trimmed companion to ``/volatility/regime`` — no per-coin list. Its daily history is ``composite_score`` on ``/volatility/index/history``.

CryptoDataAPI: Get Volume Scanner. Every Hyperliquid perp with its 24h volume, 30-day average, and multiplier. ``multiplier`` = live rolling-24h notional ÷ mean daily notional over the last 30 **settled** days (today's partial day is excluded from the baseline). A reading of 3.0 means the coin is trading at three times its normal daily volume. ``multiplier_median`` is the same ratio against the 30-day median, which is far less distorted by a single prior blow-off day — compare the two when a...

MacroDataAPI: Central bank policy rates. Current policy rate for the Fed (target range), ECB (deposit facility), Bank of England (Bank Rate) and RBA (cash rate target), with the last decision date and the next scheduled meeting. Refreshes every 5 minutes.

MacroDataAPI: Latest observed releases. The most recent releases we observed, newest first, with the headline series that changed. Refreshes every 60 seconds.

MacroDataAPI: Upcoming data releases. Scheduled releases for the next `days` days across every publisher, with the series each one updates. Refreshes every 5 minutes.

MacroDataAPI: Series catalog. Every series we collect with publisher, unit, frequency, latest period and next scheduled release. Filter by publisher, country or category. Refreshes every 60 minutes.

PredictionMarketDataAPI: Calibration of market prices (Pro). For resolved binary markets, how often the outcome priced at each probability bucket 24 hours before resolution actually won. Refreshes every 24 hours.

PredictionMarketDataAPI: Biggest probability moves. Open markets whose headline probability moved most over the window, among markets with at least $1,000 of volume in 24 hours. Refreshes every 5 minutes.

PredictionMarketDataAPI: Recently resolved markets. Resolved markets, newest first, with the winning outcome, resolution time and the winner's last traded price before resolution. Refreshes every 5 minutes.

StockMarketAPI: Get Calendar. Get the filing schedule calendar with filters. Returns expected and actual filing dates for tracked companies, with status tracking (upcoming, expected, received, overdue) and source information.

StockMarketAPI: Get Commodity Catalog. The commodities we serve, their default series and every backing source. Answers "which symbols and what will I get?": the top-level ``unit`` / ``frequency`` / ``source`` describe the primary series (daily market-data futures where a free feed exists, official monthly series otherwise); ``sources`` lists everything collected, including cross-checks selectable via ``?source=`` on the prices endpoint. ``coverage: "sparse"`` flags series with known...

StockMarketAPI: Get Commodity Quotes. Batch commodity prices with period change — one call for a strip. Delayed / end-of-day. Serves each commodity's **primary** series (daily futures, or the official monthly series for iron ore / coal / uranium / lithium / nickel — check ``frequency`` per quote). Accepts aliases (``GC=F``→GOLD, ``IRON_ORE``→IRONORE, …); unknown symbols or ones with no history yet come back in ``not_found``. ``currency=AUD`` derives from the latest stored AUDUSD rate with fx...

StockMarketAPI: List Companies. List all companies with pagination.

StockMarketAPI: Bulk Get Companies. Get detailed info for multiple companies in a single call. Accepts up to 25 comma-separated ticker symbols and returns company details including latest financials date, data completeness, and price data availability.

StockMarketAPI: Get Coverage. Full covered-universe listing in a single call. Compact rows with listing identity and stored dataset/source metadata for every active company, so a consumer can align its universe to ours without paging ``/companies`` (capped at MAX_PAGE_SIZE). For full profiles use ``/companies/bulk``; for calculated metrics use ``/companies/metrics/bulk``. Dates identify stored bars/periods, including sparse financial periods; presence does not assess freshness, completeness,...

StockMarketAPI: Bulk Get Metrics. Calculated metrics for multiple companies in a single call. Path is ``/api/v1/companies/metrics/bulk``. Accepts either ``?tickers=`` or its alias ``?symbols=`` (max 100). Each ticker is resolved via the same logic as /{ticker}/metrics/summary (latest FY financials, latest market data). Tickers without financial data are reported in `not_found` rather than failing the whole request.

