openapi: 3.1.0 info: title: spot-analytics version: '2' servers: - url: https://api.amberdata.com/markets/spot/analytics security: - sec0: [] paths: /depth/information: get: summary: Information Depth Analytics Pairs and Exchanges description: >- This endpoint retrieves all available exchanges and their associated currency pairs, along with the earliest and latest dates of historical data. It applies specifically to spot order book depth analytics. operationId: spot-analytics-information-order-book-depth parameters: - name: exchange in: query description: >- **[Optional]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string - name: pair in: query description: |- **[Optional]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` schema: type: string - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: btc_usd startDate: '2025-02-22T00:08:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: btc_usdt startDate: '2025-02-22T00:08:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: doge_usd startDate: '2025-02-22T00:07:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: doge_usdt startDate: '2025-02-22T00:07:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: eth_usd startDate: '2025-02-22T00:08:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: eth_usdt startDate: '2025-02-22T00:07:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: sol_usd startDate: '2025-02-22T00:06:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: sol_usdt startDate: '2025-02-22T00:07:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: sui_usd startDate: '2025-02-22T00:07:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: usdt_usd startDate: '2025-02-22T00:08:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: xrp_usd startDate: '2025-02-22T00:07:00Z' - endDate: '2025-03-05T21:39:00Z' exchange: gdax pair: xrp_usdt startDate: '2025-02-22T00:07:00Z' schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: endDate: type: string example: '2025-03-05T21:39:00Z' description: >- The last data observation for this pair's Depth analytics exchange: type: string example: gdax description: Exchange reflecting the pair pair: type: string example: btc_usd description: The subject pair startDate: type: string example: '2025-02-22T00:08:00Z' description: >- The first data observation for this pair's Depth analytics '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /trade/information/pairs: get: summary: Information Trade Analytics Pairs description: >- This endpoint returns all the available pairs for a given exchange in the spot "Trade Analytics" section. The associated startDate and endDate represent the available history of trade data. operationId: spot-analytics-information-trade-analytics-pairs parameters: - name: exchange in: query description: >- **[Required]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` required: true schema: type: string default: gdax - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - endDate: 2025-04-02 11:39:00 000 exchange: gdax pair: 00_usd startDate: 2025-01-01 00:00:00 000 - endDate: 2025-04-02 11:20:00 000 exchange: gdax pair: 1inch_eur startDate: 2025-03-12 13:18:00 000 - endDate: 2025-04-02 10:42:00 000 exchange: gdax pair: 1inch_gbp startDate: 2025-03-12 13:14:00 000 - endDate: 2025-04-02 11:28:00 000 exchange: gdax pair: 1inch_usd startDate: 2025-01-01 00:00:00 000 - endDate: 2025-04-02 11:39:00 000 exchange: gdax pair: a8_usd startDate: 2025-01-01 00:02:00 000 - endDate: 2025-04-02 11:43:00 000 exchange: gdax pair: aave_btc startDate: 2025-03-12 13:11:00 000 - endDate: 2025-04-02 11:44:00 000 exchange: gdax pair: aave_eur startDate: 2025-03-12 13:11:00 000 - endDate: 2025-04-02 11:32:00 000 exchange: gdax pair: aave_gbp startDate: 2025-03-12 13:11:00 000 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: endDate: type: string example: 2025-04-02 11:39:00 000 description: >- The last data observation for this pair's Trade analytics exchange: type: string example: gdax description: Exchange reflecting the pair pair: type: string example: 00_usd