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API · /futurescurve-api

Crypto Futures Term Structure & Basis Curve API

healthy 4,836 Subscribers

The shape of the crypto dated-futures curve and the annualised basis at every expiry, read live from Deribit's public futures book — no key, nothing stored. A single spot price tells you nothing about what the market pays to hold a position over time: dated futures trade at a premium (contango) or a discount (backwardation) to spot, and that premium, annualised, is the cash-and-carry yield basis traders harvest. The curve endpoint returns, for a currency (BTC or ETH), the spot index, the perpetual and every listed dated future — each with its days to expiry, mark price, the absolute and percent basis to spot and the annualised basis — plus the overall curve shape (contango or backwardation) and the front- and back-month annualised basis. The basis endpoint returns the annualised basis (cash-and-carry yield) for a chosen expiry, or the front future. This is the futures-curve / term-structure cut for crypto — distinct from the spot-versus-perpetual basis API (a single point on the curve), and from the funding-rate, options, max-pain, gamma and price APIs in the catalogue. Currency is BTC or ETH; expiry is a Deribit code like 26JUN26.

#futures-curve #term-structure #basis #contango #deribit #crypto #derivatives
api.oanor.com/futurescurve-api
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Machine-readable spec so AI agents can integrate this API.

/api/futurescurve-api/openapi.json
/api/futurescurve-api/llms.txt

Discovery: GET /api/index.json lists every API.

Crypto Futures Term Structure & Basis Curve API — live data on the oanor API marketplace

API health

healthy
Uptime
100.00%
Server probes · 24h
Avg latency
122 ms
Server probes · 24h
Subscribers
4,836
active
Total calls
63
last 7 days
status Full status page → · 12 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 400 calls / month
  • 2 requests / second
  • Hard cap (429 above quota, no overage)
  • 400 calls/month
  • 2 req/sec
  • Full curve + basis
  • No credit card
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Starter

€12.32 /month

  • 10,800 calls / month
  • 6 requests / second
  • Hard cap (429 above quota, no overage)
  • 10,800 calls/month
  • 6 req/sec
  • BTC & ETH term structure
  • Email support
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Pro

€37.44 /month

  • 64,000 calls / month
  • 16 requests / second
  • Hard cap (429 above quota, no overage)
  • 64,000 calls/month
  • 16 req/sec
  • Cash-and-carry & calendar pipelines
  • Priority support
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Business

€85.40 /month

  • 340,000 calls / month
  • 40 requests / second
  • Hard cap (429 above quota, no overage)
  • 340,000 calls/month
  • 40 req/sec
  • Basis-trading desk scale
  • Dedicated SLA
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Related APIs

Other APIs with overlapping tags.

Commodity Futures Term Structure API — oanor API marketplace

Commodity Futures Term Structure API

The shape of the commodity futures curve — contango versus backwardation — and the roll yield it pays, computed live from Yahoo Finance dated futures contracts, no key, nothing stored. A single commodity price hides the most important thing about it: what the market charges to hold it forward. When deferred contracts cost MORE than the front (an upward curve, contango) a long futures position bleeds money as it rolls up the curve each month; when they cost LESS (a downward curve, backwardation — classic for crude oil in tight markets) the roll pays you. That roll yield, not the spot move, is what drives the long-run return of commodity-index investing. This API reads the actual dated contracts — the front month and the deferred months out the curve — for crude oil, natural gas, gasoline, gold, silver, copper, corn, wheat and soybeans, and returns the full term structure, the front-to-second-month roll yield annualised, the curve shape and the front-vs-back spread. The curve endpoint returns one commodity's full chain; the screener endpoint ranks every commodity by roll yield, separating the backwardated markets (positive carry for a long) from the contango ones (negative carry). This is the commodity futures term-structure / roll-yield cut — distinct from the crypto dated-futures curve API, the inter-commodity crack/crush spread API, the commodity-momentum and seasonality APIs and the spot price feeds. It is the carry, read straight off the curve.

