Laevitas V1.0 API
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    • Real-Time Data
    • Historical Data
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    • Real-Time Data
    • Historical Data
  • Derivs
    • Real-Time Data
    • Historical Data
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On this page
  • What is Derivs Real-Time Data?
  • List of Requests
  • Futures Live Data
  • Perpetual Swaps Live Data
  • Aggregated Perps Summary
  • Aggregated Perps Summary All Currencies
  • Open Interest Gainers
  • Price Gainers
  • Get perpetuals snapshot data for a specific market
  • Get perpetuals data for a specific market
  • Get futures data for a specific market
  • Get alternative options data for a specific market
  • top funding data for a specific market.
  • Retrieves a timestamped summary of open interest changes for perpetual in a specific currency over a given period.
  • Retrieves a timestamped report of open interest changes for a specific market and currency over a given period.
  1. Derivs

Real-Time Data

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Last updated 8 months ago

This page provides comprehensive details on real-time data for derivatives available in our system. In today's complex financial environment, having access to real-time data on derivatives is crucial for businesses to navigate the market, react to rapid changes, and maintain a competitive position.

What is Derivs Real-Time Data?

Derivs real-time data refers to the live data related to various financial derivatives in the market, such as options, futures, swaps, and more. This data is indispensable for traders, analysts, and financial institutions to make immediate and informed trading decisions. It covers metrics such as current derivative prices, volume, implied volatility, and other vital indicators.

List of Requests

Futures Live Data

GET https://api.laevitas.ch/analytics/derivs/futures/{market}/{currency}/{maturity}

N/A

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

currency*

string

Check analytics/futures/alt_currency For more information about available currencies example: BTC, ADA, BCH, BLAST, BNB, BTCDVOL, DOT, ETH, LINK, LTC, SOL, TKO, TRX, XRP, ZK, ZRO

maturity*

string

Check analytics/futures/instruments for more information about available maturity example: 29DEC23, 30JUN23

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "BTC-16AUG24",
      "base_currency": "BTC",
      "margin": "coin",
      "index_price": 60933.92,
      "price": 60946.37,
      "basis": 0.02,
      "apy": 3.99,
      "open_interest": 29412750,
      "oi_volume24h": 1.61,
      "volume24h": 18266974.19,
      "liquidations": {
        "short": 0,
        "long": 0
      }
    }
  ]
}