description: The subject pair startDate: type: string example: 2025-01-01 00:00:00 000 description: >- The first data observation for this pair's Trade analytics '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /trade/information/exchanges: get: summary: Information Trade Exchange Support per Pair description: >- This endpoint returns all the exchanges that provide support for a given pair in the spot "Trade Analytics" section. The associated startDate and endDate represent the available history of trade data. operationId: spot-analytics-information-trade-exchange-support-per-pair parameters: - name: pair in: query description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - endDate: 2025-04-02 10:52:00 000 exchange: binanceus pair: btc_usd startDate: 2025-02-19 13:43:00 000 - endDate: 2025-03-17 23:58:00 000 exchange: bitstamp pair: btc_usd startDate: 2025-01-01 00:00:00 000 - endDate: 2025-04-02 11:54:00 000 exchange: bullish pair: btc_usd startDate: 2025-03-20 15:09:00 000 - endDate: 2025-04-02 11:54:00 000 exchange: cryptocom pair: btc_usd startDate: 2025-02-18 23:44:00 000 - endDate: 2025-04-02 11:54:00 000 exchange: gdax pair: btc_usd startDate: 2025-01-01 00:00:00 000 - endDate: 2025-03-17 23:59:00 000 exchange: gemini pair: btc_usd startDate: 2025-01-01 00:00:00 000 - endDate: 2025-04-02 11:53:00 000 exchange: hashkey pair: btc_usd startDate: 2025-02-28 19:14:00 000 - endDate: 2025-03-17 23:59:00 000 exchange: itbit pair: btc_usd startDate: 2025-01-01 00:00:00 000 - endDate: 2025-03-17 23:59:00 000 exchange: kraken pair: btc_usd startDate: 2025-01-01 00:00:00 000 metadata: api-version: '2023-09-30' schema: type: object properties: status: type: integer example: 200 default: 0 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: endDate: type: string example: 2025-04-02 10:52:00 000 description: >- The last data observation for this exchange's pair in Trade analytics exchange: type: string example: binanceus description: The supported exchange for Trade analytics pair: type: string example: btc_usd description: >- The supported pair for this exchange's Trade analytics startDate: type: string example: 2025-02-19 13:43:00 000 description: >- The first data observation for this exchange's pair in Trade analytics metadata: type: object properties: api-version: type: string example: '2023-09-30' '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /depth/bid-ask-spread: get: summary: Bid Ask Spread description: >- This endpoint allows users to explore the bid-ask spread for a specific trading pair or underlying asset across one or more exchanges. It provides both the absolute dollar spread (based on the best bid and offer) and the spread as a percentage of the mid-price. operationId: spot-analytics-order-book-depth-bid-ask-spread parameters: - name: pair in: query description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: fuzzyMatch in: query description: >- **[Required]** This parameter controls how the provided trading pair symbol is interpreted. When set to FALSE, it returns data only for the exact pair specified (e.g., btc_usd). When set to TRUE, it enables fuzzy matching—users can then pass just the base asset (e.g., btc) returns all pairs with that base (e.g., btc_eur, btc_usd, btc_usdt, etc.), while passing a full pair like btc_usd returns all pairs with the same base and similar USD-related quote assets (e.g., btc_usd, btc_usdt, btc_usdc, etc.). required: true schema: type: boolean default: false - name: exchange in: query description: |- **[Optional]** The exchange for the associated bid ask spread. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-05-01' - name: endDate in: query description: >- **[Optional]** Payload only includes data up to this date (exclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-05-02' - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - bestAskPrice: 96589.6 bestBidPrice: 96222.19 exchange: binanceus midPrice: 96405.895 pair: btc_usd spread: 367.4100000000035 spreadPercent: 0.3811074001232015 timestamp: 1746144000000 - bestAskPrice: 96524.98 bestBidPrice: 96523.62 exchange: gdax midPrice: 96524.29999999999 pair: btc_usd spread: 1.360000000000582 spreadPercent: 0.0014089716268344678 timestamp: 1746144000000 - bestAskPrice: 96469.9 bestBidPrice: 96469.8 exchange: kraken midPrice: 96469.85 pair: btc_usd spread: 0.09999999999126885 spreadPercent: 0.00010365932982301604 timestamp: 1746144000000 - bestAskPrice: 96504.1 bestBidPrice: 96486.8 exchange: okex midPrice: 96495.45000000001 pair: btc_usd spread: 17.30000000000291 spreadPercent: 0.017928306464193813 timestamp: 1746144000000 - bestAskPrice: 96589.61 bestBidPrice: 96222.19 exchange: binanceus midPrice: 96405.9 pair: btc_usd spread: 367.41999999999825 spreadPercent: 0.3811177531665575 timestamp: 1746143940000 - bestAskPrice: 96537.56 bestBidPrice: 96537.55 exchange: gdax midPrice: 96537.555 pair: btc_usd spread: 0.00999999999476131 spreadPercent: 0.000010358663004010523 timestamp: 1746143940000 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: bestAskPrice: type: number example: 96589.6 description: The ask side of the BBO bestBidPrice: type: number example: 96222.19 description: The bid side of the BBO exchange: type: string example: binanceus description: The subject exchange midPrice: type: number example: 96405.895 description: The mid-price of the BBO pair: type: string example: btc_usd description: The subject pair spread: type: number example: 367.4100000000035 description: The absolute BBO spread in quote terms spreadPercent: type: number example: 0.3811074001232015 description: The absolute BBO spread divided by the mid-price timestamp: type: integer example: 1746144000000 description: The observation timestamp '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /depth/average-time-series: get: summary: Average Depth description: >- This endpoint allows user to view the average order book depth sizes per level. The depth will be displayed in base terms for a given pair, meaning btc_usd will have depth in btc terms. This endpoint is useful to quickly observe what times liquidity enters the market. operationId: spot-analytics-order-book-depth-average parameters: - name: exchange in: query description: >- **[Required]** The select exchange for which to view average liquidity depth. **[Examples]** ` gdax | okex | binance | binanceus` required: true schema: type: string default: gdax - name: pair in: query description: >- **[Required]** The currency pair for which to view average liquidity depth. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-03-01' - name: endDate in: query description: >- **[Optional]** Payload only includes data up to this date (exclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-03-05' - name: timeInterval in: query description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` hour | day` required: true schema: type: string default: hour - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - basisPoints005OrderCount: 50.11585807385952 basisPoints005UsdMillion: 0.8164277240123664 basisPoints010OrderCount: 101.4076755973932 basisPoints010UsdMillion: 2.4200052792833198 basisPoints015OrderCount: 139.33526430123098 basisPoints015UsdMillion: 4.032354567973533 basisPoints020OrderCount: 165.07965242577842 basisPoints020UsdMillion: 5.12001239439905 basisPoints025OrderCount: 186.58435916002895 basisPoints025UsdMillion: 6.4849871469881615 basisPoints050OrderCount: 276.2288196958726 basisPoints050UsdMillion: 9.863984912294022 basisPoints075OrderCount: 378.10065170166547 basisPoints075UsdMillion: 12.520908232726379 basisPoints100OrderCount: 488.112961622013 basisPoints100UsdMillion: 14.552850237163344 basisPoints125OrderCount: 598.8146270818247 basisPoints125UsdMillion: 15.676340302313667 basisPoints150OrderCount: 711.1810282404055 basisPoints150UsdMillion: 16.402634998926477 basisPoints175OrderCount: 818.9471397538016 basisPoints175UsdMillion: 17.074406562577984 basisPoints200OrderCount: 924.6719768283853 basisPoints200UsdMillion: 17.7662278250877 basisPoints225OrderCount: 1028.8030412744388 basisPoints225UsdMillion: 18.780723026978027 