StockMarketAPI: Get Quotes. Batch quotes for a watchlist — one call for many symbols. **Price basis:** ``price`` and ``prev_close`` are as quoted: not dividend-adjusted, and on the same basis as each other and as ``close_split_adjusted`` on ``/companies/{ticker}/prices``. They are NOT on the basis of that endpoint's ``close``, which is also dividend-adjusted. Returns delayed / end-of-day data (price, change, day range, volume, market cap, 52-week range) assembled from the latest market-data...

StockMarketAPI: Search Companies. Search companies by ticker or name. Results are ranked exact-ticker first, then ticker-prefix, then any other ticker/name substring match (ticker-alphabetical within each tier) so a ticker lookup returns the intended company first. User-supplied LIKE wildcards (``%``/``_``) are escaped and matched literally.

StockMarketAPI: List Data Issues. List data quality issues across the dataset, newest first.

StockMarketAPI: List Formulas. List all formula definitions.

StockMarketAPI: List Categories. List all formula categories.

StockMarketAPI: Get Fx Rate. Latest stored FX rate (rate = quote ccy per 1 base ccy; AUDUSD = USD per AUD). FRED (Fed noon buying rate) preferred over the market-data fallback — the same rate the ``currency=AUD`` commodity conversions use, exposed so consumers can convert anything else themselves.

StockMarketAPI: Get Fx Rate History. Daily FX history — one observation per date, fred preferred on collisions.

StockMarketAPI: List Indices. List all available market indices with member counts.

StockMarketAPI: Get Index Catalog. List the benchmark symbols we serve levels for (use these with /quotes). Answers "which index symbols should we use?" — e.g. ``SPX``, ``IXIC``, ``DJI``, ``VIX``, ``ASX200``, ``US10Y``. The /quotes endpoint also accepts common aliases (``^GSPC``, ``SP500``, ``^TNX`` …).

StockMarketAPI: Get Index Quotes. Batch benchmark levels with day change — one call for the index strip. Delayed / end-of-day (``is_delayed: true``). Accepts canonical symbols and aliases (``^GSPC``→SPX, ``^TNX``→US10Y, …). Unknown symbols, or ones with no level history yet, are returned in ``not_found``.

StockMarketAPI: Get Bulk News. Cached, source-consolidated news for a bulk list of tickers. On-demand: a cold ticker is whitelisted and fetched in the background, so its first response may carry no articles (it appears in ``refreshing`` with a ``202``). Once cached, duplicate reports of the same story across sources are merged into a single item that lists every source.

StockMarketAPI: Get Market Feed. Market-wide news feed — freshest stories across the whole collected universe. Unlike the ticker-scoped ``/news``, this isn't limited to a caller's list: it returns the company stories we hold, each tagged with the ``sectors`` (trending-theme ids) its ticker belongs to. Coverage spans every sector because the daily refresh keeps all trending-sector stocks collected. By default the All feed is **sector-balanced** (round-robin across sectors) so one busy sector...

StockMarketAPI: Get Market News. Market-level commentary — stories that belong to the market, not a ticker. Currently sourced from curated YouTube playlists (Bloomberg's *Wall Street Week*), ingested daily. Items are videos: ``url`` opens the video, ``image_url`` is its thumbnail, ``source`` records provenance. Same delayed /EOD posture as the rest of the API.

StockMarketAPI: List Sectors. List sectors with the count of active companies in each. Sectors are the canonical GICS names (e.g. ``Information Technology``, ``Health Care``). ``/sectors/{sector}/stats`` also accepts provider-style or aliased inputs (``Technology``, ``Healthcare``, ``Financial Services``) — they canonicalize to the stored name — but these are the exact strings we store.

StockMarketAPI: Get Trending Themes. Curated thematic baskets (AI, Semiconductors, EV & Battery…) ranked by today's move, each with its leading names. Themes are **curated editorial groupings**, not GICS sectors — a company can belong to several, and membership lives in ``theme_registry`` tagged ``source: "curated"``. For each theme we aggregate the *delayed / end-of-day* quotes of the members we cover: - ``change_pct`` — the basket's combined move. Cap-weighted when every covered...