Perpetual Swaps Live Data

GET https://api.laevitas.ch/analytics/derivs/perpetuals/{market}/{currency}

N/A

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

currency*

string

Check analytics/futures/alt_currency For more information about available currencies example: BTC, 1CAT, 1INCH, A8, AAVE, ACE, ACH, ADA, AERGO, AERO, AEVO, AGI, AGLD, AI, AIDOGE, AIOZ, AKRO, AKT, ALG, ALGO, ALICE, ALPACA, ALPHA, ALT, AMB, ANKR, APE, API3, APT, APU, AR, ARB, ARK, ARKM, ARPA, ASTR, ATA, ATH, ATO, ATOM, AUCTION, AUDIO, AUSTRALIA200IX, AVAIL, AVAX, AXL, AXS, AZUR, BABYDOGE, BADGER, BAKE, BAL, BANANA, BAND, BASKET, BAT, BB, BCH, BEAM, BEER, BEL, BENDOG, BGB, BICO, BIGTIME, BITCOIN, BLAST, BLUR, BLZ, BMEX, BNB, BNT, BNX, BOBA, BOME, BOND, BONK, BRETT, BSV, BSW, BTCDOM, BTT, BVIV, C98, CAKE, CEEK, CELO, CELR, CETUS, CFX, CHR, CHZ, CKB, CLOUD, COMBO, COMP, COQ, CORE, COS, COTI, CRO, CRV, CTC, CTK, CTSI, CVC, CVX, CYBER, DAO, DAR, DASH, DATA, DEFI, DEGEN, DENT, DEXE, DGB, DODO, DODOX, DOG, DOGE, DOP1, DOT, DRIFT, DUSK, DYDX, DYM, EDU, EGLD, ENA, ENJ, ENS, EOS, ETC, ETH, ETHBTC, ETHFI, ETHW, EUR, EUROPE50IX, EVIV, FET, FIL, FIRE, FITFI, FLM, FLOKI, FLOW, FLR, FORTH, FOXY, FRANCE40IX, FRONT, FTM, FTN, FTT, FUN, FXS, G, GALA, GAS, GBP, GERMANY40IX, GFT, GLM, GLMR, GMCI30, GME, GMMEME, GMT, GMX, GNO, GODS, GRT, GTC, HBAR, HFT, HIFI, HIGH, HNT, HONGKONG50IX, HOOK, HOT, HPOS, ICP, ICX, ID, IDEX, ILV, IMX, INJ, IO, IOST, IOT, IOTA, IOTX, JAPAN225IX, JASMY, JOE, JPY, JST, JTO, JUP, KAS, KAVA, KDA, KEY, KLAY, KNC, KSM, L3, LADYS, LAI, LAVA, LDO, LEVER, LINA, LINK, LISTA, LIT, LOOKS, LOOM, LPT, LQTY, LRC, LSK, LTC, LTO, LUNA2, LUNC, MAGIC, MANA, MANEKI, MANTA, MAPO, MASA, MASK, MATIC, MAV, MAVIA, MAX, MAXNEW, MBL, MBOX, MDT, MEME, MERL, METIS, MEW, MINA, MKR, MNT, MOBILE, MOCA, MOG, MON, MOTHER, MOVR, MTL, MYRIA, MYRO, NEAR, NEIRO, NEO, NFP, NFT, NKN, NMR, NOT, NTRN, NYAN, OG, OGN, OM, OMG, OMNI, OMNI1, ONDO, ONE, ONG, ONT, OP, ORBS, ORCA, ORDI, ORN, OSMO, OXT, PARCL, PAXG, PEIPEI, PENDLE, PENG, PEOPLE, PEPE, PERP, PHA, PHB, PIRATE, PIXEL, PIXFI, POLYX, PONKE, POPCAT, PORTAL, POWR, PRCL, PRIME, PROM, PYTH, QI, QNT, QTUM, RAD, RARE, RATS, RAYDIUM, RDNT, REEF, REN, RENDER, REQ, REZ, RIF, RLC, RNDR, RON, RONIN, ROSE, RPL, RSR, RSS3, RUNE, RVN, SAFE, SAGA, SAND, SATS, SC, SCA, SCRT, SEI, SFP, SHIB, SILLY, SKL, SLERF, SLP, SNT, SNX, SOL, SPAIN35IX, SPEC, SPELL, SSV, STEEM, STETH, STG, STMX, STORJ, STPT, STRK, STX, SUI, SUN, SUPER, SUSHI, SWEAT, SXP, SYN, T, TAIKO, TAO, THETA, TIA, TKO, TLM, TNSR, TOKEN, TOMI, TON, TONCOIN, TRB, TREMP, TRU, TRX, TRY, TURBO, TUSD, TWT, UK100IX, UKOIL, ULTI, UMA, UNFI, UNI, USDC, USDE, USDT, USTC, UXLINK, VANRY, VELO, VET, VGX, VRA, VTHO, W, WAVES, WAXP, WEN, WIF, WIN, WLD, WOO, XAG, XAI, XAUT, XCH, XCN, XEC, XEM, XLM, XMR, XNO, XPD, XPT, XRD, XRP, XTZ, XVG, XVS, YFI, YGG, ZBCN, ZCX, ZEC, ZEN, ZERO, ZETA, ZEUS, ZIL, ZK, ZKF, ZKJ, ZKL, ZKSYNC, ZRO, ZRX

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "BTC_USDT-PERPETUAL",
      "base_currency": "BTC",
      "margin": "usd",
      "market_cap": 1206775074197,
      "index_price": 60896.66,
      "price": 60896.66,
      "basis": 0,
      "funding": -0.000192,
      "next_funding": 0,
      "apy": -0.21,
      "open_interest": 114607.52,
      "oi_volume24h": 18.82,
      "volume24h": 6089.67,
      "liquidations": {
        "short": 0,
        "long": 0
      },
      "long_short_ratio": 0,
      "realized_vol": {
        "3": 77.35,
        "7": 71.58,
        "30": 68.64,
        "60": 59.12,
        "90": 53.39,
        "180": 55.91,
        "270": 52.48,
        "365": 49.53
      },
      "avg_apr": {
        "1": -0.6347,
        "3": -0.7359,
        "7": 0.3225,
        "30": 14.607,
        "60": 0,
        "90": 8.2128,
        "180": 0,
        "270": 0,
        "365": 6.6386
      }
    }
  ]
}