basisPoints250OrderCount: 1132.925416364953 basisPoints250UsdMillion: 19.831425427851418 basisPoints275OrderCount: 1237.8616944243302 basisPoints275UsdMillion: 20.828206747480827 basisPoints300OrderCount: 1343.599565532223 basisPoints300UsdMillion: 21.786886527157147 basisPoints325OrderCount: 1450.9840695148444 basisPoints325UsdMillion: 22.605037085982346 basisPoints350OrderCount: 1559.1361332367849 basisPoints350UsdMillion: 23.519621849718725 basisPoints375OrderCount: 1667.697320782042 basisPoints375UsdMillion: 24.349440955298423 basisPoints400OrderCount: 1776.0296886314266 basisPoints400UsdMillion: 25.35195996759689 basisPoints425OrderCount: 1883.4627081824765 basisPoints425UsdMillion: 26.237260796265836 basisPoints450OrderCount: 1992.1223750905142 basisPoints450UsdMillion: 27.07583659480697 basisPoints475OrderCount: 2104.102099927589 basisPoints475UsdMillion: 27.9825818053164 basisPoints500OrderCount: 2218.6082548877625 basisPoints500UsdMillion: 28.787407998145866 exchange: gdax pair: btc_usd side: ask timestamp: 2025-03-11 00:00:00 000 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: basisPoints005OrderCount: type: number example: 50.11585807385952 description: >- The average number of orders composing depth 5bps away from BBO basisPoints005UsdMillion: type: number example: 0.8164277240123664 description: >- The average aggregated quote value (quote is often in USD) for 5bps away from BBO basisPoints010OrderCount: type: number example: 101.4076755973932 description: >- The average number of orders composing depth 10bps away from BBO basisPoints010UsdMillion: type: number example: 2.4200052792833198 description: >- The average aggregated quote value (quote is often in USD) for 10bps away from BBO exchange: type: string example: gdax description: The subject exchange pair: type: string example: btc_usd description: The subject pair side: type: string example: ask description: The ask or bid side of the depth timestamp: type: string example: 2025-03-11 00:00:00 000 description: The timestamp of the observation '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /depth: get: summary: Depth description: >- Percentage depth profiles offer insights into the order book structure and available liquidity at different price levels. By analyzing buy and sell liquidity within a specified percentage range from the best-bid/best-ask, traders can assess liquidity distribution and its impact on market behavior. The order book depth endpoint returns liquidity data in percentage-based tranches, measured in basis points, at 1-minute intervals. If no date range is specified, the most recent 24 hours of data will be returned. operationId: spot-analytics-order-book-depth parameters: - name: exchange in: query description: >- **[Required]** The select exchange for which to view liquidity depth. **[Examples]** ` gdax | okex | binance | binanceus` required: true schema: type: string default: gdax - name: pair in: query description: |- **[Required]** The currency pair for which to view liquidity depth. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string - name: endDate in: query description: >- **[Optional]** Payload only includes data up to this date (exclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: basisPoints005: type: number example: 6.830253600000002 description: Depth at 5 basis points from BBO basisPoints005OrderCount: type: integer example: 60 description: Number of orders at 5 basis points depth basisPoints005UsdMillion: type: number example: 0.564816653987364 description: USD value in millions at 5 basis points depth bestAskPrice: type: number example: 82695.55 description: The best ask price in the order book bestBidPrice: type: number example: 82691.18 description: The best bid price in the order book exchange: type: string example: gdax description: The exchange where the depth data is from midPrice: type: number example: 82693.36499999999 description: The mid-price between best bid and ask pair: type: string example: btc_usd description: The trading pair for the depth data side: type: string example: ask description: The side of the order book (ask or bid) spreadPercent: type: number example: 0.005284583593871039 description: The spread percentage between best bid and ask timestamp: type: integer example: 1742342400000 description: >- The timestamp for the depth data point in milliseconds examples: Result: value: status: 200 title: OK description: Successful request payload: data: - basisPoints005: 6.830253600000002 basisPoints005OrderCount: 60 basisPoints005UsdMillion: 0.564816653987364 basisPoints010: 29.522870730000008 basisPoints010OrderCount: 111 basisPoints010UsdMillion: 2.441345525123707 basisPoints015: 44.98593633999999 basisPoints015OrderCount: 150 basisPoints015UsdMillion: 3.7200384536303828 basisPoints020: 63.778317060000006 basisPoints020OrderCount: 192 basisPoints020UsdMillion: 5.274043651728307 basisPoints025: 85.55252507000004 basisPoints025OrderCount: 228 basisPoints025UsdMillion: 7.074626182285163 basisPoints050: 122.20367462999992 basisPoints050OrderCount: 336 basisPoints050UsdMillion: 10.105433070519823 basisPoints075: 157.26895277999978 basisPoints075OrderCount: 457 basisPoints075UsdMillion: 13.005098915404284 basisPoints100: 173.7872608699996 basisPoints100OrderCount: 571 basisPoints100UsdMillion: 14.371053395473094 basisPoints125: 176.1600231899997 basisPoints125OrderCount: 680 basisPoints125UsdMillion: 14.567265096059106 basisPoints150: 189.4091800699996 basisPoints150OrderCount: 801 basisPoints150UsdMillion: 15.6628824618792 basisPoints175: 207.83888358999965 basisPoints175OrderCount: 921 basisPoints175UsdMillion: 17.18689666190035 basisPoints200: 228.8633147599998 basisPoints200OrderCount: 1033 basisPoints200UsdMillion: 18.92547762255855 basisPoints225: 275.7434367699998 basisPoints225OrderCount: 1167 basisPoints225UsdMillion: 22.80215266317601 basisPoints250: 318.46661659999984 basisPoints250OrderCount: 1287 basisPoints250UsdMillion: 26.335076166818844 basisPoints275: 324.02097659999987 basisPoints275OrderCount: 1430 basisPoints275UsdMillion: 26.794384885640245 basisPoints300: 363.1769934100001 basisPoints300OrderCount: 1617 basisPoints300UsdMillion: 30.032327675655726 basisPoints325: 372.98405825000043 basisPoints325OrderCount: 1820 basisPoints325UsdMillion: 30.843306868048543 basisPoints350: 384.7937300700006 basisPoints350OrderCount: 2019 basisPoints350UsdMillion: 31.819888370390032 basisPoints375: 402.4399919800007 basisPoints375OrderCount: 2204 basisPoints375UsdMillion: 33.27911714739926 basisPoints400: 431.12956241000063 basisPoints400OrderCount: 2388 basisPoints400UsdMillion: 35.65155426666046 basisPoints425: 434.9075431700006 basisPoints425OrderCount: 2539 basisPoints425UsdMillion: 35.96396820861012 basisPoints450: 441.3240401900004 basisPoints450OrderCount: 2694 basisPoints450UsdMillion: 36.49456993870637 basisPoints475: 447.6692832100005 basisPoints475OrderCount: 2832 basisPoints475UsdMillion: 37.019279435772944 basisPoints500: 450.29508528000065 basisPoints500OrderCount: 2972 basisPoints500UsdMillion: 37.23641584476522 bestAskPrice: 82695.55 bestBidPrice: 82691.18 exchange: gdax midPrice: 82693.36499999999 pair: btc_usd side: ask spreadPercent: 0.005284583593871039 timestamp: 1742342400000 '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /depth/dashboard: get: summary: Depth Dashboard description: >- This endpoint provides the average order book depth across exchanges and currency pairs over a specified time period. To retrieve the average depth for the past 24 hours, set the hourAgo parameter to 24. The response includes depth measurements at various basis point levels from the BBO. operationId: spot-analytics-order-book-depth-dashboard parameters: - name: exchange in: query description: |- **[Required]** The exchange for which to retrieve liquidity depth. **[Examples]** ` gdax | okex | binance | binanceus` required: true schema: type: string default: gdax - name: pair in: query description: |- **[Optional]** The currency pair to retrieve liquidity depth. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` schema: type: string - name: hoursAgo in: query description: >- **[Required]** Payload only includes data going back this number of hours up to now. **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1 | 24 | 168` required: true schema: type: string default: '1' - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - basisPoints005Avg: 9.401234543928572 basisPoints005UsdMillion: 0.8362791425902734 basisPoints010Avg: 33.4589952475 basisPoints010UsdMillion: 2.977331789492856 basisPoints015Avg: 48.26654494428573 basisPoints015UsdMillion: 4.295080580089795 basisPoints020Avg: 60.502773086249995 basisPoints020UsdMillion: 5.383912833758577 basisPoints025Avg: 72.67447120107144 basisPoints025UsdMillion: 6.467176793384661 basisPoints050Avg: 107.73277508214282 basisPoints050UsdMillion: 9.586148396668023 basisPoints075Avg: 131.27418873642856 basisPoints075UsdMillion: 11.68077021486782 basisPoints100Avg: 149.33848501964283 basisPoints100UsdMillion: 13.288344480691334 basisPoints125Avg: 156.1712182948214 basisPoints125UsdMillion: 13.89561970593318 basisPoints150Avg: 159.06672667392849 basisPoints150UsdMillion: 14.152776714523336 basisPoints175Avg: 162.1023070374999 basisPoints175UsdMillion: 14.422205970560144 basisPoints200Avg: 163.636911395357 basisPoints200UsdMillion: 14.558796552896421 basisPoints225Avg: 168.5982969091071 basisPoints225UsdMillion: 15.001013535304601 basisPoints250Avg: 174.94764086875006 basisPoints250UsdMillion: 15.566209884819328 basisPoints275Avg: 179.26595198482138 basisPoints275UsdMillion: 15.950231329138596 basisPoints300Avg: 183.3951665717857 basisPoints300UsdMillion: 16.3172551153197 basisPoints325Avg: 188.75657228053555 basisPoints325UsdMillion: 16.794767513487276 basisPoints350Avg: 195.12496656714276 basisPoints350UsdMillion: 17.361693638792417 basisPoints375Avg: 203.70150304749993 basisPoints375UsdMillion: 18.125329138233376 basisPoints400Avg: 224.07660832410696 basisPoints400UsdMillion: 19.940580871428985 basisPoints425Avg: 245.53254425642817 basisPoints425UsdMillion: 21.850674019291123 basisPoints450Avg: 268.9725459998209 basisPoints450UsdMillion: 23.935951474578236 basisPoints475Avg: 284.06341766303456 basisPoints475UsdMillion: 25.277041027641026 basisPoints500Avg: 298.445947001427 basisPoints500UsdMillion: 26.556690917608318 exchange: gdax pair: btc_usd side: ask - basisPoints005Avg: 10.787776116964285 basisPoints005UsdMillion: 0.9603206933466637 basisPoints010Avg: 32.997112661785714 basisPoints010UsdMillion: 2.9364426954190725 basisPoints015Avg: 47.464132261071434 basisPoints015UsdMillion: 4.223595252379741 basisPoints020Avg: 59.663405261964286 basisPoints020UsdMillion: 5.309160456228423 basisPoints025Avg: 68.76697274125 basisPoints025UsdMillion: 6.119256539282075 basisPoints050Avg: 98.74593045946428 basisPoints050UsdMillion: 8.78632199575771 basisPoints075Avg: 125.9904346496429 basisPoints075UsdMillion: 11.209914603176367 basisPoints100Avg: 152.6229010428572 basisPoints100UsdMillion: 13.578242795297774 basisPoints125Avg: 172.79567598107153 basisPoints125UsdMillion: 15.373685351653338 basisPoints150Avg: 187.33424776267861 basisPoints150UsdMillion: 16.667557260857322 basisPoints175Avg: 201.1325491351786 basisPoints175UsdMillion: 17.89581405996473 basisPoints200Avg: 213.77307337482142 basisPoints200UsdMillion: 19.020518676666864 basisPoints225Avg: 224.1634065199999 basisPoints225UsdMillion: 19.944477842338227 basisPoints250Avg: 238.76315926910706 basisPoints250UsdMillion: 21.24411061084825 basisPoints275Avg: 249.31504905392845 basisPoints275UsdMillion: 22.18400659751382 basisPoints300Avg: 256.21995993107123 basisPoints300UsdMillion: 22.79808261203308 basisPoints325Avg: 263.6064879801783 basisPoints325UsdMillion: 23.455003753408526 basisPoints350Avg: 272.6028786167854 basisPoints350UsdMillion: 24.255617937881052 basisPoints375Avg: 281.8979424932139 basisPoints375UsdMillion: 25.083445153214658 basisPoints400Avg: 288.2444660867854 basisPoints400UsdMillion: 25.647089540450402 basisPoints425Avg: 298.02978690535696 basisPoints425UsdMillion: 26.516905314952048 basisPoints450Avg: 311.6647462498213 basisPoints450UsdMillion: 