StockMarketAPI: Top companies by market cap (live, cached 10 min). Return the top companies by market cap, server-cached for ~10 minutes. Uses a curated mega-cap universe (Apple, Microsoft, NVIDIA, etc.) and reads the worker's last successful price and market-cap snapshot. Sorted by market cap desc. A cold cache returns an empty list while a refresh is queued. The ``cache`` block exposes age/freshness so callers can decide whether to retry — aligns with the project's provenance mission.

CryptoDataAPI: Get Daily Snapshot By Date. Retrieve an archived daily snapshot for `date` (YYYY-MM-DD UTC). Returns the full snapshot identical in shape to `/api/v1/daily`, including the new `onchain_health_score` field. Use this to build historical regime-tagged backtests without re-computing per-day signals yourself. A snapshot for today is not written until the 20:00 UTC daily build (it is keyed by build date, so day D lands at 20:00 UTC on D — NOT 01:00 UTC, which is the separate...

CryptoDataAPI: Get Coin. Get a single coin profile by symbol (e.g., BTC, ETH).

CryptoDataAPI: Get Token Security. Token security report — rug detection, honeypot check, risk scoring.

CryptoDataAPI: Get Token Info. Token info + top pools for a specific token on a chain.

CryptoDataAPI: Get Event Regime Symbol. Per-symbol catalyst overlay — pending catalysts (≤7d) + net bias (Pro+).

CryptoDataAPI: Get Exchange Detail. One exchange profile by slug (e.g. `hyperliquid`, `binance`). Same shape as a row from `/exchanges`. Returns 404 for an unknown slug — the known set is in that endpoint's `all_slugs`. No API key required.

CryptoDataAPI: Get Trader Profile. On-demand trade profile for ANY Hyperliquid address. Fetches fill history and computes stats.

CryptoDataAPI: Get Wallet Trades. Historical trades for any Hyperliquid address with summary statistics.

CryptoDataAPI: Get Indicator. One indicator in full: definition summary, strategies that use it, the CDA endpoints behind it, its AlgoBrain page path and an AI-agent prompt.

CryptoDataAPI: Get Signum Rgg Symbol. Per-asset SIGNUM_RGG detail with the last 60 days of color history. ``history`` is the completed-bar colour per day (same contract as the list route). ``intraday_history`` (the per-bar 1h series) is **only populated with ``?intraday=true``** — it costs a live candle pull, memoised per symbol for 30 minutes; without the flag the response is served entirely from the hourly cache. ``h4_history`` (the per-bar 4h series on the UTC grid of...

CryptoDataAPI: Get Technical Regime Symbol. Per-asset Technical / Structural detail with 60d daily history. `history` contains compact daily bars (close, RSI-14, BB bandwidth, SMA-200, above_200) suitable for sparkline rendering. Hyperliquid thousand-unit tickers (``kBONK``, ``kPEPE``, ``kSHIB``) are accepted as aliases of the plain symbol.

CryptoDataAPI: Get Depth For Coin. Per-coin depth history (rolling, up to 24h). Free: BTC only; Pro + Pro Plus: any tracked coin. **Tracked universe is the top 25 Hyperliquid perps by 24h notional** (re- selected each sweep), not every coin — an untracked coin 404s. The current set is the ``coins`` list on ``/liquidity/depth``. ``minutes`` is a **time** window measured back from now, not a row count. Sampling runs on a ~2-minute timer and can skip, so ``count`` is the number of snapshots...

CryptoDataAPI: Get Health Component. Get a single component by name.

CryptoDataAPI: Btc Cycle Indicator By Name. Single BTC cycle indicator by name (fields as on /btc/cycle-indicators). A retired CoinGlass-only name (`rainbow_chart`, `bitcoin_bubble`, `bull_market_peak`) is a 410; any other unknown name is a 400.

