API marketplace

Which corner of the commodity complex is leading and which is lagging, ranked by trailing momentum, computed live from Yahoo Finance futures (no key, nothing stored). A price tells you where a commodity is; momentum tells you where the money is flowing. This scores every major commodity — crude, Brent, natural gas, gasoline and heating oil in energy; gold, silver, copper, platinum and palladium in metals; corn, wheat and soybeans in grains; coffee, sugar, cocoa, cotton and orange juice in softs; live cattle and lean hogs in livestock — by its return over five horizons (1 week, 1 month, 3 months, 6 months and a ~1-year proxy), blends them into a single momentum score and ranks the whole complex into leaders and laggards. The screener endpoint returns that ranked table with a relative-strength rank and trend regime for each. The momentum endpoint drills into one commodity: its multi-horizon returns, where it sits versus its 50- and 200-day averages, and a trend label. The commodities endpoint lists what is covered. The cross-commodity momentum / relative-strength factor cut — distinct from the commodity-price feed (front-month prices), the commodity-spreads API (crack/crush/ratios) and the precious-metals spot API. It answers what is leading the complex, not what one thing costs.

Uptime

100.0%

Latency

134ms

Subs

3,511

How statistically stretched each currency pair is right now versus its own recent average — the z-score mean-reversion gauge — computed live from Yahoo Finance daily rates (no key, nothing stored). A price alone tells you nothing about whether a pair is cheap or dear; the z-score does: it measures how many standard deviations the current rate sits above or below its rolling mean. A pair two standard deviations above its average is statistically overbought and prone to snap back; two below is oversold. The zscore endpoint returns, for a pair, the current rate, its rolling mean and standard deviation, the z-score, the percent distance from the mean and a plain overbought / oversold label. The screener endpoint scans the major and cross pairs and ranks them by how stretched they are — the most overbought and most oversold at a glance, the mean-reversion opportunity scan. The pairs endpoint lists what is covered. The statistical-stretch / mean-reversion cut for FX — distinct from the FX range, pivot-point, volatility and signals APIs. It answers how far from normal a pair is, not where its support sits or how fast it moves.

Uptime

100.0%

Latency

140ms

Subs

3,932

How crypto's biggest, most-capitalised futures traders are positioned versus the retail crowd — and the divergence between them — computed live from Binance's public futures positioning feed (no key, nothing stored). Binance splits its perpetual traders into the whole crowd and the "top traders" (the top ~20% of accounts by margin balance, a smart-money proxy) and publishes the long/short split of each. When smart money leans one way while the crowd leans the other, that gap is a classic contrarian signal: an over-long retail crowd the big accounts are quietly fading often marks a local top, and vice versa. The positioning endpoint returns, for a coin, the long/short ratio and long-share of three cohorts side by side — the global crowd, the top traders by account, and the top traders by position size. The divergence endpoint returns the smart-money-minus-retail gap with a plain-language read. The history endpoint returns the time-series across 5m to 1d buckets so you can watch the gap open and close. The smart-money-versus-retail / positioning-divergence cut for crypto — distinct from the single-cohort long/short-ratio feed, the funding-rate, open-interest and price APIs. It tells you who is on which side, not just how many are long.

Uptime

100.0%

Latency

337ms

Subs

4,873

One number for the market's mood across asset classes — a live 0-100 risk-on / risk-off (RORO) score, computed from Yahoo Finance (no key, nothing stored). On any day capital is either reaching for risk or fleeing to safety, and the signal lives in the relationships between markets, not any single price. This blends four classic cross-asset gauges — stocks vs long bonds (SPY/TLT), high-yield vs investment-grade credit (HYG/LQD), copper vs gold (the growth metal vs the haven) and the VIX (inverted) — into one score: high = risk-on (greed), low = risk-off (fear). The score endpoint returns the composite, each gauge's contribution and a regime label; the components endpoint returns the four underlying ratios with where each sits in its recent range (its percentile), so you can see what is driving the mood. The cross-asset risk-sentiment / RORO composite cut — distinct from the intermarket-ratios feed (raw ratios), the volatility-index API and the price APIs. It synthesises the regime, not the parts.

