#derivatives

Live on-chain data for Carbon (chain id carbon-1) — the Switcheo-built Cosmos-SDK Layer-1 for decentralised derivatives and spot trading, whose native token is SWTH — served directly from public LCD/REST nodes with multi-node failover. The status endpoint returns the latest block height and time, chain id, the staking bond denom and the current minting inflation rate. The validators endpoint lists the active bonded validator set ranked by stake, each with its moniker, operator address, self-plus-delegated SWTH, commission rate and jailed flag. The supply endpoint returns the total SWTH supply, the amount bonded in staking and the resulting bonded ratio. The governance endpoint returns the most recent on-chain proposals with their id, title, status and voting window. SWTH uses an 8-decimal base denomination which is converted to whole SWTH with exact big-integer scaling, and every figure is read live from the chain — nothing bundled or modelled — behind a short server-side cache with keep-warm so the feed stays fast and fresh. Ideal for staking dashboards, validator and delegator tooling, explorers, governance trackers and portfolio or analytics apps across the Cosmos and DeFi ecosystem. Live keyless upstream. 5 endpoints.

api.oanor.com/carbon-api

A cross-exchange aggregator of cryptocurrency perpetual-futures and derivatives markets — the funding rates, open interest and volume that drive leveraged crypto trading, pulled together across every listed derivatives exchange (Binance, Bybit, OKX, Hyperliquid, MEXC and dozens more). The perps endpoint ranks the largest perpetual markets by open interest with their price, funding rate, open interest and 24h volume. The funding endpoint compares the funding rate of one asset (e.g. BTC, ETH, SOL) across every exchange that lists it, with the average — so you can spot funding dislocations and basis trades at a glance. The exchanges endpoint ranks derivatives venues by open interest with their perpetual and futures pair counts. The overview endpoint aggregates total open interest, total 24h volume and the perpetual-pair count across the whole derivatives market. The meta endpoint documents the API. Live aggregated data, lightly cached; funding rates are percentages, open interest in USD per market and BTC for venue totals. Live. 5 endpoints. This aggregates derivatives across all exchanges; for a single exchange's raw order book use that exchange's API.

api.oanor.com/cryptoderivatives-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

Real-time perpetual-futures market data from the WEEX crypto exchange. List every live perpetual contract with its underlying index, quote and settle currency, contract value, tick size and size increment; pull 24-hour tickers for all 700+ contracts at once or one at a time (last price, best bid and ask, 24h high and low, traded and base volume, percentage change, mark price and index price); read full order-book depth with best bid, best ask and computed spread; and stream the most recent trades with price, size, notional value and side. Symbols use the WEEX cmt_ prefix (cmt_btcusdt) and accept either form (BTCUSDT or cmt_btcusdt). A short protective cache keeps responses fast while staying within a few seconds of the exchange. Distinct from our BitMEX, BloFin, Bitunix and Phemex exchange feeds: this surfaces the WEEX order book, ticker tape and contract registry specifically.

api.oanor.com/weex-api

Real-time perpetual-futures market data from the Phemex crypto exchange. List every live perpetual product with its base, quote and settle currency, tick size and maximum leverage; pull 24-hour tickers for all 800+ symbols at once or one at a time (last, mark and index price, 24h open/high/low, percentage change, traded volume, turnover, open interest and the current and predicted funding rate); read full order-book depth with best bid, best ask and computed spread; and stream the most recent trades with price, size, side and nanosecond timestamp. All prices and quantities are returned already de-scaled into real human-readable units, so there is no exponent arithmetic to do on your side. A short protective cache keeps responses fast while staying within a few seconds of the exchange. Distinct from our BitMEX, BloFin and Bitunix exchange feeds: this surfaces the Phemex order book, ticker tape and product registry specifically.

api.oanor.com/phemex-api

Live market data for the Bitunix perpetual-futures exchange, with no key. List every trading pair with contract specs; pull a 24h ticker (last/mark price, 24h high/low/open, base & quote volume); read the live order book; fetch OHLC candles across many intervals; and get the latest funding rate with the next funding time and interval. Symbols are Binance-style ids (BTCUSDT, ETHUSDT) — ideal for derivatives dashboards, funding-rate monitors and charting across 600+ markets.

