Historical Data

This page provides comprehensive details on historical data for derivatives available in our system. With the ever-evolving nature of the financial markets, the significance of historical data on derivatives is paramount. It allows businesses to dissect past market behaviors, understand the evolution of various financial instruments, and predict potential future trends.

What is Derivs Historical Data?

Derivs historical data pertains to the archived data related to various financial derivatives in the market, such as options, futures, swaps, and more. This data is essential for traders, analysts, and financial institutions to analyze past market dynamics and derive insights. It includes metrics like historical derivative prices, past trading volumes, volatility trends, and other key indicators.

List of Requests

Historical data for perpetual derivative contracts

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

N/A

Path Parameters

Name	Type	Description
market*	string	The market identifier. The value should be one of the valid markets defined in the Market enum. The input value will be transformed to uppercase. example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX
symbol*	string	The symbol identifier example: DERIBIT (BTC, BTC_USDC, BTC_USDT, ETH, ETH_USDC, ETH_USDT), AEVO (BTC, ETH), BINANCE (BTCUSD_PERP, BTCUSDT, ETHUSD_PERP, ETHUSDT), BITFINEX (tBTCF0:USTF0, tETHF0:USTF0), BITGET (BTCPERP, BTCUSD, BTCUSDT, ETHPERP, ETHUSD, ETHUSDT), BITMEX (ETHUSD, ETHUSDT, XBTUSD, XBTUSDT), BLITZ (BTC, ETH), BYBIT (BTCPERP, BTCUSD, BTCUSDT, ETHPERP, ETHUSD, ETHUSDT), DYDX (BTC, ETH), HUOBI (BTC, BTC, ETH, ETH), KRAKEN (pf_ethusd, pf_xbtusd, pi_ethusd, pi_xbtusd), KWENTA (BTC, ETH), PARADEX (BTC, ETH), VERTEX (BTC, ETH)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/derivs/perpetuals/DERIBIT/BTC-PERPETUAL?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 10286,
    "page": 1,
    "items": 5,
    "total_pages": 2058
  },
  "items": [
    {
      "date": 1722988800000,
      "price": 56063.87,
      "index": 56081.61,
      "basis": -0.032,
      "funding": -0.00165,
      "yield": -1.808,
      "volume": 781393201.87,
      "open_interest": 573656310,
      "oi_volume24h": 0.734,
      "long_short_ratio": null,
      "next_funding": -0.00663
    }
  ]
}

Retrieves historical data of futures contracts for a specific market and symbol

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

N/A

Path Parameters

Name	Type	Description
market*	string	The market identifier. The value should be one of the valid markets defined in the Market enum. The input value will be transformed to uppercase. example: DERIBIT, BINANCE, BITGET, BITMEX, BYBIT, HUOBI, KRAKEN, OKX
symbol*	string	The symbol identifier example: DERIBIT (BTC, BTC, BTC, BTC, BTC, BTC, BTC, ETH, ETH, ETH, ETH, ETH, ETH, ETH), BINANCE (BTCUSD_240927, BTCUSD_241227, BTCUSDT_240927, BTCUSDT_241227, ETHUSD_240927, ETHUSD_241227, ETHUSDT_240927, ETHUSDT_241227), BITGET (BTCUSD_240927, BTCUSD_241227, ETHUSD_240927, ETHUSD_241227), BITMEX (ETHUSDU24, XBTH25, XBTQ24, XBTU24, XBTUSDTU24, XBTZ24), BYBIT (BTC, BTC, BTC, BTC, BTC, BTC, BTC, BTC, BTCUSDU24, BTCUSDZ24, ETH, ETH, ETH, ETH, ETH, ETH, ETH, ETH, ETHUSDU24, ETHUSDZ24), HUOBI (BTC240816, BTC240823, BTC240927, ETH240816, ETH240823, ETH240927), KRAKEN (ff_ethusd_240830, ff_ethusd_240927, ff_xbtusd_240830, ff_xbtusd_240927, ff_xbtusd_241227, fi_ethusd_240830, fi_ethusd_240927, fi_ethusd_241227, fi_xbtusd_240830, fi_xbtusd_240927, fi_xbtusd_241227)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/derivs/futures/DERIBIT/BTC-16AUG24?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 10287,
    "page": 1,
    "items": 5,
    "total_pages": 2058
  },
  "items": [
    {
      "date": 1722988800000,
      "expiry": "16/08/24",
      "price": 56160.39,
      "index": 56081.61,
      "basis": 0.14,
      "yield": 5.5,
      "volume": 12723227.4,
      "open_interest": 11550230,
      "oi_volume24h": 0.907
    }
  ]
}