api.oanor.com/commoditycurve-api

 VIX Term Structure API — oanor API marketplace

VIX Term Structure API

The shape of the equity volatility curve — the single most-watched regime signal in the options world — computed live from Yahoo Finance, no key, nothing stored. A VIX level tells you how scared the market is right now; the term structure tells you whether that fear is short-term panic or a calm, persistent state, and which way it is rolling. This API reads the S&P 500 implied-volatility curve across four tenors — the 9-day VIX, the headline 30-day VIX, the 3-month VIX and the 6-month VIX — and turns it into a regime. When the curve slopes up (VIX < VIX3M < VIX6M) the market is in contango: calm, with near-term vol cheaper than far, the state short-vol strategies harvest. When it inverts to backwardation (VIX above VIX3M) the front end is bid above the back: acute stress, fear spiking, historically near capitulation. The structure endpoint returns the live curve, the contango ratio (VIX / VIX3M), the short-end ratio (VIX9D / VIX), the roll yield a short-vol position would earn, the slope classification and a regime read, with VVIX (the vol of the VIX) for context. The history endpoint returns the daily time series of the contango ratio and flags every backwardation day. The percentile endpoint places today's contango ratio in its one-year range. This is the volatility term-structure / contango-backwardation cut — distinct from the cross-asset VIX-family level board, the crypto DVOL index and the realised-volatility APIs. It is the shape of fear, not its level.

api.oanor.com/vixterm-api

 Crypto Basis API — oanor API marketplace

Crypto Basis API

Live crypto spot-versus-perpetual basis and premium as an API, served from the Bybit v5 feed. The basis is the gap between a coin's perpetual-futures price and its spot price: when the perp trades above spot the market is in contango (leveraged longs are paying up), when below it is in backwardation. For any coin this returns the spot price, the perp last, mark and index price, the basis in absolute and percentage terms, the mark-to-index premium, the market structure, and the funding rate — per-8-hour and annualised — that arbitrages the basis away. Get a coin's basis, or scan the majors ranked by basis. The cash-and-carry and funding-arbitrage signal layer for trading and dashboard apps. Live, no key, no cache. Distinct from funding-rate, open-interest and price APIs — this is the spot-perp basis.

api.oanor.com/cryptobasis-api

 Deribit API — oanor API marketplace

Deribit API

Live market data from Deribit — the leading crypto options and futures exchange. A keyless, no-account JSON wrapper over Deribit's public v2 API. Read the spot index price for any settlement currency (BTC, ETH, USDC, USDT), pull a full ticker for any instrument — last / mark / index price, best bid-ask, open interest and 8-hour funding for perpetuals, plus mark implied volatility and the greeks (delta, gamma, vega, theta, rho) for options — list the entire active instruments catalog by currency and kind (future, option, spot, combos) with strikes, expiries and contract sizes, and fetch per-currency order-book summaries across all live instruments. The raw exchange feed for derivatives desks, options dashboards, volatility models and trading bots — distinct from analytics products: this is Deribit's own ticker, instrument and book data, decoded into clean JSON.

api.oanor.com/deribit-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Crypto Futures Term Structure & Basis Curve API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Crypto Futures Term Structure & Basis Curve API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Crypto Futures Term Structure & Basis Curve API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Crypto Futures Term Structure & Basis Curve API cost?
Crypto Futures Term Structure & Basis Curve API has a free tier with 100 calls / month. Paid plans start at €12.32 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Crypto Futures Term Structure & Basis Curve API GDPR-compliant?
All requests to Crypto Futures Term Structure & Basis Curve API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

Pick an endpoint from the list on the left to see its details and try it.

Code snippets

Sign up to get an API key, then call any path under your slug.

curl https://api.oanor.com/futurescurve-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/futurescurve-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/futurescurve-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/futurescurve-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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