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433–456 of 2045 APIs

Crypto Implied Volatility Index (DVOL) & VRP API

The crypto market's "fear gauge" and the premium option sellers earn, read live from Deribit's public DVOL index and Binance's candles — no key, nothing stored. DVOL is Deribit's 30-day forward implied-volatility index for BTC and ETH, the crypto equivalent of the VIX: the single number that says how much volatility the options market is pricing in. The index endpoint returns the latest DVOL, the session open/high/low/close, the 24-hour change and a plain-language regime label (low, normal, high, extreme). The vrp endpoint computes the variance risk premium — implied vol (DVOL) minus the realised volatility actually delivered over the last 30 days (annualised standard deviation of daily log returns from Binance candles): when implied sits well above realised, option sellers are being paid a premium and the rich/cheap signal flags it; when implied is below realised, options are cheap relative to what the market has been doing. The history endpoint returns the DVOL index time series. This is the implied-volatility-index / variance-risk-premium cut — distinct from the realised-volatility API (which has no implied leg), the equity VIX-family indices and the option-chain, skew and gamma APIs in the catalogue. Currency is BTC or ETH (the assets Deribit publishes DVOL for).

#dvol #implied-volatility #variance-risk-premium
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Uptime
100.0%
Latency
187ms
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3,629
Server verified 16 probes/24h

api.oanor.com/dvol-api

Crypto Options Gamma Exposure (GEX) API

Where option-dealer hedging flows concentrate, and whether they damp or amplify price moves — computed live from Deribit's public option book, no key, nothing stored. Each open option carries gamma; when dealers are net long gamma they hedge against the move (buy dips, sell rips) and volatility is suppressed, and when they are net short gamma they hedge with the move and volatility is amplified. The gex endpoint aggregates Black-Scholes gamma across every listed expiry, weighted by open interest, into the net dealer gamma exposure (in dollars per 1% move), the call and put gamma split, the zero-gamma flip level — the spot price at which net GEX crosses zero, the boundary between the mean-reverting (positive-gamma) and trending (negative-gamma) regimes — where spot sits relative to it, and the strikes holding the most gamma (the pinning magnets and acceleration zones). The profile endpoint returns GEX by strike, across all expiries or one. The expiries endpoint returns net GEX per listed expiry. This is the dealer-gamma / GEX analytics cut for crypto — distinct from the max-pain / open-interest positioning view, the implied-vol skew surface, the raw option chain and the single-option Black-Scholes pricer in the catalogue. GEX uses the SpotGamma convention (dealers long calls / short puts, r=0) and Black-Scholes gamma from mark IV — a model estimate of positioning, documented as such, not exchange-reported dealer inventory. Currency is BTC, ETH, SOL or XRP.

#gamma-exposure #gex #dealer-gamma
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Uptime
100.0%
Latency
154ms
Subs
3,136
Server verified 16 probes/24h

api.oanor.com/gex-api

Crypto Order Flow & CVD API

Who is actually hitting the market — buyers or sellers — read live from Binance's aggregated trade tape, no key, nothing stored. Every trade carries a flag for which side was the aggressor: a taker buy lifts the ask, a taker sell hits the bid. Summing those over a window gives order flow — the net buying or selling pressure that price action follows — and its running total is the Cumulative Volume Delta (CVD), the metric order-flow traders watch to spot absorption and divergence. The flow endpoint scans the recent aggregated trades for a pair (up to 5,000) and returns the taker-buy and taker-sell volume in base and quote, the delta (buy minus sell), the CVD over the window, the buy/sell ratio, the share of volume that was buying, a net-pressure label and the time span covered. The large endpoint surfaces the big prints — single aggressive trades above a notional threshold — and tags each as a taker buy or sell, so you see the whale orders moving the tape, with the buy- and sell-side large-trade totals. The symbols endpoint lists tradable pairs. This is the trade-flow / CVD microstructure analytics cut for crypto — distinct from the raw recent-trades feed, the order-book depth and the price, ticker and slippage APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form.

