Derivatives
Funding rates, open interest, basis, orderbook depth, implied volatility, liquidation flow, and term structure for BTC, ETH, and SOL. Cross-exchange aggregated and Ed25519 signed.
Overview
Seven derivative signal families covering the full perp and options market stack. All endpoints aggregate across multiple exchanges and return a single signed canonical response.
These are Layer 1 raw measurements. For interpreted perp regime signals combining multiple derivatives inputs, see Layer 2 Perp Regime.
Funding Rate Endpoints
| Endpoint | Description | Price | Preview |
|---|---|---|---|
/oracle/funding/btc/usd | BTC composite funding rate across 10 exchanges — Binance, Bybit, OKX, Deribit, Hyperliquid, Bitget, dYdX, Kraken, Coinbase, Crypto.com. Regime classification included. | $0.05 | /preview ↗ |
/oracle/funding/eth/usd | ETH composite funding rate — same 10 exchanges | $0.05 | /preview ↗ |
/oracle/funding/sol/usd | SOL composite funding rate | $0.05 | /preview ↗ |
Open Interest Endpoints
| Endpoint | Description | Price | Preview |
|---|---|---|---|
/oracle/oi/btc/usd | BTC open interest — cross-exchange deltas at 1h, 4h, and 24h windows per exchange | $0.02 | /preview ↗ |
/oracle/oi/eth/usd | ETH open interest deltas | $0.02 | /preview ↗ |
/oracle/oi/sol/usd | SOL open interest deltas | $0.02 | /preview ↗ |
Basis & Carry Endpoints
| Endpoint | Description | Price | Preview |
|---|---|---|---|
/oracle/basis/btc/usd | BTC futures basis — annualized carry, CONTANGO/BACKWARDATION regime, near and far carry components | $0.02 | /preview ↗ |
/oracle/basis/eth/usd | ETH futures basis | $0.02 | /preview ↗ |
/oracle/basis/sol/usd | SOL futures basis | $0.02 | /preview ↗ |
Orderbook Depth Endpoints
| Endpoint | Description | Price | Preview |
|---|---|---|---|
/oracle/orderbook/btc/usd | BTC cross-exchange orderbook depth imbalance — bid/ask depth ratio per exchange, collapse detection | $0.05 | /preview ↗ |
/oracle/orderbook/eth/usd | ETH cross-exchange orderbook depth imbalance | $0.05 | /preview ↗ |
Implied Volatility Endpoints
| Endpoint | Description | Price | Preview |
|---|---|---|---|
/oracle/iv/btc/usd | BTC implied volatility surface — ATM IV, skew (25-delta risk reversal), SVI parameters, options count | $0.05 | /preview ↗ |
/oracle/iv/eth/usd | ETH implied volatility surface | $0.05 | /preview ↗ |
Liquidation Flow Endpoints
| Endpoint | Description | Price | Preview |
|---|---|---|---|
/oracle/liq-flow/btc | BTC liquidation flow — dominant side (LONG/SHORT), imbalance ratio, total notional. Windows: 1h, 4h, 24h. | $0.05 | /preview ↗ |
/oracle/liq-flow/eth | ETH liquidation flow | $0.05 | /preview ↗ |
/oracle/liq-flow/sol | SOL liquidation flow | $0.05 | /preview ↗ |
Term Structure Endpoints
| Endpoint | Description | Price | Preview |
|---|---|---|---|
/oracle/term-structure/btc/usd | BTC futures term structure — contango/backwardation regime across expiries, annualized carry per tenor | $0.05 | /preview ↗ |
/oracle/term-structure/eth/usd | ETH futures term structure | $0.05 | /preview ↗ |
Response Format — Funding Rate Example
json — /oracle/funding/btc/usd
{
"pair": "BTCUSD",
"composite_rate_pct": 0.00192,
"regime": "NEUTRAL",
"components": {
"binance": {"rate": 0.0019, "predicted": false},
"bybit": {"rate": 0.0021, "predicted": false},
"okx": {"rate": 0.0018, "predicted": false}
},
"signed": true,
"computedAt": 1781100000
}Payment
All derivatives endpoints are x402 only (USDC on Base). Append /preview to any endpoint for unsigned sample data — no payment required.
Layer 2 upgrade: Perp Regime ($0.15) combines funding, OI, basis, liq flow, orderbook, IV, price, and term structure into a single signed regime classification — BULLISH_MOMENTUM, SQUEEZE_SETUP, LONG_TRAP, and more — so your agent doesn't need to interpret 10 raw signals individually.