Market Analytics

GET 
/analytics/:symbol/:analytics_type

Analytics data divided into time buckets

Request

Path Parameters

symbol stringrequired

Market symbol

analytics_type Type of analyticsrequired

Possible values: [open-interest, aggressor-differential, trade-volume, trade-count, liquidation-volume, rolling-volatility, long-short-ratio, long-short-info, cvd, top-traders, orderbook, spreads, liquidity, slippage, future-basis]

Query Parameters

since int64required

epoch time in seconds

interval Resolution in secondsrequired

Possible values: [60, 300, 900, 1800, 3600, 14400, 43200, 86400, 604800]

to integer

epoch time in seconds, default now

Responses

200

Available analytics by type and symbol

application/json

Schema

Schema

result objectrequired
timestamp integer[]required
data object required
oneOf
MOD1
Array [
oneOf
MOD1
number
MOD2
string
Ohlc
Array [
number
]
]
Statistic of long and short positions
longCount integer[]
shortCount integer[]
longPercent big-decimal[]
shortPercent big-decimal[]
ratio big-decimal[]required
Orderbook analytics data
bid object required
oneOf
Orderbook spread data
best_price big-decimal[]required
Orderbook liquidity data
liquidity_005 big-decimal[]required
liquidity_01 big-decimal[]required
liquidity_025 big-decimal[]required
liquidity_05 big-decimal[]required
liquidity_10 big-decimal[]required
liquidity_100 big-decimal[]required
Orderbook slippage data
slippage_1k big-decimal[]required
slippage_10k big-decimal[]required
slippage_100k big-decimal[]required
slippage_1m big-decimal[]required
Combination of all orderbook metrics
slippage1k big-decimal[]required
slippage10k big-decimal[]required
slippage100k big-decimal[]required
slippage1m big-decimal[]required
bestPrice big-decimal[]required
liquidity005 big-decimal[]required
liquidity01 big-decimal[]required
liquidity025 big-decimal[]required
liquidity05 big-decimal[]required
liquidity10 big-decimal[]required
liquidity100 big-decimal[]required
ask object required
oneOf
Orderbook spread data
best_price big-decimal[]required
Orderbook liquidity data
liquidity_005 big-decimal[]required
liquidity_01 big-decimal[]required
liquidity_025 big-decimal[]required
liquidity_05 big-decimal[]required
liquidity_10 big-decimal[]required
liquidity_100 big-decimal[]required
Orderbook slippage data
slippage_1k big-decimal[]required
slippage_10k big-decimal[]required
slippage_100k big-decimal[]required
slippage_1m big-decimal[]required
Combination of all orderbook metrics
slippage1k big-decimal[]required
slippage10k big-decimal[]required
slippage100k big-decimal[]required
slippage1m big-decimal[]required
bestPrice big-decimal[]required
liquidity005 big-decimal[]required
liquidity01 big-decimal[]required
liquidity025 big-decimal[]required
liquidity05 big-decimal[]required
liquidity10 big-decimal[]required
liquidity100 big-decimal[]required
AnalyticsCvdData
buyVolume big-decimal[]required
sellVolume big-decimal[]required
cvd big-decimal[]required
AnalyticsTopTradersData
top20Percent objectrequired
openInterest big-decimal[]required
longCount integer[]required
shortCount integer[]required
longPercent big-decimal[]required
shortPercent big-decimal[]required
ratio big-decimal[]required
AnalyticsLiquidityPoolData
usdValue big-decimal[]required
AnalyticsFutureBasisData
basis big-decimal[]required
errors object[]required
Array [
severity stringrequired
error_class stringrequired
type stringrequired
msg string
value string
field string
]

Example (from schema)

{
  "result": {
    "timestamp": [
      0
    ],
    "data": [
      null
    ]
  },
  "errors": [
    {
      "severity": "string",
      "error_class": "string",
      "type": "string",
      "msg": "string",
      "value": "string",
      "field": "string"
    }
  ]
}