CryptoDataAPI: Etf Flows. US spot-ETF daily net flow for BTC, ETH or SOL, **keyed by trade date**. ``flows`` holds SETTLED days only (the full Farside "Total" for that US trade date), oldest first; ``latest`` is the newest of them. The day still being reported — Farside fills a new row issuer by issuer, IBIT and FBTC last — is returned separately as ``in_progress`` (``status: "partial"``, with how many funds have reported) and never counts toward ``flows``. Rebuilt 2026-09-25: this used to...

CryptoDataAPI: Get Meme Regime Symbol. Per-asset Meme regime detail with 60d daily history (Pro+). `history` contains compact daily bars (close, 30d Garman-Klass vol) suitable for sparkline rendering. Hyperliquid thousand-unit tickers (``kBONK``, ``kPEPE``, ``kSHIB``) are accepted as aliases of the plain symbol.

CryptoDataAPI: Get Coin News. Qualified events and news feature values for one Hyperliquid perp. Free tier is limited to BTC and ETH; Pro and above may query any perp. Pro Plus additionally receives the score components and the measured `market_response` per window.

CryptoDataAPI: Get Nft Collection. Per-collection daily volume time-series.

CryptoDataAPI: Get Exchange Flows. Net Transfer flow to/from CEX wallets for `symbol`, across windows. Symbol must be a token tracked by the exchange-flows collector across the supported chains (ETH, BSC, Base, Arbitrum, Optimism, Tron, Solana), or native BTC (balance deltas on Binance, Bybit and OKX wallets from their own proof-of-reserves lists). The same symbol can be tracked on multiple chains; see `by_chain`. `exchanges_covered` lists the exchanges with at least one watched wallet on a...

CryptoDataAPI: Get Exchange Flow History. Archived CEX inflow/outflow for `symbol`, back to 2026-05-28. The rolling windows on `/exchange-flows/{symbol}` have been sampled every ~30 minutes since 2026-05-28. Each point is one sample: the trailing 1h and 24h inflow/outflow/net summed across chains (and exchanges, unless `exchange` is given), plus the 1h window per exchange. `interval=1h` keeps the last sample in each UTC hour; `raw` returns every sample (their 1h windows overlap). At most 93...

CryptoDataAPI: Get Quant Coin. Full per-coin probability object with explain block (Pro). Everything /quant/market provides, conditioned on the whole-market regime (the coin's transition matrix is the market-posterior-weighted mixture — inspect `explain.transition_mixture_weights`). `recent_regimes` carries the last ~48 inference rows for sparkline rendering. Coins with under 60 days of history return the object flagged `insufficient_history` rather than 404.

CryptoDataAPI: Get Security Regime Symbol. Per-symbol security overlay — implicating events + acute bias (Pro+).

CryptoDataAPI: Get Strategy. One strategy in full: edge mechanism, data inputs, indicators, feeding endpoints, backtest status, AlgoBrain playbook path and two AI-agent prompts (build it, backtest it).

CryptoDataAPI: Get Volatility Regime Symbol. Per-asset Volatility regime detail with 60d daily history. Coin scope follows the plan: **Free = BTC only**, Pro / Pro Plus = any coin. The 60d ``history`` series is **Pro Plus** only (empty on Free / Pro). Hyperliquid thousand-unit tickers (``kBONK``, ``kPEPE``, ``kSHIB``) are accepted as aliases of the plain symbol.

CryptoDataAPI: Get Volume Scanner Symbol. One perp's volume multiplier plus its 30-day daily notional series (**Pro**). Hyperliquid thousand-unit tickers (``kBONK``, ``kPEPE``, ``kSHIB``) are accepted as aliases of the plain symbol.

MacroDataAPI: Latest value of a series. The latest print with the previous period, period-over-period and year-over-year change, when it was released and when the next release is scheduled. Refreshes at each release; polled every 5 minutes on release days.

MacroDataAPI: History of a series (point-in-time with as_of). Observations newest first. With `as_of`, every period is returned as it was known on that date (the newest vintage on or before it), which is what a backtest needs. Refreshes at each release.

