#binance

Live Binance announcements — new coin listings, delistings, news and activities — with no key. Binance's official announcements move markets: a new-listing post routinely front-runs a price spike, a delisting a drop. This reads Binance's own public CMS announcement feed and returns it as clean JSON. List the latest new cryptocurrency listings on Binance; read the announcements in any category (new listings, delistings, latest news, activities, fiat listings, API updates); and read the merged latest announcements across the key categories, newest first — each with its title, category, publish time and the direct announcement URL. The listing-alert / exchange-news layer for trading bots, alpha tools, news feeds and analytics. Distinct from the Binance price-ticker reader — this is Binance's announcement stream. Live from Binance; short cache only.

api.oanor.com/binanceannouncements-api

The statistical-arbitrage signal between two coins — how stretched their price ratio is versus its own recent average, computed live from Binance daily candles (no key, nothing stored). Pairs traders do not bet on direction; they bet on the spread between two correlated coins reverting to its mean. When ETH/BTC (or any ratio) runs two standard deviations above its average, the spread is stretched — short the rich leg, long the cheap one, and profit when it snaps back. The spread endpoint takes two coins and returns the current price ratio, its rolling mean and standard deviation, the z-score (how many standard deviations stretched), the return correlation of the two coins (pairs trading works on correlated pairs) and a long/short mean-reversion signal. The screener endpoint scans every pair in a liquid basket and ranks them by absolute z-score — the most stretched, most tradeable spreads right now. The coins endpoint lists what is covered. The pairs-trading / relative-value spread cut for crypto — distinct from the correlation-&-beta API (which gives the correlation matrix, not the tradeable spread), the single-coin momentum, the funding-arbitrage and the price APIs. It answers whether a spread is stretched, not whether two coins move together.

api.oanor.com/cryptopairs-api

One number that tells you whether crypto capital is rotating into altcoins or huddling in Bitcoin, computed live from Binance daily candles (no key, nothing stored). The market swings between two regimes: in "altcoin season" most alts outperform Bitcoin and money chases the long tail; in "Bitcoin season" alts bleed against BTC and capital flees to the majors. The classic gauge is simple — of the top altcoins, what share has outperformed Bitcoin over the last 90 days? Above ~75% it is altcoin season; below ~25% it is Bitcoin season. The index endpoint returns that index (0-100), the season label, Bitcoin's own return over the window and how many alts out- versus under-performed. The leaderboard endpoint ranks the alts by their excess return versus Bitcoin — who is leading the rotation and who is lagging — each with its own return, BTC's return and the gap. The coins endpoint lists the universe. The altcoin-season / alt-vs-BTC rotation cut — distinct from the market-cap-dominance and global-market APIs (which report BTC's share of total cap, not relative performance), the single-coin momentum and the price APIs. It answers whether it is altseason, not what the market cap is.

api.oanor.com/altseason-api

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.

api.oanor.com/smartmoney-api

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).

api.oanor.com/cryptobreadth-api

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.

api.oanor.com/cryptorsi-api

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.

api.oanor.com/cryptopatterns-api

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.

api.oanor.com/cryptomomentum-api

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.

api.oanor.com/cryptobreakout-api

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.

api.oanor.com/volumeprofile-api

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.

api.oanor.com/cryptorisk-api

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.

api.oanor.com/cryptoseasonality-api

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.

api.oanor.com/tradesize-api

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.

api.oanor.com/cryptocorrelation-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.

api.oanor.com/orderflow-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.

api.oanor.com/slippage-api

Live most-traded crypto pairs by 24-hour spot volume as an API, powered by Binance. It ranks the trading pairs by their 24-hour quote volume — where the real liquidity and activity is right now — with each pair's last price, daily change, 24-hour high and low, base and quote volume, and the number of trades. Rank by any quote currency (USDT, BTC, ETH, USDC), or look a single pair up for its full 24-hour stats. The spot-volume and market-activity leaderboard for trading, screening and dashboard apps. Live, no key, no cache. Distinct from price-change movers and from DEX-volume APIs — this is centralised-exchange spot trading volume.

api.oanor.com/cryptovolume-api

Live crypto realized (historical) volatility as an API, computed from Binance daily candles. For any coin it returns the annualized realized volatility over the 7-, 30- and 90-day windows — the standard deviation of daily log returns, annualized over 365 days — the average true range as a percent of price, the current price, and a plain-language regime label (low, normal, high or extreme). It can also rank a basket of major coins by their 30-day volatility, so you can see at a glance which assets are calm and which are wild. The volatility layer that options pricing, position sizing and risk dashboards need. Live, no key, no cache. Distinct from price, OHLC and drawdown APIs — this is the realized-volatility analytic.

api.oanor.com/cryptovolatility-api

Live crypto cross-exchange price comparison and arbitrage spread — the spot price of a coin on the major centralised exchanges at once, served straight from each exchange's public ticker. For any base coin it fetches the spot price from Binance, OKX, Bybit, KuCoin and Coinbase in parallel, returns the per-exchange price table, identifies the cheapest venue to buy and the most expensive to sell, and computes the spread between them — absolute and percentage — the headline cross-exchange arbitrage gap. Get the full price table, the best buy/sell opportunity, or the list of exchanges. Live, no key, no cache. Quotes are USDT (Binance/OKX/Bybit/KuCoin) or USD (Coinbase), within a few basis points. A price-discovery and arbitrage layer for trading, analytics and dashboard apps. Distinct from single-exchange price and OHLC APIs — this is the cross-exchange arbitrage view.

api.oanor.com/cryptoarbitrage-api

Live Binance crypto exchange market data as an API — clean JSON, no key. Get the current price of any trading pair, full 24-hour ticker statistics (open, high, low, last, price change, weighted average, best bid/ask and volume), candlesticks (klines) for any interval from one minute to one month, the live order book (bids and asks with quantities), recent trades, the current average price, and the full list of trading pairs filtered by quote asset. Live data straight from Binance's public market endpoints. Distinct from aggregate coin-market data: this is exchange-native trading data — order book, candles and live ticks — ideal for trading bots, price feeds, charts, backtesting and crypto dashboards. 7 data endpoints. Authenticated with an x-oanor-key; fair-use rate limits per plan.

api.oanor.com/binance-api