Aggregated Perps Summary

GET https://api.laevitas.ch/analytics/derivs/summary/{currency}

N/A

Path Parameters

Name
Type
Description

currency*

string

Check analytics/futures/alt_currency For more information about available currencies example: BTC, 1CAT, 1INCH, A8, AAVE, ACE, ACH, ADA, AERGO, AERO, AEVO, AGI, AGLD, AI, AIDOGE, AIOZ, AKRO, AKT, ALG, ALGO, ALICE, ALPACA, ALPHA, ALT, AMB, ANKR, APE, API3, APT, APU, AR, ARB, ARK, ARKM, ARPA, ASTR, ATA, ATH, ATO, ATOM, AUCTION, AUDIO, AUSTRALIA200IX, AVAIL, AVAX, AXL, AXS, BABYDOGE, BADGER, BAKE, BAL, BANANA, BAND, BAT, BB, BCH, BEAM, BEER, BEL, BENDOG, BGB, BICO, BIGTIME, BITCOIN, BLAST, BLOCK, BLUR, BLZ, BMEX, BNB, BNT, BNX, BOBA, BOME, BOND, BONE, BONK, BRETT, BSV, BSW, BTCDOM, BTT, BVIV, C98, CAKE, CEEK, CELO, CELR, CETUS, CFX, CHR, CHZ, CKB, CLOUD, COMBO, COMP, COQ, CORE, COS, COTI, CRO, CRV, CSPR, CTC, CTK, CTSI, CVC, CVX, CYBER, DAO, DAR, DASH, DATA, DEFI, DEGEN, DENT, DEXE, DGB, DMAIL, DODO, DODOX, DOG, DOGE, DOP1, DOT, DRIFT, DUSK, DYDX, DYM, EDU, EGLD, ENA, ENJ, ENS, EOS, ETC, ETH, ETHBTC, ETHFI, ETHW, EUR, EUROPE50IX, EVIV, FET, FIL, FIRE, FITFI, FLM, FLOKI, FLOW, FLR, FORTH, FOXY, FRANCE40IX, FRONT, FTM, FTN, FTT, FUN, FXS, G, GALA, GAS, GBP, GERMANY40IX, GFT, GLM, GLMR, GMCI30, GME, GMMEME, GMT, GMX, GNO, GODS, GPT, GRT, GTC, HBAR, HFT, HIFI, HIGH, HNT, HONGKONG50IX, HOOK, HOT, ICP, ICX, ID, IDEX, ILV, IMX, INJ, IO, IOST, IOT, IOTA, IOTX, JAPAN225IX, JASMY, JOE, JPY, JST, JTO, JUP, KAS, KAVA, KDA, KEY, KISHU, KLAY, KNC, KSM, L3, LADYS, LAI, LAVA, LDO, LEVER, LINA, LINK, LISTA, LIT, LOOKS, LOOM, LPT, LQTY, LRC, LSK, LTC, LTO, LUNA2, LUNC, MAGIC, MANA, MANEKI, MANTA, MAPO, MASA, MASK, MATIC, MAV, MAVIA, MAX, MAXNEW, MBL, MBOX, MDT, MEME, MERL, METIS, MEW, MINA, MKR, MNT, MOBILE, MOCA, MOG, MON, MOTHER, MOVR, MTL, MYRIA, MYRO, NEAR, NEIRO, NEO, NFP, NFT, NKN, NMR, NOT, NTRN, NYAN, OG, OGN, OM, OMG, OMNI, OMNI1, ONDO, ONE, ONG, ONT, OP, ORBS, ORCA, ORDI, ORN, OSMO, OXT, PARCL, PAXG, PEIPEI, PENDLE, PENG, PEOPLE, PEPE, PERP, PHA, PHB, PIRATE, PIXEL, PIXFI, POLYX, PONKE, POPCAT, PORTAL, POWR, PRCL, PRIME, PROM, PYTH, QI, QNT, QTUM, RACA, RAD, RARE, RATS, RAY, RAYDIUM, RDNT, REEF, REN, RENDER, REQ, REZ, RIF, RLC, RON, RONIN, ROSE, RPL, RSR, RSS3, RUNE, RVN, SAFE, SAGA, SAND, SATS, SC, SCA, SCRT, SEI, SFP, SHIB, SILLY, SKL, SLERF, SLP, SNT, SNX, SOL, SPAIN35IX, SPEC, SPELL, SSV, STEEM, STETH, STG, STMX, STORJ, STPT, STRK, STX, SUI, SUN, SUPER, SUSHI, SWEAT, SXP, T, TAIKO, TAO, THETA, TIA, TKO, TLM, TNSR, TOKEN, TOMI, TON, TONCOIN, TRB, TRU, TRX, TRY, TURBO, TWT, UK100IX, UKOIL, ULTI, UMA, UNFI, UNI, USDC, USDE, USDT, USTC, UXLINK, VANRY, VELO, VENOM, VET, VGX, VRA, VTHO, W, WAVES, WAXP, WEN, WIF, WIN, WLD, WOO, XAG, XAI, XAUT, XCH, XCN, XEC, XEM, XLM, XMR, XNO, XPD, XPT, XRD, XRP, XTZ, XVG, XVS, YFI, YGG, ZBCN, ZCX, ZEC, ZEN, ZENT, ZERO, ZETA, ZEUS, ZIL, ZK, ZKF, ZKJ, ZKL, ZKSYNC, ZRO, ZRX