#order-flow #cvd #volume-delta
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Uptime
100.0%
Latency
555ms
Subs
3,159
Server verified 16 probes/24h

api.oanor.com/orderflow-api

Crypto Options Max Pain & Open Interest API

Where the crypto options market is positioned, and the strike toward which an expiry's open interest exerts the most "pain" — computed live from Deribit's public option book, no key, nothing stored. Max pain is the strike at which the total value of all open options is lowest at expiry: the price at which the greatest dollar amount of option open interest expires worthless and option writers keep the most premium. Traders watch it because price often gravitates toward max pain into a large expiry. The maxpain endpoint takes a currency (BTC, ETH, SOL, XRP) and an expiry and returns the max-pain strike, the spot/underlying, how far spot sits from max pain, and the call and put open-interest totals with the put/call OI ratio. The oi endpoint returns the full open-interest-by-strike distribution for an expiry — which strikes hold the most open interest, the magnets and walls (support & resistance) traders watch. The expiries endpoint lists every listed expiry with its aggregate open interest, contract count and call/put split. This is the aggregate options-positioning / max-pain analytics cut for crypto — distinct from the raw per-contract option chain (greeks/IV), from US equity options and from the crypto-volatility APIs in the catalogue. Currency is BTC, ETH, SOL or XRP; expiry is a Deribit code like 26JUN26.

#max-pain #options #open-interest
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Uptime
100.0%
Latency
143ms
Subs
3,578
Server verified 16 probes/24h

api.oanor.com/maxpain-api

Crypto Slippage & Market Impact API

What a crypto trade actually costs once it eats into the order book — computed live from Binance's full depth feed (up to 5000 levels per side), no key, nothing stored. Top-of-book price is a fiction for anything but the smallest order: a real market order walks down the book, filling progressively worse levels, and the gap between the quoted price and the realised average fill is slippage. The estimate endpoint takes a pair, a side (buy or sell) and a size — in quote currency (notional, e.g. $250,000) or in base coin (quantity) — walks the live book level by level and returns the average fill price, the slippage versus the mid and versus top-of-book, the price impact (how far the last filled level sits from mid), the number of levels consumed and whether the book even holds enough liquidity to fill. The depth endpoint returns a liquidity profile: top bid/ask, mid, spread and the cumulative bid- and ask-side liquidity sitting within ±0.1%, ±0.25%, ±0.5%, ±1% and ±2% of mid, plus the book imbalance — a one-glance read on how deep and how lopsided a market is. The symbols endpoint lists tradable pairs. This is the execution-cost / market-impact analytics cut for crypto — distinct from the raw exchange order-book feed, from VWAP-on-candles, and from the price, ticker and quote APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC&quote=USDT form.

#slippage #market-impact #order-book
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Uptime
100.0%
Latency
388ms
Subs
3,297
Server verified 16 probes/24h

api.oanor.com/slippage-api

Residential Property Prices API

How house prices are moving across the world's economies, read live from the Bank for International Settlements' Selected Residential Property Prices dataset. For roughly 60 countries the BIS publishes a quarterly residential property price index — both nominal and real (inflation-adjusted) — together with its year-on-year change. The latest endpoint returns every country's most recent reading at once — the nominal and real index plus the nominal and real year-on-year growth — sortable by nominal or real YoY so you instantly see which housing markets are heating up and which are cooling once you strip out inflation. The country endpoint returns a single country's latest reading; the history endpoint returns its quarterly index time series (nominal and real) so you can chart a market over time. Countries are given as ISO-2 codes (US, DE, GB, JP) or common names (xm is the euro area). The nominal index is the headline price level; the real index is deflated by consumer prices, so a negative real YoY means prices are falling after inflation even when the nominal index still rises. This is the real-estate / property-price macro data-cut — distinct from the FX-rate, central-bank, yield-curve, commodity and equity-index APIs in the catalogue. Live source, no key required upstream, nothing stored.

#house-prices #real-estate #property
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Uptime
100.0%
Latency
385ms
Subs
4,115
Server verified 16 probes/24h

api.oanor.com/houseprices-api