Uptime

100.0%

Latency

281ms

Subs

3,654

The spreads and ratios that commodity traders actually trade, not just the raw prices, computed live from the underlying futures — no key, nothing stored. A single commodity price means little on its own; the money is in the relationships. The crack endpoint returns the 3:2:1 crack spread — the refining margin from turning three barrels of crude oil into two of gasoline and one of heating oil, the number that drives refiner profits and gasoline prices. The crush endpoint returns the soybean crush spread — the processing margin from crushing soybeans into meal and oil. The ratios endpoint returns the classic macro ratios: gold/silver (the "fear versus growth" gauge), gold/oil (real-asset value), oil/natural-gas (the energy ratio) and gold/copper. Each comes with the component futures prices so you can see exactly how it is built. This is the commodity-spread / inter-commodity cut — distinct from the single-commodity price feed, the precious-metals spot API and the FX APIs in the catalogue. It gives you the margin and the ratio, the things that are actually positioned. All endpoints are parameter-less and return the current values with their components; the crack spread is in USD per barrel and the crush in USD per bushel.

Uptime

100.0%

Latency

243ms

Subs

4,027

Whether crypto is trading as a risk asset or a hedge, measured by how closely a coin moves with the stock market, gold and the dollar — computed live from Binance and Yahoo Finance, no key, nothing stored. The single most-asked macro question about crypto is whether it is "digital gold" or just high-beta tech; this answers it with numbers. The correlation endpoint returns, for a coin (BTC or ETH), its return correlation to the S&P 500, the Nasdaq 100, gold and the US dollar index over a chosen window, each with a plain-language read (risk-on if it tracks stocks, a hedge if it tracks gold or moves against the dollar) and an overall verdict. The beta endpoint returns the coin's beta to the S&P 500 — how much it amplifies equity moves — with the correlation and R-squared. This is the cross-asset / crypto-versus-traditional-markets correlation cut — distinct from the crypto-to-crypto correlation API (coins against each other), the realised-volatility and the price APIs in the catalogue. Correlations use daily log returns aligned on common trading days; coin is BTC or ETH, window 20-365 days.

Uptime

100.0%

Latency

444ms

Subs

3,572

The perpetual-futures funding rate for a coin side by side across the major exchanges, and the spread between them — computed live from each venue's public API, no key, nothing stored. A perpetual swap charges or pays funding every few hours to keep its price tethered to spot; when the same coin's funding differs across exchanges, a trader can be long the perp where funding is most negative (and gets paid) and short where it is most positive, harvesting the spread market-neutral. The funding endpoint returns, for a coin, the current funding rate on Binance, Bybit, OKX and Gate.io — per interval and annualised — the venue paying the most, the one charging the most, and the cross-exchange spread (the arbitrage edge). The screener endpoint scans a basket and ranks the coins by the size of that spread, surfacing the biggest funding-arbitrage opportunities. This is the cross-exchange funding-rate / basis-arbitrage cut for crypto — distinct from the single-exchange funding-rates feed (one venue), the spot-versus-perpetual basis and the price APIs in the catalogue. Funding is per interval (most venues settle every 8 hours); annualisation assumes three settlements a day, and intervals can differ by venue, so verify before trading. Coins are bases (BTC, ETH).

Uptime

100.0%

Latency

1007ms

Subs

3,715

The health of the whole crypto market under the surface, computed live from Binance candles — no key, nothing stored. A market-cap index can be dragged up by two or three megacaps while everything else falls; breadth tells you how broad a move really is — how many coins are actually participating. The breadth endpoint scans a basket of liquid coins and returns the share trading above their 20-, 50- and 200-day moving averages (the classic participation gauges), the advancers versus decliners on the day with the advance/decline ratio, the average and median 24-hour change and a regime label (broad strength, mixed or broad weakness). The components endpoint returns the per-coin table behind it — each coin's price, 24-hour change and whether it is above each moving average — so you can see exactly which names are carrying the market. The symbols endpoint lists tradable pairs. This is the market-internals / breadth cut for crypto — distinct from the single-coin momentum, the movers/gainers, the fear-and-greed sentiment index and the price APIs in the catalogue. It answers "is this rally broad or narrow?", not "how is one coin doing?". The default basket is about 30 liquid majors; pass coins=BTC,ETH,... to customise (3-50 coins).