api.oanor.com/bitunix-api

Live market data for the BloFin perpetual-futures exchange, with no key. List every perpetual instrument with contract specs and max leverage; pull a 24h ticker (last/bid/ask, 24h high/low/open, volume); read the live order book; stream recent public trades; fetch OHLC candles across many intervals; and get the latest funding rate. Symbols are OKX-style instrument ids (BTC-USDT, ETH-USDT) — ideal for derivatives dashboards, funding-rate monitors and charting across 490+ markets.

api.oanor.com/blofin-api

Live market data for BitMEX, the original crypto perpetual-swap exchange, with no key. List the active instruments (perpetual swaps, futures and FX) with mark/last price, funding rate, open interest and 24h volume; pull a single-instrument ticker; read the live L2 order book split into bids and asks; stream recent public trades; and fetch bucketed OHLC candles. BitMEX uses XBT for Bitcoin — the flagship perpetual is XBTUSD. Ideal for derivatives dashboards, funding-rate monitors and charting across 130+ instruments.

api.oanor.com/bitmex-api

Live market data for Aster (asterdex), the perpetual-futures DEX, with no key. List every perpetual symbol with contract specs; pull a 24h ticker (last/high/low/open price, percentage change, volume) for one symbol or all 480+ markets; get the funding feed with mark price, index price and the latest funding rate; read the live order book; stream recent public trades; and fetch OHLC candlesticks across multiple intervals. Symbols are Binance-style tickers (BTCUSDT, ETHUSDT) — ideal for derivatives dashboards, funding-rate monitors and charting.

api.oanor.com/aster-api

Live market data for Hibachi, the perpetuals DEX, with no key. List every perpetual contract; pull a per-symbol price snapshot with bid/ask, mark price, spot price and the estimated funding rate; get 24h high/low/volume stats; read the live order book; stream recent public trades; and fetch OHLC candlesticks across multiple intervals. Symbols are accepted as a coin ticker (BTC) or the full contract symbol (BTC/USDT-P) and resolved automatically — ideal for derivatives dashboards, funding monitors and charting.

api.oanor.com/hibachi-api

Live market data for Pacifica, the Solana-based perpetuals DEX, with no key. List every perpetual market with its contract specs; pull an all-market price feed with mark/mid/oracle price, funding rate, open interest and 24h volume per symbol; read the live order book; and stream recent public trades. Symbols are plain coin tickers (BTC, SOL, WIF) — ideal for Solana-perp dashboards, funding-rate monitors and trading analytics across 69+ perpetual markets.

api.oanor.com/pacifica-api

Live market data for Lighter, the zkSync-based order-book perpetuals and spot DEX, with no key. List every market (perps and spot) with its id and status; pull exchange-wide stats with last price, 24h volume and daily change for every market; read the live order book; and stream recent public trades. Symbols are accepted by name (BTC, ETH, AAPL) or numeric market id and resolved automatically. Lighter notably lists tokenised-equity perps (AAPL, TSLA …) alongside crypto — ideal for cross-asset derivatives dashboards and market monitors.

api.oanor.com/lighter-api

Live market data for ApeX Omni, the multi-chain perpetuals DEX, with no key. List every perpetual contract with specs; pull a 24h ticker with last/index price, high/low, percentage change, traded volume and the live funding rate; read the order book; stream recent public trades; and get the funding-rate history. Symbols are accepted in either ApeX form (BTCUSDT or BTC-USDT) and normalised automatically. Ideal for derivatives dashboards, funding-rate monitors and trading analytics across 135+ perpetual markets.

api.oanor.com/apex-api

Live market data for edgeX, the StarkEx-based perpetuals DEX, with no key. List every perpetual contract with its specs; pull a 24h ticker with last/open/high/low price, percentage change and traded volume; read the live order book at 15 or 200 levels; and get the latest funding rate with the oracle, mark and index prices. Symbols are accepted by human name (BTCUSD, ETHUSD, SOLUSD) and resolved to edgeX contract ids automatically — ideal for derivatives dashboards and funding-rate monitors.

api.oanor.com/edgex-api

Live market data for Paradex, the Starknet-appchain perpetuals and options DEX, with no key. List every instrument (perpetual futures, dated options and spot) with full contract specs; pull a per-market summary with mark price, 24h volume, open interest, funding rate and — for options — implied volatility and full greeks (delta, gamma, vega, theta); read the live order book; and stream recent public trades. Paradex is one of the few venues exposing on-chain options greeks over a keyless feed — ideal for derivatives dashboards and options analytics.