MacroDataAPI: Revisions of one period. Every value we have recorded for one period of one series, oldest vintage first: the initial print and each revision with its vintage date. Refreshes at each release.

MacroDataAPI: Daily par yield curve. Every tenor of the par yield curve for the latest session (or the session on or before `date`), the previous session, the change per tenor and the 2s10s and 3m10y spreads. US today. Refreshes every 30 minutes.

PredictionMarketDataAPI: One market with every outcome. Every outcome's last traded price (micro-USD) and implied probability (basis points), 24 hour volume and trades, status and resolution. market_id is a condition id, an outcome token id, or 'top' for the busiest live market. Refreshes every 15 seconds.

PredictionMarketDataAPI: Cross-venue consensus. The real-money probability for one question (volume weighted across real-money venues) with any matched play-money venues shown beside it and not weighted in. Today the real-money side is the on-chain Polymarket price only; play-money matching arrives with the Manifold integration. Refreshes every 60 seconds.

PredictionMarketDataAPI: Price history as OHLC bars (Pro). OHLC bars per outcome in micro-USD with volume (taker side, micro-USD) and trade counts. interval 1m covers the last 90 days, 1h and 1d the full history. Bars are immutable once closed; the resolution is a separate field so a backtest cannot see the outcome early. Refreshes every 60 seconds.

StockMarketAPI: Get Commodity Prices. Historical price series for one commodity (charts / analysis). Daily series behave like ``/indices/{symbol}/prices`` (1d/1wk bars, no intraday). Monthly-anchor series serve native monthly close-only bars — ``interval`` comes back ``1mo`` and weekly resampling is rejected. ``currency=AUD`` converts per-bar with forward-filled daily rates; bars with no usable rate have null prices (honest gaps, see fx service).

StockMarketAPI: Get Company. Get company details by ticker (supports aliases).

StockMarketAPI: Get Company Analyst Consensus. Third-party analyst consensus + 12-month price target (market-data provider source). Returns the mean/high/low target, consensus rating, and analyst count, plus a convenience ``upside_pct`` against the latest price. ``has_consensus`` is False (with null fields) when no analyst coverage is held for the ticker — a completeness signal rather than an error.

StockMarketAPI: Get Company Completeness. Per-statement data-completeness breakdown for the latest reporting period.

StockMarketAPI: Get Company Data Issues. Data quality issues recorded for this company (provenance / divergence).

StockMarketAPI: Get Company Filings. Get filings for a company — SEC EDGAR (US-listed) and/or ASX reports. ``document_url`` is a permanent link for both sources: SEC rows point at EDGAR, ASX rows at our own ``/filings/{accession_number}/download``, which returns the file itself. Safe to store or embed. Use ``source=sec_edgar`` or ``source=asx`` to filter.

StockMarketAPI: Get Company Financials. Get financial statements for a company. - ``?period=ttm`` returns a single trailing-twelve-month aggregate (sum of the last 4 standalone quarters for flows; latest quarter for balance-sheet instants). - Quarterly rows carry a ``cash_flow_basis`` flag (standalone / cumulative / unknown). Pass ``?cash_flow=standalone`` to de-cumulate SEC year-to-date cash flow into true per-quarter values.

StockMarketAPI: Company Logo. Company logo bytes, cached in R2. PUBLIC (no API key) so it can be embedded directly in an ``<img src>``. A real logo is cached for a week; a placeholder only briefly (see below). This is what ``CompanyDetail.logo_url`` points to. Serves a generic placeholder when we have no domain for the company (or the ticker is unknown), so the URL is always safe to render. ``theme``/``format`` are honoured by Logo.dev; if no Logo.dev token is configured we fall back to...

StockMarketAPI: Get Company Metrics. Get calculated metrics for a company.

StockMarketAPI: Get Company Metrics History. Per-period metrics over time + rolling averages.