Uptime

100.0%

Latency

463ms

Subs

4,379

How indebted each economy's government, households and companies are relative to the size of the economy, read live from the Bank for International Settlements' open statistics — no key, nothing stored. Debt-to-GDP is the headline gauge of debt sustainability: how big a borrower's debts are versus the income that has to service them. The BIS publishes total credit as a share of GDP for the general government, for households, for non-financial corporations and for the private non-financial sector as a whole, on a consistent cross-country basis. The latest endpoint returns every covered country's most recent government, household, corporate and total-private debt-to-GDP; the country endpoint returns one country's four sector ratios with the reference quarter; the history endpoint returns a chosen sector's quarterly series. This is the debt-level / leverage macro cut — distinct from the credit-to-GDP gap (how stretched credit is versus its trend), the debt service ratio (the cost of carrying that debt), the credit-growth (lending volumes), bank-rate and FX APIs in the catalogue. A country is a BIS reference area (US, GB, DE, JP …) given as an ISO-2 code or a common name; data is quarterly with the usual statistical lag.

Uptime

100.0%

Latency

229ms

Subs

3,601

The single headline gauge of how the crypto options market is positioned, computed live from Deribit's public option book — no key, nothing stored. The put/call ratio is the amount of put activity divided by call activity: a low ratio means the market is loaded with calls (bullish, greedy positioning), a high ratio means puts dominate (hedging, fear). The ratio endpoint returns, for a currency (BTC or ETH), the market-wide put/call ratio computed two ways — by open interest (the standing positioning) and by 24-hour volume (today's flow) — with the call and put totals, the spot index and a plain-language sentiment label. The expiries endpoint breaks the put/call ratio down by expiry, revealing the term structure of sentiment: whether hedging is concentrated in the near term or further out. This is the aggregate options put/call sentiment cut for crypto — distinct from the US-equity put/call API (a different market), the max-pain / open-interest positioning view, the implied-vol skew surface and the gamma-exposure APIs in the catalogue. Below roughly 0.7 is call-heavy and bullish, above 1.0 put-heavy and defensive; it is most useful read as a contrarian gauge. Currency is BTC or ETH, the two assets Deribit lists liquid options for.

Uptime

100.0%

Latency

149ms

Subs

3,546

Which coins are overbought or oversold right now, computed live from Binance candles — no key, nothing stored. Momentum oscillators are the classic mean-reversion signals: a Relative Strength Index (RSI) above 70 says a coin is overbought and stretched, below 30 oversold and washed out, while the Stochastic oscillator times the turn within the recent range. The oscillators endpoint fetches a pair's candles and returns its Wilder RSI(14), the Stochastic %K and %D, and a plain signal (overbought, oversold or neutral) on a chosen timeframe. The screener endpoint scans a basket of coins and surfaces the ones that are currently overbought (possible pullback) and oversold (possible bounce), ranked by how stretched they are. The symbols endpoint lists tradable pairs. This is the coin-native oscillator / mean-reversion screener cut for crypto — it fetches the live data itself, distinct from the generic oscillator calculators (which you feed your own OHLC), the momentum trend-alignment, the Donchian breakout and the candlestick-pattern APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; interval is 1h/4h/1d/1w.

Uptime

100.0%

Latency

546ms

Subs

4,245

How much of a country's income goes to servicing debt — interest plus principal — read live from the Bank for International Settlements' open statistics, no key, nothing stored. The credit-to-GDP gap measures how much debt has built up; the debt service ratio (DSR) measures how heavy it is to carry. It is the share of income that borrowers must spend each period just to keep current on their debts, and a high or rising DSR squeezes consumption and investment and has reliably led recessions. The BIS publishes the DSR for households, for non-financial corporations and for the private non-financial sector as a whole. The latest endpoint returns every covered country's most recent DSR for all three sectors; the country endpoint returns one country's household, corporate and total DSR with the reference quarter; the history endpoint returns the quarterly series for a chosen sector. This is the debt-burden / debt-service macro cut — distinct from the credit-to-GDP gap (debt build-up), the credit-growth (lending volumes), the bank-rate, money-supply and FX APIs in the catalogue. A country is a BIS reference area (US, GB, DE, JP …) given as an ISO-2 code or a common name; data is quarterly with the usual statistical lag.