api.oanor.com/paradex-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 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).

api.oanor.com/fundingarbitrage-api

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.

api.oanor.com/cryptoputcall-api

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.

api.oanor.com/futurescurve-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).

api.oanor.com/dvol-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.

api.oanor.com/gex-api

The shape of the crypto implied-volatility surface, computed live from Deribit's public option book — no key, nothing stored. A single at-the-money number hides what the options market is really saying. The skew endpoint returns, for a currency (BTC, ETH, SOL, XRP) and expiry, the ATM implied vol, the implied vols of an out-of-the-money put and call at a chosen moneyness, the risk reversal (call IV minus put IV — positive means calls are bid and upside is favoured, negative means puts are bid and the market is paying up for downside protection) and the butterfly (the average of the wings minus ATM — how convex the smile is). The termstructure endpoint returns the ATM implied vol for every listed expiry, so you see whether near-dated vol sits above far-dated (backwardation, stress) or below (contango, the calm default). The smile endpoint returns the full implied-vol-by-strike curve for one expiry — the classic volatility smile. This is the volatility-surface analytics cut for crypto — distinct from the raw per-contract option chain, the max-pain / open-interest positioning view, the realised-volatility series and the US-equity put/call APIs in the catalogue. Currency is BTC, ETH, SOL or XRP; expiry is a Deribit code like 26JUN26 (omit for the nearest).

api.oanor.com/optionsskew-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.

api.oanor.com/maxpain-api

Live (15-minute delayed) options put/call sentiment analytics for US stocks and indices, computed from CBOE's public delayed-quotes feed. The ratio endpoint aggregates the entire option chain into the headline sentiment gauges — the put/call ratio by volume and by open interest, the total put and call volume and open interest, the contract counts, and the underlying price with its 30-day implied volatility (IV30) — plus a plain-language sentiment lean. The expiries endpoint breaks the put/call ratio down by expiration date, giving the term structure of sentiment. The strikes endpoint maps call-versus-put volume and open interest across strikes for an expiration, showing where positioning sits. This is the computed options-sentiment and positioning view — ratios and skew, not a contract dump — distinct from the raw options-chain, the volatility-index and the options-pricing calculators in the catalogue. US index options use an underscore-prefixed symbol (_SPX, _VIX); a ratio above 1 means more puts than calls (defensive/bearish lean). Live, no key on the upstream, nothing stored.

api.oanor.com/putcallratio-api

Live (15-minute delayed) US equity and index options chains, served from CBOE's public delayed-quotes feed. For any optionable ticker the summary endpoint returns the underlying quote — current price, day change, open/high/low/close, volume, bid/ask and the 30-day implied volatility (IV30) with its change. The expirations endpoint lists every available expiration date with its call and put contract counts. The chain endpoint returns the option contracts themselves: for each strike and expiry it gives the call/put bid, ask, last, implied volatility, open interest, volume and the full greeks — delta, gamma, theta and vega — and can be filtered by expiration date and by call or put. US index options are addressed with an underscore prefix (_SPX, _VIX). This is the single-name equity and index options surface — strikes, expiries, IV and greeks — distinct from the options-pricing calculators, the crypto-options and the FX/rate APIs in the catalogue. Live, no key on the upstream, nothing stored.

api.oanor.com/optionschain-api

Live on-chain options and perpetuals data from Aevo, a leading decentralized derivatives exchange — no key, nothing stored. This is the on-chain options view: the full option chain with strikes, expiries, mark prices, implied volatility and the option greeks, plus live perpetual stats, distinct from the Deribit-based and other derivatives APIs in the catalogue — Aevo is an on-chain options and perps venue. The options endpoint returns the option chain for an asset — calls and puts by strike and expiry, each with mark and index price, implied volatility and the greeks (delta, gamma, theta, vega, rho). The stats endpoint returns the live perpetual statistics for an asset: open interest, index and mark price, the 24h change, funding and 24h volume. The expiries endpoint lists the available option expiries with their strike range so you can navigate the chain. Build options dashboards, volatility surfaces, greeks calculators and derivatives-trading tools on top of real on-chain Aevo data. Options are listed for BTC, ETH and HYPE; filter by type=call|put and expiry=YYYY-MM-DD, and greeks and IV come straight from the venue.