Fetches historical snapshot data for a specific derivative market and currency

GET https://api.laevitas.ch/historical/derivs/snapshot/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BITFINEX, BITMEX, BYBIT, HUOBI, KRAKEN, OKX
currency*	string	N/A example: DERIBIT (BTC, ADA, ALGO, AVAX, BCH, DOGE, DOT, ETH, LINK, LTC, MATIC, NEAR, SOL, TRX, UNI, XRP), BINANCE (1INCH, AAVE, ACH, ADA, AGIX, AGLD, ALGO, ALICE, ALPHA, AMB, ANKR, ANT, APE, API3, APT, AR, ARB, ARKM, ARPA, ASTR, ATA, ATOM, AUDIO, AVAX, AXS, BAKE, BAL, BAND, BAT, BCH, BEL, BLUEBIRD, BLUR, BLZ, BNB, BNT, BNX, BTC, BTCDOM, C98, CELO, CELR, CFX, CHR, CHZ, CKB, COCOS, COMBO, COMP, COTI, CRV, CTK, CTSI, CVX, DAR, DASH, DEFI, DENT, DGB, DODO, DODOX, DOGE, DOT, DUSK, DYDX, EDU, EGLD, ENJ, ENS, EOS, ETC, ETH, FET, FIL, FLM, FLOKI, FLOW, FOOTBALL, FTM, FXS, GAL, GALA, GMT, GMX, GRT, GTC, HBAR, HFT, HIGH, HOOK, HOT, ICP, ICX, ID, IDEX, IMX, INJ, IOST, IOTA, IOTX, JASMY, JOE, KAVA, KEY, KLAY, KNC, KSM, LDO, LEVER, LINA, LINK, LIT, LPT, LQTY, LRC, LTC, LUNA2, LUNC, MAGIC, MANA, MASK, MATIC, MAV, MDT, MINA, MKR, MTL, NEAR, NEO, NKN, NMR, OCEAN, OGN, OMG, ONE, ONT, OP, OXT, PENDLE, PEOPLE, PEPE, PERP, PHB, QNT, QTUM, RAD, RDNT, REEF, REN, RLC, RNDR, ROSE, RSR, RUNE, RVN, SAND, SFP, SHIB, SKL, SNX, SOL, SPELL, SSV, STG, STMX, STORJ, STX, SUI, SUSHI, SXP, T, THETA, TLM, TOMO, TRB, TRU, TRX, UMA, UNFI, UNI, USDC, VET, WAVES, WLD, WOO, XEC, XEM, XLM, XMR, XRP, XTZ, XVG, XVS, YFI, YGG, ZEC, ZEN, ZIL, ZRX), BITFINEX (AAVE, ADA, ALG, AMP, APE, APT, ARB, ATO, AUSTRALIA200IX, AVAX, AXS, BTC, BTCDOM, COMP, CRV, DOGE, DOT, EGLD, EOS, ETC, ETH, EUR, EUROPE50IX, FIL, FRANCE40IX, FTM, GALA, GBP, GERMANY40IX, HONGKONG50IX, ICP, IOT, JAPAN225IX, JASMY, JPY, KNC, LINK, LTC, MATIC, MKR, NEAR, NEO, OMG, SAND, SHIB, SOL, SPAIN35IX, STG, SUSHI, TRX, TRY, UK100IX, UKOIL, UNI, WAVES, XAG, XAUT, XLM, XMR, XPD, XPT, XRP, XTZ, ZEC), BITMEX (ADA, AIDOGE, APE, APT, ARB, AVAX, AXS, BCH, BLUR, BMEX, BNB, BOB, BTC, CRO, DOGE, DOT, EOS, ETH, FLOKI, FLR, GMT, GMX, KLAY, LINK, LTC, LUNA, MATIC, NEAR, ORDI, PEPE, RNDR, SOL, SUI, TURBO, WLD, XRP), BYBIT (10000LADYS, 1INCH, AAVE, ACH, ADA, AGIX, AGLD, AKRO, ALGO, ALICE, ALPACA, ALPHA, AMB, ANKR, ANT, APE, API3, APT, AR, ARB, ARK, ARKM, ARPA, ASTR, ATA, ATOM, AUCTION, AUDIO, AVAX, AXS, BAKE, BAL, BAND, BAT, BCH, BEL, BICO, BIT, BLUR, BLZ, BNB, BNT, BNX, BOBA, BONK, BSV, BSW, BTC, BTT, BUSD, C98, CEEK, CELO, CELR, CFX, CHR, CHZ, CKB, COCOS, COMBO, COMP, CORE, COTI, CREAM, CRO, CRV, CTC, CTK, CTSI, CVC, CVX, DAR, DASH, DENT, DGB, DODO, DOGE, DOT, DUSK, DYDX, EDU, EGLD, ENJ, ENS, EOS, ETC, ETH, ETHW, FET, FIL, FITFI, FLM, FLOKI, FLOW, FLR, FORTH, FTM, FXS, GAL, GALA, GFT, GLM, GLMR, GMT, GMX, GPT, GRT, GTC, HBAR, HFT, HIGH, HNT, HOOK, HOT, ICP, ICX, ID, IDEX, ILV, IMX, INJ, IOST, IOTA, IOTX, JASMY, JOE, JST, KAS, KAVA, KDA, KEY, KLAY, KNC, KSM, LADYS, LDO, LEVER, LINA, LINK, LIT, LOOKS, LPT, LQTY, LRC, LTC, LUNA2, LUNC, MAGIC, MANA, MASK, MATIC, MAV, MDT, MINA, MKR, MTL, NEAR, NEO, NFT, NKN, OCEAN, OGN, OMG, ONE, ONT, OP, ORDI, OXT, PAXG, PENDLE, PEOPLE, PEPE, PHB, QNT, QTUM, RAD, RDNT, REEF, REN, REQ, RLC, RNDR, ROSE, RPL, RSR, RSS3, RUNE, RVN, SAND, SC, SCRT, SFP, SHIB, SKL, SLP, SNX, SOL, SPELL, SSV, STG, STMX, STORJ, STX, SUI, SUN, SUSHI, SWEAT, SXP, T, THETA, TLM, TOMO, TRB, TRU, TRX, TWT, UMA, UNFI, UNI, USDC, VET, VGX, WAVES, WLD, WOO, XCN, XEC, XEM, XLM, XMR, XNO, XRP, XTZ, XVG, YFI, YGG, ZEC, ZEN, ZIL, ZRX), HUOBI (1INCH, AAVE, ACH, ADA, AGIX, AIDOGE, ALGO, ANKR, APE, APT, ARB, ATOM, AVAX, AXS, BCH, BLUR, BLZ, BNB, BOB, BSV, BTC, C98, CFX, CHZ, COMBO, COMP, CORE, CRV, DOGE, DOT, DYDX, EOS, ETC, ETH, FET, FIL, FLOKI, FTM, FTT, GAL, GALA, GMT, GRT, HT, IMX, JST, KAVA, KSM, LADYS, LDO, LINA, LINK, LPT, LRC, LTC, LUNA, LUNC, MANA, MASK, MATIC, MKR, MTL, NEAR, OG, OGN, ONE, OP, ORDI, PEPE, RDNT, REN, RNDR, SAND, SHIB, SNX, SOL, SSV, STG, SUI, SUSHI, THETA, TON, TRX, TURBO, UNI, USTC, WAVES, WIN, WLD, WOJAK, WOO, XLM, XMR, XRP, XVG, YFI, YGG), KRAKEN (1INCH, AAVE, ACH, ADA, ALGO, ALICE, ALPHA, ANKR, ANT, APE, APT, ARB, ARPA, ATOM, AUDIO, AVAX, AXS, BAL, BAND, BAT, BCH, BLUR, CFX, CHZ, COMP, CRV, CVX, DASH, DEFI, DOGE, DOT, DYDX, EGLD, ENJ, ENS, EOS, ETC, ETH, ETHW, FET, FIL, FLOW, FLR, FTM, GAL, GALA, GLMR, GMT, GMX, GRT, HFT, ICP, ICX, IMX, INJ, JASMY, KAVA, KNC, KSM, LDO, LINA, LINK, LPT, LRC, LTC, LUNA2, MANA, MASK, MATIC, MINA, MKR, MOON, NEAR, OCEAN, OGN, OMG, OP, PEPE, QNT, QTUM, REN, RLC, RNDR, RUNE, SAND, SC, SHIB, SNX, SOL, STG, STORJ, STX, SUI, SUSHI, SXP, THETA, TRX, TUSD, UNI, USDC, USDT, WAVES, WLD, WOO, XBT, XLM, XMR, XRP, XTZ, YFI, ZEC, ZRX), OKX (1INCH, AAVE, ADA, AGLD, AIDOGE, ALGO, ALPHA, ANT, APE, API3, APT, AR, ARB, ATOM, AVAX, AXS, BADGER, BAL, BAND, BAT, BCH, BICO, BLUR, BNB, BNT, BSV, BTC, CEL, CELO, CETUS, CFX, CHZ, COMP, CORE, CRO, CRV, CSPR, CVC, DASH, DOGE, DORA, DOT, DYDX, EGLD, ENJ, ENS, EOS, ETC, ETH, ETHW, FIL, FITFI, FLM, FLOKI, FTM, GALA, GFT, GMT, GMX, GODS, GRT, ICP, IMX, IOST, IOTA, JST, KISHU, KLAY, KNC, KSM, LDO, LINK, LOOKS, LPT, LRC, LTC, LUNA, LUNC, MAGIC, MANA, MASK, MATIC, MINA, MKR, NEAR, NEO, NFT, OMG, ONT, OP, ORDI, PEOPLE, PEPE, PERP, QTUM, RDNT, REN, RSR, RVN, SAND, SHIB, SLP, SNX, SOL, STARL, STORJ, STX, SUI, SUSHI, SWEAT, THETA, TON, TRB, TRX, UMA, UNI, USDC, USTC, WAVES, WLD, WOO, XCH, XLM, XMR, XRP, XTZ, YFI, YFII, YGG, ZEC, ZEN, ZIL, ZRX)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page. The maximum limit is 144. Each page corresponds to one minute of data and includes all derivs data in that snapshot.
page	number	The page of results to return, where each page corresponds to one minute of data within the specified time range. Use this parameter to select which minute of data to access.
granularity	string	The interval between dates of result data