{
  "date": 1723633800,
  "data": [
    {
      "currency": "BTC",
      "price": 60874.313,
      "change": 3.808,
      "market_cap": 1206775074197,
      "realized_vol": {
        "3": 77.35,
        "7": 71.58,
        "30": 68.64,
        "60": 59.12,
        "90": 53.39,
        "180": 55.91,
        "270": 52.48,
        "365": 49.53
      },
      "open_interest": 19706085151,
      "open_interest_notional": 323718,
      "volume": 45711834290,
      "oi_volume_24h": 0.431,
      "markets": [
        "VERTEX",
        "DERIBIT",
        "KRAKEN",
        "DYDX",
        "BINANCE",
        "HUOBI",
        "BYBIT",
        "BITGET",
        "PARADEX",
        "BITMEX",
        "AEVO",
        "OKEX",
        "BITFINEX",
        "BLITZ",
        "KWENTA"
      ],
      "funding": -0.00199,
      "next_fr": 0.000308,
      "yield": -2.147,
      "liquidations": {
        "long": 5715594,
        "short": 14046645
      },
      "correlation": {
        "btc": {
          "7": null,
          "30": null
        },
        "eth": {
          "7": 0.857,
          "30": 0.906
        }
      },
      "sectors": [
        "DIGITAL_ASSET"
      ],
      "ls_ratio": 1.478
    }
  ]
}

Aggregated Perps Summary All Currencies

GET https://api.laevitas.ch/analytics/derivs/summary

N/A

{
  "date": 1723633800,
  "data": [
    {
      "currency": "BTC",
      "price": 60874.313,
      "change": 3.808,
      "market_cap": 1206775074197,
      "realized_vol": {
        "3": 77.35,
        "7": 71.58,
        "30": 68.64,
        "60": 59.12,
        "90": 53.39,
        "180": 55.91,
        "270": 52.48,
        "365": 49.53
      },
      "open_interest": 19706085151,
      "open_interest_notional": 323718,
      "volume": 45711834290,
      "oi_volume_24h": 0.431,
      "markets": [
        "VERTEX",
        "DERIBIT",
        "KRAKEN",
        "DYDX",
        "BINANCE",
        "HUOBI",
        "BYBIT",
        "BITGET",
        "PARADEX",
        "BITMEX",
        "AEVO",
        "OKEX",
        "BITFINEX",
        "BLITZ",
        "KWENTA"
      ],
      "funding": -0.00199,
      "next_fr": 0.000308,
      "yield": -2.147,
      "liquidations": {
        "long": 5715594,
        "short": 14046645
      },
      "correlation": {
        "btc": {
          "7": null,
          "30": null
        },
        "eth": {
          "7": 0.857,
          "30": 0.906
        }
      },
      "sectors": [
        "DIGITAL_ASSET"
      ],
      "ls_ratio": 1.478
    }
  ]
}

Open Interest Gainers

GET https://api.laevitas.ch/analytics/derivs/oi_gainers/{market}/{type}/{period}

N/A

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

type*

string

N/A example: future, perpetual

period*

string

Specifies the number of hours over which to track gainer in open interest, with the value representing the change interval in hours example: 1, 12, 168, 18, 2, 24, 336, 4, 48, 504, 720, 8, ytd

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "ETH-28MAR25",
      "open_interest_change": -43928,
      "open_interest_change_notional": -2.986,
      "open_interest_change_percentage": -0.2202
    }
  ]
}

Price Gainers

GET https://api.laevitas.ch/analytics/derivs/price_gainers/{market}/{type}/{period}

N/A

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

type*

string

N/A example: future, perpetual

period*

string

Specifies the number of hours over which to track gainer in price, with the value representing the change interval in hours example: 1, 12, 168, 18, 2, 24, 336, 4, 48, 504, 720, 8, ytd

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "BTC-30AUG24",
      "priceChange": -0.2461
    }
  ]
}

Get perpetuals snapshot data for a specific market

GET https://api.laevitas.ch/analytics/derivs/perpetuals_snapshot/{market}

perpetuals data for a given market symbol. The data contains information about various perpetual contracts for the specified market, including the contract symbol, base currency, margin type, index price, current price, annual percentage yield (APY), open interest, 24-hour trading volume, and liquidations.