api.oanor.com/aevo-api

Live on-chain crypto options trading volume — the decentralized options market where protocols like Derive, Aevo, Premia, Ithaca and Rysk let users trade calls and puts on-chain, powered by the public DeFiLlama options feed, no key, nothing stored. This is distinct from a centralized options exchange order book: it measures the volume actually flowing through on-chain options venues. The overview endpoint returns the whole on-chain options market's volume over the last 24 hours, 7 days and 30 days plus every protocol ranked by what it trades, measured as notional (contract face value, the default) or premium (what option buyers actually paid). The protocol endpoint returns a single protocol's notional and premium volume side by side across 24h / 7d / 30d / all-time. The chain endpoint returns the options volume and top venues for one blockchain. See which on-chain options venue leads and how DeFi options flow shifts. This is the on-chain options-volume cut of DeFi — distinct from the centralized options-chain, spot-DEX, swap-aggregator, fees and perpetual APIs in the catalogue.

api.oanor.com/optionsdex-api

Live ranking and directory of crypto derivatives venues — the platforms that run perpetual and futures markets — served from the public CoinGecko feed with no key and nothing cached. This is a venue-level view of the derivatives market, distinct from spot-exchange directories, per-contract open-interest feeds and single-exchange tickers: it ranks the derivatives platforms themselves. The exchanges endpoint returns the venues ranked by open interest (or by 24-hour volume), each with its open interest in BTC, 24-hour derivatives volume in BTC, the number of perpetual and futures pairs it lists, its country and the year it was established — so one call tells you who the biggest derivatives venues are and how concentrated open interest is. The exchange endpoint returns a single venue's full profile by id. The list endpoint returns every derivatives-exchange id and name for lookup and autocomplete. Everything is read live from CoinGecko on each request, nothing stored beyond a short protective cache. Ideal for derivatives dashboards, open-interest and market-structure analytics, venue comparison and trading tools. Live, no key. 3 endpoints. For per-contract funding and open-interest history use a derivatives or open-interest API.

api.oanor.com/derivativesexchanges-api

Live options-strategy payoff and analysis that options traders run before placing a trade — computed on demand, no key, nothing cached. Get the profit-at-expiry curve of any multi-leg position (calls, puts and stock) plus the net premium, maximum profit, maximum loss and breakeven points; pull just those headline numbers; or build a named strategy (straddle, strangle, bull/bear spread, covered call, protective put, iron condor) from friendly parameters and analyse it. Works for equity, FX or crypto options. A multi-leg payoff engine, distinct from single-option pricing tools: it turns a combination of legs into the profit profile, breakevens and risk a trader acts on.

api.oanor.com/optionstrategy-api

Live data from dYdX — a leading decentralised perpetual-futures exchange running on its own Cosmos appchain with a fully on-chain order book — served from its public indexer API as clean JSON, no cache. Get every perpetual market with its oracle price, 24h price change, 24h volume and trade count, open interest, next hourly funding rate (and the annualised rate) and margin requirements (sorted by volume); pull one market's full state by ticker; read the live order book for a market (best bid and ask, spread, mid price and the top depth levels); or list the recent fills for a market. Read live from dYdX, nothing cached. This is dYdX's own on-chain perps order-book, funding-rate and open-interest layer — distinct from centralised-exchange tickers, aggregate derivatives feeds and other DEX feeds: a separate decentralised perpetuals venue with its own order book.

api.oanor.com/dydx-api

Live data from Hyperliquid — the leading on-chain perpetual-futures and spot DEX, running its own L1 order book — served from its public info API as clean JSON, no cache. Get every perpetual market with its mark, oracle and mid price, hourly funding rate (and the annualised rate), open interest in both base units and USD, 24h volume, 24h change and maximum leverage (sorted by volume); pull one perpetual market's full state by coin; list the spot markets with price, 24h volume and circulating supply; or read exchange-wide totals — open interest, 24h volume and market counts. Read live from Hyperliquid, nothing cached. This is Hyperliquid's own on-chain perps order-book, funding-rate and open-interest layer — distinct from centralised-exchange tickers, aggregate derivatives feeds and generic price APIs: the live data of the biggest decentralised perpetuals venue.