200: OK example route : /historical/derivs/snapshot/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 10752,
    "items": 0
  },
  "items": [
    null
  ]
}

Fetches historical contract liquidations for a specific derivative market and symbol

GET https://api.laevitas.ch/historical/derivs/liquidation/{market}/{symbol}

N/A

Path Parameters

Name	Type	Description
market*	string	The market identifier. The value should be one of the valid markets defined in the Market enum. The input value will be transformed to uppercase. example: DERIBIT, BINANCE, BITFINEX, BITMEX, BYBIT, HUOBI, OKX
symbol*	string	The symbol identifier example: DERIBIT (BTC, ETH), BINANCE (BTCDOMUSDT, BTCUSD_240927, BTCUSD_241227, BTCUSD_PERP, BTCUSDC), BITFINEX (TBTCUSD), BITMEX (ETHUSD), BYBIT (BTCUSD, BTCUSDT, BTCUSDU24, BTCUSDZ24, ETHUSD), HUOBI (BTC, BTC, ETH, ETH), OKX (BTC, BTC, BTC, ETH, ETHFI)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/derivs/liquidation/DERIBIT/BTC-PERPETUAL?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 170,
    "page": 1,
    "items": 2,
    "total_pages": 34
  },
  "items": [
    {
      "date": 1722996000000,
      "usd_amount": 3000,
      "side": "short"
    }
  ]
}