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, BINANCE, BITFINEX, BITMEX, BYBIT, HUOBI, KRAKEN, OKX

{
  "date": 1723633800,
  "data": {
    "ADA": {
      "ADA_USDC-PERPETUAL": {
        "basis": -0.0001,
        "open_interest": 364690,
        "next_fr": -0.0044,
        "fr": -0.0138,
        "volume": 202870,
        "volume_usd": 68894.91,
        "underlyer": "ADA_USDC",
        "base_currency": "ADA",
        "bid": 0.3404,
        "bid_amount": 1000,
        "ask": 0.3407,
        "ask_amount": 11480,
        "underlyer_spot": 0.3405,
        "datetime": "2024-08-14T11:10:43"
      }
    },
    "ALGO": {
      "ALGO_USDC-PERPETUAL": {
        "basis": 0.0001,
        "open_interest": 606680,
        "next_fr": 0.058,
        "fr": 0.0778,
        "volume": 342450,
        "volume_usd": 41059.21,
        "underlyer": "ALGO_USDC",
        "base_currency": "ALGO",
        "bid": 0.1204,
        "bid_amount": 340,
        "ask": 0.1205,
        "ask_amount": 7440,
        "underlyer_spot": 0.1205,
        "datetime": "2024-08-14T11:10:41"
      }
    },
    "AVAX": {
      "AVAX_USDC-PERPETUAL": {
        "basis": -0.009,
        "open_interest": 42029.8,
        "next_fr": -0.0169,
        "fr": -0.0242,
        "volume": 2708.4,
        "volume_usd": 57549.97,
        "underlyer": "AVAX_USDC",
        "base_currency": "AVAX",
        "bid": 21.47,
        "bid_amount": 58.6,
        "ask": 21.48,
        "ask_amount": 25.9,
        "underlyer_spot": 21.484,
        "datetime": "2024-08-14T11:10:44"
      }
    },
    "BCH": {
      "BCH_USDC-PERPETUAL": {
        "basis": -0.23,
        "open_interest": 1034.36,
        "next_fr": -0.0418,
        "fr": -0.0266,
        "volume": 842.68,
        "volume_usd": 295828.05,
        "underlyer": "BCH_USDC",
        "base_currency": "BCH",
        "bid": 343.83,
        "bid_amount": 9.3,
        "ask": 344.22,
        "ask_amount": 10.88,
        "underlyer_spot": 344.2,
        "datetime": "2024-08-14T11:10:44"
      }
    },
    "BTC": {
      "BTC-PERPETUAL": {
        "basis": 5.79,
        "open_interest": 516821320,
        "next_fr": 0,
        "fr": 0.0008,
        "volume": 6633.903,
        "volume_usd": 401832740,
        "underlyer": "BTC",
        "base_currency": "BTC",
        "bid": 60956.5,
        "bid_amount": 7750,
        "ask": 60957,
        "ask_amount": 411500,
        "underlyer_spot": 60945.48,
        "datetime": "2024-08-14T11:10:44"
      },
      "BTC_USDC-PERPETUAL": {
        "basis": 3.1107,
        "open_interest": 143.446,
        "next_fr": 0,
        "fr": 0.0002,
        "volume": 195.028,
        "volume_usd": 11813275.97,
        "underlyer": "BTC_USDC",
        "base_currency": "BTC",
        "bid": 60936,
        "bid_amount": 0.069,
        "ask": 60947,
        "ask_amount": 0.058,
        "underlyer_spot": 60943.297,
        "datetime": "2024-08-14T11:10:45"
      },
      "BTC_USDT-PERPETUAL": {
        "basis": 0,
        "open_interest": 1.882,
        "next_fr": 0,
        "fr": -0.0002,
        "volume": 0.1,
        "volume_usd": 6181.85,
        "underlyer": "BTC_USDT",
        "base_currency": "BTC",
        "bid": 59000,
        "bid_amount": 0.001,
        "ask": 64000,
        "ask_amount": 0.001,
        "underlyer_spot": 60919.313,
        "datetime": "2024-08-14T11:10:45"
      }
    }
  }
}

Get perpetuals data for a specific market

GET https://api.laevitas.ch/analytics/derivs/perpetuals/{market}

perpetuals data for a given market symbol. The data contains information about various perpetual contracts for the specified market, including the contract symbol, base currency, margin type, index price, current price, annual percentage yield (APY), open interest, 24-hour trading volume, and liquidations.

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "UNI_USDC-PERPETUAL",
      "base_currency": "UNI",
      "margin": "usd",
      "market_cap": 4874835112,
      "index_price": 6.419,
      "price": 6.419,
      "basis": 0,
      "funding": 0,
      "next_funding": 0,
      "apy": 0,
      "open_interest": 4923.16,
      "oi_volume24h": 0,
      "volume24h": 0,
      "liquidations": {
        "short": 0,
        "long": 0
      },
      "long_short_ratio": 0,
      "realized_vol": {
        "3": 92.12,
        "7": 85.15,
        "30": 96.02,
        "60": 94.01,
        "90": 100.07,
        "180": 122.93,
        "270": 110.82,
        "365": 101.55
      },
      "avg_apr": {
        "1": 0,
        "3": 0,
        "7": 0.01184,
        "30": 0.1466,
        "60": 0,
        "90": 20.673,
        "180": 0,
        "270": 0,
        "365": 6.8718
      }
    }
  ]
}

Get futures data for a specific market

GET https://api.laevitas.ch/analytics/derivs/futures/{market}

futures data for a given market symbol. The data contains information about various futures contracts for the specified market, including the contract symbol, base currency, margin type, index price, basis value, funding, APY, open interest, 24-hour open interest volume, 24-hour trading volume, and liquidations.