api.oanor.com/hyperliquid-api

Live on-chain exchange data from the Injective network (INJ), a layer-1 blockchain with a fully on-chain central-limit order book for spot and derivative trading: the on-chain spot markets with ticker, status, fees and tokens; the perpetual and futures markets with their live mark price, oracle, margin ratios and fees; a spot market's live on-chain order book (best bid/ask, mid, spread and depth, decoded to human prices); and single-market details.

api.oanor.com/injective-api

Live derivatives and spot market data from Bybit, one of the largest crypto-derivatives exchanges, straight from its public v5 API. Built for perpetual swaps: the ticker returns a contract's last, mark and index price together, the 24-hour change, high, low, volume and turnover, the live open interest in contracts and in USD, and the current funding rate with the next funding time — a whole perp in one call. The funding endpoint returns the historical funding-rate series, the recurring payments that anchor a perp to spot. The openinterest endpoint returns the open-interest time series, the best gauge of leverage building or unwinding. The kline endpoint returns OHLCV candles at any interval. Linear (USDT) perps, inverse (coin) perps and spot are all reachable via the category parameter. Live, no key, nothing stored. Distinct from Coinbase, Bitstamp, OKX, Gate.io, Bitfinex and Gemini venue APIs and from aggregated derivatives feeds — this is Bybit's own ticker, funding history, open interest and candles. Perfect for trading, charting, derivatives-analytics and risk apps.

api.oanor.com/bybit-api

Live market data from OKX, one of the largest crypto exchanges, across both spot and perpetual markets, served straight from its public v5 API — no key, nothing cached. The ticker endpoint returns any instrument's snapshot — last price, best bid and ask, 24-hour open/high/low, volume and the 24-hour percentage change — for a spot pair like BTC-USDT or a perpetual swap like BTC-USDT-SWAP. The tickers endpoint returns every instrument of a type (spot, swap or futures) in one call, sortable by 24-hour change or volume. The candles endpoint returns OHLC candles at a bar you choose, from one minute to one month. The funding endpoint returns the funding rate of any perpetual swap — the periodic payment between longs and shorts — with the rate annualised to an APR and the next funding time, the signal perpetual-futures traders watch. Everything is OKX's live venue data, nothing stored. This is the OKX price, perpetual-funding and candle layer for any trading, charting, derivatives or market-data app. Distinct from Coinbase, Bitstamp, Binance and Kraken venue APIs and from aggregated feeds — this is OKX's own spot and perpetual order flow and its per-contract funding rates. 4 endpoints, no key on our side, real-time.

api.oanor.com/okx-api

Live cross-exchange perpetual-futures market data — no key, nothing cached. Where single-exchange APIs show one venue, this compares the whole derivatives market across every exchange at once. The contract endpoint takes a symbol (BTCUSDT, ETHUSD) and returns that contract on every exchange that lists it — the mark price, the funding rate, the basis, the open interest and the 24-hour volume on Binance, Bybit, OKX, MEXC, Hyperliquid and the rest side by side, so you can instantly see where funding is richest and where the open interest sits (BTCUSDT trades on dozens of venues with billions in open interest each). The exchanges endpoint is the derivatives-exchange league table, ranked by open interest in BTC, with each venue's 24-hour volume and number of perpetual and futures pairs. The top endpoint surfaces the largest contracts market-wide by open interest or by volume. This is the cross-exchange derivatives layer for any trading, funding-arbitrage, risk or analytics app. Live from CoinGecko, nothing stored. Distinct from single-exchange funding and open-interest APIs — this is the whole perpetual-futures market across exchanges. 4 endpoints.

api.oanor.com/derivatives-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

Live open-interest history and trend for crypto perpetual futures, served from the Bybit v5 feed. Open interest is the total value of outstanding contracts — its trend, rising or falling alongside price, is the signal traders use to confirm a move or spot a squeeze. For any USDT perpetual this returns the latest open interest in contracts and in USD, how it has changed over your chosen window, the rising / falling / flat trend, and the full time-series across 5m, 15m, 30m, 1h, 4h and 1d buckets. Look a contract up by symbol (BTCUSDT) or base coin (BTC), pull its open-interest history, or list every tradable perpetual. Live data, no cache. Distinct from a funding-rate API (which carries the rate snapshot) and from price / ticker APIs — this is the open-interest time-series and trend layer.