Fetches historical contract liquidations for a specific derivative market and currency

GET https://api.laevitas.ch/historical/derivs/liquidation_by_currency/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	The market identifier. The value should be one of the valid markets defined in the Market enum. The input value will be transformed to uppercase. example: DERIBIT, AGGREGATED, BINANCE, BITFINEX, BITMEX, BYBIT, HUOBI, OKX
currency*	string	The currency identifier 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, BLOCK, BLUR, BLZ, BMEX, BNB, BNT, BNX, BOBA, BOME, BOND, BONE, BONK, BRETT, BSV, BSW, BTCDOM, BTT, BVIV, C98, CAKE, CANTO, 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, 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, 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, OX, 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, SHFL, 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, 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, ZEUS, ZIL, ZK, ZKF, ZKJ, ZKL, ZKSYNC, ZRO, ZRX

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/derivs/liquidation_by_currency/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 170,
    "page": 1,
    "items": 2,
    "total_pages": 34
  },
  "items": [
    {
      "date": 1722996000000,
      "usd_amount": 3000,
      "side": "short"
    }
  ]
}

Returns historical summary data for derivative contracts of a specific currency

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

N/A

Path Parameters

Name	Type	Description
currency*	string	N/A 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, BLOCK, BLUR, BLZ, BMEX, BNB, BNT, BNX, BOBA, BOME, BOND, BONE, BONK, BRETT, BSV, BSW, BTCDOM, BTT, BVIV, C98, CAKE, CANTO, 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, 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, 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, OX, 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, SHFL, 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, 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, ZEUS, ZIL, ZK, ZKF, ZKJ, ZKL, ZKSYNC, ZRO, ZRX

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/derivs/summary/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2151,
    "page": 1,
    "items": 5,
    "total_pages": 431
  },
  "items": [
    {
      "date": 1722988800000,
      "price": 56023.47,
      "open_interest": 16916656364,
      "volume": 71519174456,
      "funding": 0.00138,
      "next_fr": -0.000322,
      "yield": 1.576,
      "liquidations_long": 32831089,
      "liquidations_short": 23127852,
      "market_cap": 1105750411196,
      "oi_volume24h": 0.236,
      "rv": {
        "3": 139.65,
        "7": 101.76,
        "30": 65.08,
        "60": 55.32,
        "90": 51,
        "180": 54.97,
        "270": 51.62,
        "365": 48.59
      },
      "correlation": {
        "ETH": {
          "7": 0.993,
          "30": 0.791
        }
      }
    }
  ]
}

Get total trading volume for perpetuals across all markets

GET https://api.laevitas.ch/historical/derivs/perpetual/total_volume_by_currency

N/A

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/derivs/perpetual/total_volume_by_currency?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2151,
    "page": 1,
    "items": 5,
    "total_pages": 431
  },
  "items": [
    {
      "date": 1722988800000,
      "BTC": 71519174456.09901,
      "ETH": 29548518214.947002,
      "Other": 48776785647.3284
    }
  ]
}

Get total open interest (OI) for perpetuals across all markets

GET https://api.laevitas.ch/historical/derivs/perpetual/total_open_interest_by_currency

N/A

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/derivs/perpetual/total_open_interest_by_currency?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2151,
    "page": 1,
    "items": 5,
    "total_pages": 431
  },
  "items": [
    {
      "date": 1722988800000,
      "BTC": 16916656363.908,
      "ETH": 7358501441.195001,
      "Other": 9834639149.29789
    }
  ]
}