Market data
Venues, markets, candles (incl. the TOTAL indexes), open interest, funding, basis, long/short, large trades, order-book heatmap, footprints, ETF flows.
Market data is what the terminal's charts read, through the same code: a candle from /v1/candles is the chart's own bar.
/v1/venueslists the exchanges and sources and what each offers;/v1/marketslists every market with its symbol, base, quote, type and tick size. Use them to build valid requests.- Candles: bars
{ t, o, h, l, c, v [, qv, bv, qbv] }wheretis the bar's open (unix seconds),vbase volume,qvquote volume,bv/qbvthe taker-buy volumes where the venue publishes them. Minutes to months on every tier; seconds and tick bars from Developer. Venuemcapgives ChartDeck's crypto market-cap indexes (TOTAL, TOTAL2, TOTAL3). - Derivatives series: open interest (base coin), funding (with settlements), basis (perpetual vs spot, percent) and the long/short ratio, per bar of one venue.
- Large trades: the big prints of one market (
t_ms). - Order-book heatmap: recorded resting liquidity per bar (heavy: 10 to 20 units).
- Footprint bars: volume at price, buy and sell, per bar (heavy).
- ETF flows: spot ETF flows per fund and in total, daily or from quarterly filings.
Pages walk backward in time: the first page is the newest. Long history costs more units (Units and weights).
#Operations
| Operation | Summary |
|---|---|
GET /v1/basis | Perpetual vs spot basis per bar (percent) |
GET /v1/candles | OHLCV bars of one market (the chart's own bars); venue mcap = the TOTAL indexes |
GET /v1/etf/flows | One asset's spot ETF flows per fund and in total, daily or quarterly |
GET /v1/etf/summary | Every asset's latest spot ETF totals |
GET /v1/footprint/bars | Footprint bars: volume at price, buy and sell |
GET /v1/funding | Funding rate per bar, with settlements |
GET /v1/lsr | Long/short ratio per bar of one venue |
GET /v1/markets | Every listed market: venue, symbol, base, quote, type, precision, tick size |
GET /v1/oi | Open interest per bar (base coin) |
GET /v1/orderbook/heatmap | Recorded resting liquidity per bar |
GET /v1/trades/large | The large prints of one market |
GET /v1/venues | The exchanges and data sources the API serves (id, name, type, quotes, market count) |
#Typical call
const r = await cd.market.candles({ venue: 'binance', symbol: 'BTCUSDT', res: '60', limit: 500 });
console.log(r.data.length, r.meta.attribution);