Uptime

100.0%

Latency

143ms

Subs

4,309

How far each country's private-sector credit has run above or below its long-run trend — the single best early-warning indicator for banking crises — read live from the Bank for International Settlements' open statistics, no key, nothing stored. The credit-to-GDP gap is the difference between the credit-to-GDP ratio and its long-term trend, and the Basel Committee uses it to set the countercyclical capital buffer: a gap above roughly 10 points has historically preceded credit busts, while a deeply negative gap means an economy is still deleveraging. The latest endpoint returns every covered country's most recent gap together with its actual credit-to-GDP ratio and a risk band; the country endpoint returns one country's gap, the underlying ratio and trend and a risk label; the history endpoint returns the quarterly gap time series. This is the credit-gap / financial-stability macro cut — distinct from the euro-area credit-growth (lending volumes), the bank-rate, money-supply, central-bank policy-rate and FX APIs in the catalogue. It measures the build-up of financial-stability risk, not the level of rates. A country is a BIS reference area (US, GB, DE, JP …) given as an ISO-2 code or a common name; data is quarterly with the usual statistical lag.

Uptime

100.0%

Latency

143ms

Subs

4,956

Which reversal and continuation candlestick patterns have just printed on a coin, and which coins across the market are flashing one right now, detected live from Binance candles — no key, nothing stored. Candlestick patterns are the oldest price-action signals there are: a hammer at the bottom of a move, a bearish engulfing at the top, a doji marking indecision. The detect endpoint fetches a pair's recent candles and returns the patterns found on the latest ones — each with its name, whether it is bullish, bearish or neutral, the candle it formed on and a short meaning — plus the latest OHLC. The screener endpoint scans a basket of coins and surfaces the ones whose most recent completed candle just formed a bullish or bearish reversal pattern, so you can find fresh setups across the market in one call. The symbols endpoint lists tradable pairs. This is the coin-native candlestick-pattern screener cut for crypto — it fetches the live data itself, distinct from the generic pattern-recognition calculator (which you feed your own OHLC), the Donchian breakout, the momentum and the volume-profile APIs in the catalogue. Detected patterns include hammer, shooting star, bullish/bearish engulfing, doji, marubozu and morning/evening star. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; interval is 1h/4h/1d/1w.

Uptime

100.0%

Latency

383ms

Subs

4,375

Whether a coin is trending the same way across every timeframe, computed live from Binance candles — no key, nothing stored. A single 24-hour change is noise; what traders want is alignment — when the 1-hour, 4-hour, 1-day, 1-week and 1-month returns all point the same direction, that is a strong, coherent trend, and when they disagree the move is choppy or turning. The momentum endpoint returns, for one coin, the percent change over each of those five horizons, the up/down direction of each, an alignment score (how strongly the timeframes agree, from -1 fully bearish to +1 fully bullish) and an overall bias label. The screener endpoint scans a basket and ranks the coins by aligned momentum, surfacing the strongest coherent uptrends (every timeframe up) and downtrends (every timeframe down). The symbols endpoint lists tradable pairs. This is the multi-timeframe momentum / trend-alignment cut for crypto — distinct from the single-window movers, the Donchian breakout screener, the FX-pivot and the generic indicator-calculator APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; horizons are fixed at 1h/4h/24h/7d/30d.