StockMarketAPI: Get Company Metrics Summary. Get summary of key metrics for a company. Includes 5-year averages for dividend yield, EBITDA margin, and ROE when historical FY data is available — Fred McNaught's framework relies on these averages over single-year snapshots. Pass ``?period=ttm`` to value the company off trailing-twelve-month earnings instead of the latest fiscal year — important for fast growers whose FY P/E understates the current run-rate.

StockMarketAPI: Get Company News. Get news articles and press releases for a company.

StockMarketAPI: Get Company Prices. Historical OHLC price series for charts. We hold **daily** OHLCV, so intervals are ``1d`` (default) or ``1wk`` (resampled from daily) — open to every tier. ``range=1D`` (``interval=15m``) is real intraday data for **S&P 500 + ASX 200 only**, gated to paid tiers (free-tier keys get a 403 upsell); every other ticker returns an honest empty series, not an error. The window is anchored to the most recent available bar/session (not wall-clock now) so series...

StockMarketAPI: Get Company Sector Stats. Where a company sits within its sector for each aggregated metric. For every metric we return the company's own value, the sector median, and its rank/percentile among peers that have the metric populated. Replaces client-side "vs peer median" estimation. Rank is ascending (1 = lowest value); interpret direction per metric (low P/E vs high ROE).

StockMarketAPI: Get Company Technicals. Technical indicators (RSI, MACD, SMAs, EMA-20, ATR) from daily prices. Everything here is derived from our own daily price history — no new data source. Indicators that need more history than we hold (e.g. SMA-200 with < 200 bars) come back null rather than fabricated. ``beta`` is passed through from the company profile snapshot when available.

StockMarketAPI: Download Filing. Stable download link for an ASX report — returns the file itself. This is what ``filings[].document_url`` points to for ASX rows, and it never expires, so a link that was stored, cached or baked into a page months ago still resolves. The answer is 200 with the document in the body (``Content-Disposition: inline``, so a browser shows it in place). ``redirect=true`` instead 302s to a presigned storage URL minted per request. ``format=pdf`` (default) is...

StockMarketAPI: Get Etf Holdings. Published constituents and sector allocation for an ETF. Sources publish a top-N snapshot rather than the full book, so ``holdings_weight_total`` reports how much of the fund the listed positions actually account for — for a broad index fund that is well under 1.0. An empty ``holdings`` list with ``publishes_no_holdings: true`` is a real answer, not a gap: a spot-commodity ETP (IBIT, GBTC) holds a single asset and publishes no breakdown.

StockMarketAPI: Get Formula By Name. Get a specific formula definition by name. Returns the complete formula documentation including: - Display name and category - Formula expression - Description of what it measures - Required input fields - XBRL tags used for data extraction - Special handling notes - Example interpretation

StockMarketAPI: Get Index Members. List all companies in a given market index (e.g., sp500).

StockMarketAPI: Get Index Prices. Historical level series for one benchmark (for sparklines / charts). Same windowing as ``/companies/{ticker}/prices``: daily bars, ``1d`` or ``1wk`` (weekly resampled), no intraday. For a yield series (US10Y) only the ``close`` is populated (OHLC are null).

StockMarketAPI: Brand Image. Branded feature image for a document-only news source, by category. Public (no API key) so it can be embedded straight into an ``<img src>``; cached for a week. This is what `articles[].image_url` points to when `image_type == "source_brand"` — i.e. a source like ASX announcements, whose stories are PDFs and can never carry a scraped image of their own.

StockMarketAPI: Source Icon. Favicon for a news source domain — cached in R2, generic placeholder on miss. Public (no API key) so it can be embedded directly in an ``<img src>``. A real icon is cached for a week, a placeholder for a minute. This is what `articles[].image_url` points to when a story has no thumbnail of its own. Only domains our stored news links to are ever fetched; anything else gets the placeholder without touching storage or the network.

StockMarketAPI: Get Sector Stats. Per-metric distributions (min/p25/median/p75/max/mean) for a sector. ``company_count`` is the sector's active-company count; each metric's ``count`` is how many of those actually have that metric populated — a completeness signal, not a financial judgement.