400

Query has invalid arguments

application/json

Schema

Schema

result objectrequired
timestamp integer[]required
data object required
oneOf
MOD1
Array [
oneOf
MOD1
number
MOD2
string
Ohlc
Array [
number
]
]
Statistic of long and short positions
longCount integer[]
shortCount integer[]
longPercent big-decimal[]
shortPercent big-decimal[]
ratio big-decimal[]required
Orderbook analytics data
bid object required
oneOf
Orderbook spread data
best_price big-decimal[]required
Orderbook liquidity data
liquidity_005 big-decimal[]required
liquidity_01 big-decimal[]required
liquidity_025 big-decimal[]required
liquidity_05 big-decimal[]required
liquidity_10 big-decimal[]required
liquidity_100 big-decimal[]required
Orderbook slippage data
slippage_1k big-decimal[]required
slippage_10k big-decimal[]required
slippage_100k big-decimal[]required
slippage_1m big-decimal[]required
Combination of all orderbook metrics
slippage1k big-decimal[]required
slippage10k big-decimal[]required
slippage100k big-decimal[]required
slippage1m big-decimal[]required
bestPrice big-decimal[]required
liquidity005 big-decimal[]required
liquidity01 big-decimal[]required
liquidity025 big-decimal[]required
liquidity05 big-decimal[]required
liquidity10 big-decimal[]required
liquidity100 big-decimal[]required
ask object required
oneOf
Orderbook spread data
best_price big-decimal[]required
Orderbook liquidity data
liquidity_005 big-decimal[]required
liquidity_01 big-decimal[]required
liquidity_025 big-decimal[]required
liquidity_05 big-decimal[]required
liquidity_10 big-decimal[]required
liquidity_100 big-decimal[]required
Orderbook slippage data
slippage_1k big-decimal[]required
slippage_10k big-decimal[]required
slippage_100k big-decimal[]required
slippage_1m big-decimal[]required
Combination of all orderbook metrics
slippage1k big-decimal[]required
slippage10k big-decimal[]required
slippage100k big-decimal[]required
slippage1m big-decimal[]required
bestPrice big-decimal[]required
liquidity005 big-decimal[]required
liquidity01 big-decimal[]required
liquidity025 big-decimal[]required
liquidity05 big-decimal[]required
liquidity10 big-decimal[]required
liquidity100 big-decimal[]required
AnalyticsCvdData
buyVolume big-decimal[]required
sellVolume big-decimal[]required
cvd big-decimal[]required
AnalyticsTopTradersData
top20Percent objectrequired
openInterest big-decimal[]required
longCount integer[]required
shortCount integer[]required
longPercent big-decimal[]required
shortPercent big-decimal[]required
ratio big-decimal[]required
AnalyticsLiquidityPoolData
usdValue big-decimal[]required
AnalyticsFutureBasisData
basis big-decimal[]required
errors object[]required
Array [
severity stringrequired
error_class stringrequired
type stringrequired
msg string
value string
field string
]

Example (from schema)

{
  "result": {
    "timestamp": [
      0
    ],
    "data": [
      null
    ]
  },
  "errors": [
    {
      "severity": "string",
      "error_class": "string",
      "type": "string",
      "msg": "string",
      "value": "string",
      "field": "string"
    }
  ]
}

404

Symbol or analytics type could not be found

application/json

Schema

Schema

result objectrequired
timestamp integer[]required
data object required
oneOf
MOD1
Array [
oneOf
MOD1
number
MOD2
string
Ohlc
Array [
number
]
]
Statistic of long and short positions
longCount integer[]
shortCount integer[]
longPercent big-decimal[]
shortPercent big-decimal[]
ratio big-decimal[]required
Orderbook analytics data
bid object required
oneOf
Orderbook spread data
best_price big-decimal[]required
Orderbook liquidity data
liquidity_005 big-decimal[]required
liquidity_01 big-decimal[]required
liquidity_025 big-decimal[]required
liquidity_05 big-decimal[]required
liquidity_10 big-decimal[]required
liquidity_100 big-decimal[]required
Orderbook slippage data
slippage_1k big-decimal[]required
slippage_10k big-decimal[]required
slippage_100k big-decimal[]required
slippage_1m big-decimal[]required
Combination of all orderbook metrics
slippage1k big-decimal[]required
slippage10k big-decimal[]required
slippage100k big-decimal[]required
slippage1m big-decimal[]required
bestPrice big-decimal[]required
liquidity005 big-decimal[]required
liquidity01 big-decimal[]required
liquidity025 big-decimal[]required
liquidity05 big-decimal[]required
liquidity10 big-decimal[]required
liquidity100 big-decimal[]required
ask object required
oneOf
Orderbook spread data
best_price big-decimal[]required
Orderbook liquidity data
liquidity_005 big-decimal[]required
liquidity_01 big-decimal[]required
liquidity_025 big-decimal[]required
liquidity_05 big-decimal[]required
liquidity_10 big-decimal[]required
liquidity_100 big-decimal[]required
Orderbook slippage data
slippage_1k big-decimal[]required
slippage_10k big-decimal[]required
slippage_100k big-decimal[]required
slippage_1m big-decimal[]required
Combination of all orderbook metrics
slippage1k big-decimal[]required
slippage10k big-decimal[]required
slippage100k big-decimal[]required
slippage1m big-decimal[]required
bestPrice big-decimal[]required
liquidity005 big-decimal[]required
liquidity01 big-decimal[]required
liquidity025 big-decimal[]required
liquidity05 big-decimal[]required
liquidity10 big-decimal[]required
liquidity100 big-decimal[]required
AnalyticsCvdData
buyVolume big-decimal[]required
sellVolume big-decimal[]required
cvd big-decimal[]required
AnalyticsTopTradersData
top20Percent objectrequired
openInterest big-decimal[]required
longCount integer[]required
shortCount integer[]required
longPercent big-decimal[]required
shortPercent big-decimal[]required
ratio big-decimal[]required
AnalyticsLiquidityPoolData
usdValue big-decimal[]required
AnalyticsFutureBasisData
basis big-decimal[]required
errors object[]required
Array [
severity stringrequired
error_class stringrequired
type stringrequired
msg string
value string
field string
]

Example (from schema)

{
  "result": {
    "timestamp": [
      0
    ],
    "data": [
      null
    ]
  },
  "errors": [
    {
      "severity": "string",
      "error_class": "string",
      "type": "string",
      "msg": "string",
      "value": "string",
      "field": "string"
    }
  ]
}

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