api.oanor.com/openinterest-api

Live crypto options-market data as an API, streamed from the Deribit public exchange. For BTC, ETH, SOL and XRP: the full option chain with each contract's mark price, mark implied volatility, open interest, 24-hour volume and underlying price; the nearest at-the-money call and put for a one-call read on how the market prices risk; the spot index price; the historical realised-volatility series with stats; and a market-wide summary of open interest, volume and expiries. Built for options, volatility, quant and trading apps. Distinct from spot-price, funding and on-chain APIs — this is the live options surface.

api.oanor.com/cryptooptions-api

Live crypto long/short trader-positioning sentiment as an API, streamed from the Bybit v5 public account-ratio feed. For any USDT perpetual futures contract it returns the share of accounts positioned long versus short (buy/sell ratio) and the derived long/short ratio — either the latest reading or a full time-series across 5m, 15m, 30m, 1h, 4h and 1d buckets. The crowd-positioning signal traders use to spot one-sided, over-leveraged markets. Look up by symbol or base coin, pull history, or list tradable symbols. Live, no key. Distinct from funding-rate, price and open-interest APIs — this is the account long/short sentiment.

api.oanor.com/longshortratio-api

Live crypto perpetual funding rates and derivatives data as an API, streamed from the Bybit v5 public market feed. For every USDT perpetual futures contract: its symbol, last / mark / index price, the current funding rate (per interval, plus percentage and annualised), the next funding time, open interest, 24-hour volume and turnover, and 24-hour price change. Look a contract up by symbol or base coin, rank contracts by funding, open interest, turnover or price move — a ready-made signal for crowded longs and shorts — search, or list them all. Built for trading, quant, dashboard and signal apps. Distinct from spot-price and on-chain data.

api.oanor.com/fundingrates-api

Live Perennial on-chain data via Blockscout. Perennial is a DeFi derivatives Ethereum L2 built on Arbitrum Orbit; gas and balances are in ETH. Network stats, gas prices, latest blocks, a block by height or hash, address detail with ETH balance, a transaction by hash, ERC-20 token metadata and a universal search across addresses, tokens, blocks and transactions. Real data, no key.

api.oanor.com/perennial-api

Black-Scholes-Merton European option pricing as an API, computed locally and deterministically. The price endpoint computes the fair value of a European call and put from the spot price, strike, annualized risk-free rate, annualized volatility, time to expiry in years and an optional continuous dividend yield, using Call = S·e^(−qT)·N(d1) − K·e^(−rT)·N(d2) and the put-call-parity put, with d1 = [ln(S/K) + (r − q + σ²/2)·T]/(σ√T) and d2 = d1 − σ√T and a high-accuracy standard-normal CDF — an at-the-money option on a 100 spot with a 5 % rate, 20 % volatility and one year to expiry is worth about 10.45 for the call and 5.57 for the put. The greeks endpoint returns the full risk sensitivities for both call and put: delta (∂V/∂S), gamma (∂²V/∂S²), vega (∂V/∂σ, per 1.00 and per 1 % point), theta (∂V/∂t, per year and per calendar day) and rho (∂V/∂r). Rates, dividend yield and volatility are annualized and time is in years, continuous compounding. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, trading, quant, portfolio-risk, derivatives and finance-education app developers, option-pricing and Greeks dashboards, and risk engines. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 2 endpoints. This is the European Black-Scholes model; for American-style early exercise or implied volatility solving it returns the closed-form European result only.

api.oanor.com/blackscholes-api

Black-Scholes option-pricing maths as an API, computed locally and deterministically. The black-scholes endpoint prices European call and put options from the spot price, strike, time to expiry, risk-free rate, volatility and an optional dividend yield — Call = S·e^(−qT)·Φ(d1) − K·e^(−rT)·Φ(d2) — returning both prices, the intermediate d1 and d2, and the put-call parity figure. The greeks endpoint computes the full set of option sensitivities for the call and the put: delta, gamma, theta (per year and per day), vega and rho, the quantities traders use to hedge and manage risk. The implied-volatility endpoint inverts the model, solving by bisection for the volatility that reproduces a given option market price. Rates, volatilities and dividend yields are decimals (0.05 = 5 %) and time to expiry is in years. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, trading, quantitative-finance and derivatives app developers, options analytics and risk tools, and finance education. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 3 endpoints. This is options pricing; for NPV and IRR use an NPV API and for CAGR and real returns an investment API.

api.oanor.com/options-api