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "BTC-16AUG24",
      "base_currency": "BTC",
      "margin": "coin",
      "index_price": 60933.92,
      "price": 60946.37,
      "basis": 0.02,
      "apy": 3.99,
      "open_interest": 29412750,
      "oi_volume24h": 1.61,
      "volume24h": 18266974.19,
      "liquidations": {
        "short": 0,
        "long": 0
      }
    }
  ]
}

Get alternative options data for a specific market

GET https://api.laevitas.ch/analytics/derivs/alt_option/{market}

alternative options data for a given market symbol. The data contains information about various alternative options contracts for the specified market, including the contract symbol, base currency, margin type, index price, underlying price, ATM volatility, 25 delta risk reversal, 25 delta butterfly, open interest, open interest notional, 24-hour call volume, 24-hour call volume notional, 24-hour put volume, 24-hour put volume notional, 24-hour trading volume, 24-hour trading volume notional, basis value, and expiry date.

Path Parameters

Name
Type
Description

market*

string

N/A

{
  "date": 1723633800,
  "data": [
    {
      "market": "DERIBIT",
      "symbol": "BTC Daily Options 15AUG24",
      "margin": "coin",
      "index_price": 60955.44,
      "underlying_price": 60963.24,
      "atm_vol": 69.43,
      "_25_delta_risk_reversal": -3.92,
      "_25_delta_butterfly": 3.41,
      "open_interest": 115236259.3,
      "open_interest_notional": 1961.23,
      "volume24h_call": 54378348,
      "volume24h_call_notional": 925.48,
      "volume24h_put": 46387089.8,
      "volume24h_put_notional": 760.9,
      "volume24h": 100765437.9,
      "volume24h_notional": 1652.89,
      "basis": 0.0128,
      "expiry": "15/08/24"
    }
  ]
}

top funding data for a specific market.

GET https://api.laevitas.ch/analytics/derivs/top_funding/{market}

This endpoint provides top funding data for a given market. It returns an array of funding data for various trading symbols, including the symbol, funding value, and yield value.

Path Parameters

Name
Type
Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "NEAR_USDC-PERPETUAL",
      "funding": -0.05087,
      "yield": -55.7
    }
  ]
}

Retrieves a timestamped summary of open interest changes for perpetual in a specific currency over a given period.

GET https://api.laevitas.ch/analytics/derivs/perpetual/open_interest_change_summary/{currency}/{period}