Uptime

100.0%

Latency

415ms

Subs

4,374

Which coins are breaking out of their recent trading range, computed live from Binance candles — no key, nothing stored. The Donchian channel is the highest high and lowest low of the last N periods; a price above the upper band is a classic trend-following breakout (the original turtle-trading signal) and a price below the lower band a breakdown. The breakout endpoint returns, for one pair, the N-day Donchian upper and lower bands, the current price, where it sits in the channel (0% at the low, 100% at the high), the distance to each band and a status — new_high, new_low, near_high, near_low or inside. The screener endpoint scans a basket of coins and surfaces the ones currently breaking to new highs (momentum-long candidates) and to new lows (breakdowns), ranked by how decisively they have cleared the band. The symbols endpoint lists tradable pairs. This is the range-breakout / Donchian-screener cut for crypto — distinct from the generic indicator calculators (which you feed your own data), the volume-profile, the seasonality and the order-flow APIs in the catalogue. Bands use the prior completed candles, so a breakout is a genuine move beyond the established range. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; lookback is 5-200 days.

Uptime

100.0%

Latency

477ms

Subs

4,367

How fast bank lending to the real economy is expanding, and whether it is accelerating or slowing, read live from the European Central Bank's public Data Portal — no key, nothing stored. Where bank rates are the price of credit, this is the quantity: the annual growth of the loans euro-area banks (MFIs) actually extend to households — total, for house purchase, and for consumption — and to non-financial corporations (businesses). Credit growth is one of the most-watched macro signals because credit booms and busts lead the business cycle and, with a lag, inflation. The growth endpoint returns the latest annual growth rate of each lending category with its reference month and month-on-month change. The impulse endpoint returns the credit impulse — the change in the growth rate over the last six and twelve months — a leading read on whether the credit cycle is turning up (acceleration) or rolling over (deceleration). The series endpoint returns the recent monthly history of any one indicator. This is the euro-area credit-cycle / lending-volume macro cut — distinct from the bank-rate (price of credit), money-supply, policy-rate, yield-curve and FX APIs in the catalogue. All series are euro-area (U2), monthly, annual-growth percent.

Uptime

100.0%

Latency

1166ms

Subs

3,063

Where a crypto pair has actually traded the most volume by price level, computed live from Binance candles — no key, nothing stored. Most charts show volume over time; the volume profile shows it over price, and that is where support and resistance really live. The profile endpoint splits the price range into buckets and distributes each candle's volume across the prices it spanned, returning the volume-by-price histogram, the Point of Control (POC — the single price with the most traded volume, the market's fair-value magnet), the Value Area (the price band holding roughly 70% of all volume) with its high (VAH) and low (VAL), and the high-volume nodes. The levels endpoint returns just those key levels plus where the current price sits relative to the value area — above it (acceptance higher), inside it, or below — the read traders use for mean-reversion and breakout setups. The symbols endpoint lists tradable pairs. This is the volume-by-price / market-profile cut for crypto — distinct from the raw OHLCV candle feed, the time-of-day seasonality API, the trade-size distribution and the order-flow APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; interval is 15m/1h/4h/1d.

Uptime

100.0%

Latency

517ms

Subs

4,500

The interest rates euro-area households and businesses actually pay, and how fast the money supply is growing, read live from the European Central Bank's public Data Portal — no key, nothing stored. Policy rates are the headline, but what reaches the real economy is the bank lending rate: the cost of a new mortgage, a consumer loan, a business loan, and the rate paid on deposits. The rates endpoint returns the latest euro-area readings for all of these (the ECB MIR "cost of borrowing" series), each with its value, the month it refers to, the month-on-month change and a plain-language label. The moneysupply endpoint returns the annual growth of M1, M2 and M3 — the monetary aggregates whose expansion or contraction leads inflation and the credit cycle. The series endpoint returns the recent monthly history of any one indicator. This is the euro-area bank-rate / monetary-aggregate macro cut — distinct from the ECB policy-rate, yield-curve and €STR APIs, the FX-rate APIs and the country-specific central-bank APIs in the catalogue. All series are euro-area (U2), monthly, in percent.