N/A

Path Parameters

Name
Type
Description

currency*

string

Currency example: BTC, 1CAT, 1INCH, A8, AAVE, ACE, ACH, ADA, AERGO, AERO, AEVO, AGI, AGLD, AI, AIDOGE, AIOZ, AKRO, AKT, ALG, ALGO, ALICE, ALPACA, ALPHA, ALT, AMB, ANKR, APE, API3, APT, APU, AR, ARB, ARK, ARKM, ARPA, ASTR, ATA, ATH, ATO, ATOM, AUCTION, AUDIO, AUSTRALIA200IX, AVAIL, AVAX, AXL, AXS, BABYDOGE, BADGER, BAKE, BAL, BANANA, BAND, BAT, BB, BCH, BEAM, BEER, BEL, BENDOG, BGB, BICO, BIGTIME, BITCOIN, BLAST, BLOCK, BLUR, BLZ, BMEX, BNB, BNT, BNX, BOBA, BOME, BOND, BONE, BONK, BRETT, BSV, BSW, BTCDOM, BTT, BVIV, C98, CAKE, CEEK, CELO, CELR, CETUS, CFX, CHR, CHZ, CKB, CLOUD, COMBO, COMP, COQ, CORE, COS, COTI, CRO, CRV, CSPR, CTC, CTK, CTSI, CVC, CVX, CYBER, DAO, DAR, DASH, DATA, DEFI, DEGEN, DENT, DEXE, DGB, DMAIL, DODO, DODOX, DOG, DOGE, DOP1, DOT, DRIFT, DUSK, DYDX, DYM, EDU, EGLD, ENA, ENJ, ENS, EOS, ETC, ETH, ETHBTC, ETHFI, ETHW, EUR, EUROPE50IX, EVIV, FET, FIL, FIRE, FITFI, FLM, FLOKI, FLOW, FLR, FORTH, FOXY, FRANCE40IX, FRONT, FTM, FTN, FTT, FUN, FXS, G, GALA, GAS, GBP, GERMANY40IX, GFT, GLM, GLMR, GMCI30, GME, GMMEME, GMT, GMX, GNO, GODS, GPT, GRT, GTC, HBAR, HFT, HIFI, HIGH, HNT, HONGKONG50IX, HOOK, HOT, ICP, ICX, ID, IDEX, ILV, IMX, INJ, IO, IOST, IOT, IOTA, IOTX, JAPAN225IX, JASMY, JOE, JPY, JST, JTO, JUP, KAS, KAVA, KDA, KEY, KISHU, KLAY, KNC, KSM, L3, LADYS, LAI, LAVA, LDO, LEVER, LINA, LINK, LISTA, LIT, LOOKS, LOOM, LPT, LQTY, LRC, LSK, LTC, LTO, LUNA2, LUNC, MAGIC, MANA, MANEKI, MANTA, MAPO, MASA, MASK, MATIC, MAV, MAVIA, MAX, MAXNEW, MBL, MBOX, MDT, MEME, MERL, METIS, MEW, MINA, MKR, MNT, MOBILE, MOCA, MOG, MON, MOTHER, MOVR, MTL, MYRIA, MYRO, NEAR, NEIRO, NEO, NFP, NFT, NKN, NMR, NOT, NTRN, NYAN, OG, OGN, OM, OMG, OMNI, OMNI1, ONDO, ONE, ONG, ONT, OP, ORBS, ORCA, ORDI, ORN, OSMO, OXT, PARCL, PAXG, PEIPEI, PENDLE, PENG, PEOPLE, PEPE, PERP, PHA, PHB, PIRATE, PIXEL, PIXFI, POLYX, PONKE, POPCAT, PORTAL, POWR, PRCL, PRIME, PROM, PYTH, QI, QNT, QTUM, RACA, RAD, RARE, RATS, RAY, RAYDIUM, RDNT, REEF, REN, RENDER, REQ, REZ, RIF, RLC, RON, RONIN, ROSE, RPL, RSR, RSS3, RUNE, RVN, SAFE, SAGA, SAND, SATS, SC, SCA, SCRT, SEI, SFP, SHIB, SILLY, SKL, SLERF, SLP, SNT, SNX, SOL, SPAIN35IX, SPEC, SPELL, SSV, STEEM, STETH, STG, STMX, STORJ, STPT, STRK, STX, SUI, SUN, SUPER, SUSHI, SWEAT, SXP, T, TAIKO, TAO, THETA, TIA, TKO, TLM, TNSR, TOKEN, TOMI, TON, TONCOIN, TRB, TRU, TRX, TRY, TURBO, TWT, UK100IX, UKOIL, ULTI, UMA, UNFI, UNI, USDC, USDE, USDT, USTC, UXLINK, VANRY, VELO, VENOM, VET, VGX, VRA, VTHO, W, WAVES, WAXP, WEN, WIF, WIN, WLD, WOO, XAG, XAI, XAUT, XCH, XCN, XEC, XEM, XLM, XMR, XNO, XPD, XPT, XRD, XRP, XTZ, XVG, XVS, YFI, YGG, ZBCN, ZCX, ZEC, ZEN, ZENT, ZERO, ZETA, ZEUS, ZIL, ZK, ZKF, ZKJ, ZKL, ZKSYNC, ZRO, ZRX

period*

string

change period in hours example: 1, 2, 4, 8, 12, 18, 24, 48, 168, 336, 504, 720, 8760, ytd

{
  "date": 1723633800,
  "data": [
    {
      "markets": [
        "VERTEX",
        "DERIBIT",
        "KRAKEN",
        "DYDX",
        "BINANCE",
        "HUOBI",
        "BYBIT",
        "BITGET",
        "PARADEX",
        "BITMEX",
        "AEVO",
        "OKX",
        "BITFINEX",
        "BLITZ",
        "KWENTA"
      ],
      "open_interest": 19706085151,
      "open_interest_notional": 323718,
      "open_interest_change_usd": -39521487,
      "open_interest_notional_change_usd": 199
    }
  ]
}

Retrieves a timestamped report of open interest changes for a specific market and currency over a given period.

GET https://api.laevitas.ch/analytics/derivs/perpetual/open_interest_change/{market}/{currency}/{period}

N/A

Path Parameters

Name
Type
Description

market*

string

Market example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

currency*

string

Currency example: BTC, 1CAT, 1INCH, A8, AAVE, ACE, ACH, ADA, AERGO, AERO, AEVO, AGI, AGLD, AI, AIDOGE, AIOZ, AKRO, AKT, ALG, ALGO, ALICE, ALPACA, ALPHA, ALT, AMB, ANKR, APE, API3, APT, APU, AR, ARB, ARK, ARKM, ARPA, ASTR, ATA, ATH, ATO, ATOM, AUCTION, AUDIO, AUSTRALIA200IX, AVAIL, AVAX, AXL, AXS, BABYDOGE, BADGER, BAKE, BAL, BANANA, BAND, BAT, BB, BCH, BEAM, BEER, BEL, BENDOG, BGB, BICO, BIGTIME, BITCOIN, BLAST, BLOCK, BLUR, BLZ, BMEX, BNB, BNT, BNX, BOBA, BOME, BOND, BONE, BONK, BRETT, BSV, BSW, BTCDOM, BTT, BVIV, C98, CAKE, CEEK, CELO, CELR, CETUS, CFX, CHR, CHZ, CKB, CLOUD, COMBO, COMP, COQ, CORE, COS, COTI, CRO, CRV, CSPR, CTC, CTK, CTSI, CVC, CVX, CYBER, DAO, DAR, DASH, DATA, DEFI, DEGEN, DENT, DEXE, DGB, DMAIL, DODO, DODOX, DOG, DOGE, DOP1, DOT, DRIFT, DUSK, DYDX, DYM, EDU, EGLD, ENA, ENJ, ENS, EOS, ETC, ETH, ETHBTC, ETHFI, ETHW, EUR, EUROPE50IX, EVIV, FET, FIL, FIRE, FITFI, FLM, FLOKI, FLOW, FLR, FORTH, FOXY, FRANCE40IX, FRONT, FTM, FTN, FTT, FUN, FXS, G, GALA, GAS, GBP, GERMANY40IX, GFT, GLM, GLMR, GMCI30, GME, GMMEME, GMT, GMX, GNO, GODS, GPT, GRT, GTC, HBAR, HFT, HIFI, HIGH, HNT, HONGKONG50IX, HOOK, HOT, ICP, ICX, ID, IDEX, ILV, IMX, INJ, IO, IOST, IOT, IOTA, IOTX, JAPAN225IX, JASMY, JOE, JPY, JST, JTO, JUP, KAS, KAVA, KDA, KEY, KISHU, KLAY, KNC, KSM, L3, LADYS, LAI, LAVA, LDO, LEVER, LINA, LINK, LISTA, LIT, LOOKS, LOOM, LPT, LQTY, LRC, LSK, LTC, LTO, LUNA2, LUNC, MAGIC, MANA, MANEKI, MANTA, MAPO, MASA, MASK, MATIC, MAV, MAVIA, MAX, MAXNEW, MBL, MBOX, MDT, MEME, MERL, METIS, MEW, MINA, MKR, MNT, MOBILE, MOCA, MOG, MON, MOTHER, MOVR, MTL, MYRIA, MYRO, NEAR, NEIRO, NEO, NFP, NFT, NKN, NMR, NOT, NTRN, NYAN, OG, OGN, OM, OMG, OMNI, OMNI1, ONDO, ONE, ONG, ONT, OP, ORBS, ORCA, ORDI, ORN, OSMO, OXT, PARCL, PAXG, PEIPEI, PENDLE, PENG, PEOPLE, PEPE, PERP, PHA, PHB, PIRATE, PIXEL, PIXFI, POLYX, PONKE, POPCAT, PORTAL, POWR, PRCL, PRIME, PROM, PYTH, QI, QNT, QTUM, RACA, RAD, RARE, RATS, RAY, RAYDIUM, RDNT, REEF, REN, RENDER, REQ, REZ, RIF, RLC, RON, RONIN, ROSE, RPL, RSR, RSS3, RUNE, RVN, SAFE, SAGA, SAND, SATS, SC, SCA, SCRT, SEI, SFP, SHIB, SILLY, SKL, SLERF, SLP, SNT, SNX, SOL, SPAIN35IX, SPEC, SPELL, SSV, STEEM, STETH, STG, STMX, STORJ, STPT, STRK, STX, SUI, SUN, SUPER, SUSHI, SWEAT, SXP, T, TAIKO, TAO, THETA, TIA, TKO, TLM, TNSR, TOKEN, TOMI, TON, TONCOIN, TRB, TRU, TRX, TRY, TURBO, TWT, UK100IX, UKOIL, ULTI, UMA, UNFI, UNI, USDC, USDE, USDT, USTC, UXLINK, VANRY, VELO, VENOM, VET, VGX, VRA, VTHO, W, WAVES, WAXP, WEN, WIF, WIN, WLD, WOO, XAG, XAI, XAUT, XCH, XCN, XEC, XEM, XLM, XMR, XNO, XPD, XPT, XRD, XRP, XTZ, XVG, XVS, YFI, YGG, ZBCN, ZCX, ZEC, ZEN, ZENT, ZERO, ZETA, ZEUS, ZIL, ZK, ZKF, ZKJ, ZKL, ZKSYNC, ZRO, ZRX

period*

string

change period in hours example: 1, 2, 4, 8, 12, 18, 24, 48, 168, 336, 504, 720, 8760, ytd

{
  "date": 1723633800,
  "data": [
    {
      "symbol": "BTC_USDT-PERPETUAL",
      "open_interest": 114607.52,
      "open_interest_notional": 1.882,
      "open_interest_change_usd": -294.99,
      "open_interest_notional_change": 1.25e-7
    }
  ]
}

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