Uptime

100.0%

Latency

1254ms

Subs

4,177

The full risk scorecard of any coin, computed live from its Binance daily candles — no key, nothing stored. Volatility alone hides what matters most for risk: the tails. This returns the Value at Risk (the daily loss not exceeded on 95% / 99% of days), the Conditional VaR / expected shortfall (the average loss on the worst days, beyond VaR), the skewness and excess kurtosis of the return distribution (how asymmetric and how fat-tailed it is — crypto is famously fat-tailed), the maximum drawdown, and the risk-adjusted return ratios (Sharpe and Sortino). The profile endpoint returns the whole scorecard for one coin; the drawdown endpoint returns the worst peak-to-trough decline with its peak, trough and depth plus the current drawdown from the high; the compare endpoint ranks a basket of coins by risk-adjusted return so you can see which carries the most tail risk per unit of return. This is the coin-native risk-distribution / tail-risk cut for crypto — distinct from the generic risk-metrics, CAPM and trade-stats APIs (which compute on a series you pass in) and from the realised-volatility API (which has no VaR, skew, kurtosis or drawdown). Coins are Binance bases (BTC) or symbols (BTCUSDT); the quote defaults to USDT and the window is 30-1000 days. Risk-free rate is assumed 0.

Uptime

100.0%

Latency

720ms

Subs

4,856

The time-of-day and day-of-week patterns hiding in a crypto pair's price history, computed live from Binance candles — no key, nothing stored. Crypto trades 24/7, but it does not trade evenly: some hours (the US equity open, the Asia session) carry far more volume and volatility than others, and some weekdays run hotter than weekends. The hourly endpoint buckets recent hourly candles by UTC hour of day and returns, for each of the 24 hours, the average return, the average volume, the average high-low range (a volatility proxy) and the up-rate (how often that hour closed green) — plus the most volatile and most bullish hours. The dayofweek endpoint does the same across the seven weekdays from daily candles, with the best and worst day. The symbols endpoint lists tradable pairs. This is the intraday / seasonality pattern cut for crypto — distinct from the raw OHLCV candle feed, the realised-volatility API and the FX-seasonality (calendar-month) API in the catalogue. It tells you WHEN a market tends to move, not just how much. Patterns are descriptive, not predictive. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form; all times are UTC.

Uptime

100.0%

Latency

432ms

Subs

3,359

Who is actually trading a pair — retail or whales — read from the composition of Binance's aggregated trade tape by trade size, no key, nothing stored. Order flow tells you the net direction; this tells you the size profile behind it: whether a move is driven by a swarm of small retail prints or a handful of large institutional ones, often the more important signal. The distribution endpoint scans the recent aggregated trades for a pair and buckets them into size cohorts (micro under $1k, retail $1k-$10k, mid $10k-$100k, whale over $100k), returning each cohort's trade count, volume in base and quote and its share of total volume, plus the whale-volume share — the single read on how institutional the flow is. The percentiles endpoint returns the trade-size percentiles (p50, p90, p99) and the average, median and largest trade. The symbols endpoint lists tradable pairs. This is the trade-size composition / participant-mix analytics cut for crypto — distinct from the order-flow / CVD API (which measures buy-versus-sell direction), the order-book depth, the slippage and the price APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form.

Uptime

100.0%

Latency

687ms

Subs

4,922

How crypto assets move together, computed live from Binance daily candles — no key, nothing stored. Correlation is the single most important input to diversification, pairs trading and risk: two coins with a correlation near 1 are effectively the same bet, while a low or negative correlation is genuine diversification. The matrix endpoint returns the full pairwise return-correlation matrix across a basket of coins over a chosen window, together with the average pairwise correlation — a one-number gauge of how "risk-on, all-together" the market is. The pair endpoint returns the correlation between any two coins, with the R-squared and a plain-language relationship label. The beta endpoint returns each coin's beta to BTC — how much it amplifies (beta above 1) or dampens (beta below 1) Bitcoin's moves — with its correlation and R-squared, the read altcoin traders use to size directional bets. Everything is computed from the standard deviation and covariance of daily log returns. This is the cross-asset correlation / beta analytics cut for crypto — distinct from the FX-correlation API, the single-asset realised-volatility API and the portfolio-optimiser in the catalogue. Coins are Binance bases (BTC, ETH) or full symbols (BTCUSDT); the quote defaults to USDT and the window is 14-365 days.

Uptime

100.0%

Latency

397ms

Subs

4,167

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.

Uptime

100.0%

Latency

126ms

Subs

4,836