27.729906912213323 basisPoints475Avg: 328.1130076466067 basisPoints475UsdMillion: 29.195136775790168 basisPoints500Avg: 334.3264517832139 basisPoints500UsdMillion: 29.74844577831809 exchange: gdax pair: btc_usd side: bid metadata: api-version: '2023-09-30' schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: basisPointsXXXAvg: type: number example: 9.401234543928572 description: >- The average depth in coin (base) for xxx bps from BBO basisPointsXXXUsdMillion: type: number example: 0.8362791425902734 description: >- The average depth in quote (often USD) for xxx bps from BBO, in millions exchange: type: string example: gdax description: The subject exchange pair: type: string example: btc_usd description: The subject pair side: type: string example: ask description: The ask or bid side of the depth metadata: type: object properties: api-version: type: string example: '2023-09-30' '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /depth/lwap: get: summary: LWAP description: >- Liquidity Weighted Average Price (LWAP) represents the average execution price achieved when trading through all resting orders in the order book (sweeping the book), up to a specified depth. For example, if you sell through the book down to 50 basis points away from the best-bid/best-ask, LWAP calculates the average execution price for that trade. operationId: spot-analytics-order-book-depth-lwap parameters: - name: exchange in: query description: >- **[Required]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` required: true schema: type: string default: gdax - name: pair in: query description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-03-15' - name: endDate in: query description: >- **[Optional]** Payload only includes data up to this date (exclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-03-16' - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - basisPoints005: 5.54432285 basisPoints005OrderCount: 61 basisPoints025: 55.42346636999996 basisPoints025OrderCount: 212 basisPoints050: 86.13989642000006 basisPoints050OrderCount: 264 basisPoints100: 162.79283695000004 basisPoints100OrderCount: 398 bestAskPrice: 84160.01 bestBidPrice: 84160 exchange: gdax lwap005: 84182.63687387163 lwap005ExecutionVersusBBO: 0.026885540854415524 lwap005UsdMillion: 0.46673571719305906 lwap025: 84275.95356466963 lwap025ExecutionVersusBBO: 0.13776562606115927 lwap025UsdMillion: 4.670865478191145 lwap050: 84332.34147661841 lwap050ExecutionVersusBBO: 0.20476646404679055 lwap050UsdMillion: 7.264379159651985 lwap100: 84549.86045854498 lwap100ExecutionVersusBBO: 0.4632252996939812 lwap100UsdMillion: 13.764111647773168 midPrice: 84160.005 pair: btc_usd side: ask slippage005UsdVersusBBO: 12548.44219280892 slippage025UsdVersusBBO: 643484.7068504592 slippage050UsdVersusBBO: 1487501.2340171328 slippage100UsdVersusBBO: 6375884.743061143 spreadPercent: 0.000011882128565416923 timestamp: 2025-03-15 00:27:00 000 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: basisPointsXXX: type: number example: 5.54432285 description: >- The total volume size in coins (base) for xxx bps away from BBO basisPointsXXXOrderCount: type: integer example: 61 description: The total order count for xxx bps away from BBO bestAskPrice: type: number example: 84160.01 description: The best ask price bestBidPrice: type: number example: 84160 description: The best bid price exchange: type: string example: gdax description: The subject exchange lwapXXX: type: number example: 84182.63687387163 description: >- The executed liquidity average weighted price from sweeping the book through xxx bps from BBO lwapXXXExecutionVersusBBO: type: number example: 0.026885540854415524 description: >- The slippage in decimal percentage terms from sweeping the book through XXX bps through BBO lwapXXXUsdMillion: type: number example: 0.46673571719305906 description: >- The total executed volume in quote (often USD) from sweeping the book through XXX bps through BBO midPrice: type: number example: 84160.005 description: The mid-price between BBO pair: type: string example: btc_usd description: The subject pair side: type: string example: ask description: The ask or bid side of the LWAP slippageXXXUsdVersusBBO: type: number example: 12548.44219280892 description: >- The average slippage in quote terms (often USD) from sweeping the book through XXX bps through BBO versus executing at BBO spreadPercent: type: number example: 0.000011882128565416923 description: The absolute BBO spread divided by mid-price timestamp: type: string example: 2025-03-15 00:27:00 000 description: The observation timestamp '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /depth/pressure: get: summary: Pressure description: >- Order book pressure is a market indicator that measures the relative balance between buy and sell orders. It is calculated as: Order_Book_Pressure = (bid depth − ask depth) This metric provides insight into market sentiment by quantifying the dominance of buyers or sellers. A positive value indicates stronger bid depth, while a negative value signals sell-side dominance. operationId: spot-analytics-order-book-depth-pressure parameters: - name: exchange in: query description: >- **[Required]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` required: true schema: type: string default: gdax - name: pair in: query description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-03-01' - name: endDate in: query description: >- **[Optional]** Payload only includes data up to this date (exclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-03-02' - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - exchange: gdax midPrice: 84297.735 pair: btc_usd pressure005Net: 3.80466251 pressure005Percentage: 13.333760348234334 pressure005TotalSize: 28.53405499 pressure025Net: -2.7184777299999467 pressure025Percentage: -2.157767634675136 pressure025TotalSize: 125.98565695000003 pressure050Net: 0.5284337700000776 pressure050Percentage: 0.29330641402634117 pressure050TotalSize: 180.16440988999997 pressure100Net: -0.6416217599998504 pressure100Percentage: -0.20727994616122 pressure100TotalSize: 309.54357711999995 pressure200Net: 14.13135428000004 pressure200Percentage: 3.975967811253675 pressure200TotalSize: 355.41923251999964 pressure300Net: 30.990556530000077 pressure300Percentage: 7.110619364599486 pressure300TotalSize: 435.8348399899993 pressure400Net: 24.651642440000273 pressure400Percentage: 4.895576417323962 pressure400TotalSize: 503.5493338999995 pressure500Net: 24.744126750000305 pressure500Percentage: 4.430437047235998 pressure500TotalSize: 558.50306609 timestamp: 2025-03-01 00:00:00 000 - exchange: gdax midPrice: 84277.07500000001 pair: btc_usd pressure005Net: -4.981465730000002 pressure005Percentage: -21.907836042326455 pressure005TotalSize: 22.73828287 pressure025Net: 4.809048920000009 pressure025Percentage: 4.063638084882511 pressure025TotalSize: 118.34343560000005 pressure050Net: 9.480321980000028 pressure050Percentage: 4.932255718676169 pressure050TotalSize: 192.21067439999996 pressure100Net: 1.054601320000188 pressure100Percentage: 0.33866744066817495 pressure100TotalSize: 311.3973158799999 pressure200Net: 14.074613320000026 pressure200Percentage: 3.914888101658378 pressure200TotalSize: 359.5150858599996 pressure300Net: 31.191258530000084 pressure300Percentage: 7.086596212660097 pressure300TotalSize: 440.14443032999924 pressure400Net: 24.505557460000432 pressure400Percentage: 4.8289312922276295 pressure400TotalSize: 507.47372403999964 pressure500Net: 26.535550050000438 pressure500Percentage: 4.732611756518565 pressure500TotalSize: 560.69568803 timestamp: 2025-03-01 00:01:00 000 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: exchange: type: string example: gdax description: The subject exchange midPrice: type: number example: 84297.735 description: The mid-price between BBO pair: type: string example: btc_usd description: The subject pair pressureXXXNet: type: number example: 3.80466251 description: >- The size imbalance (in base) between bid depth - ask depth XXX bps away from BBO pressureXXXPercentage: type: number example: 13.333760348234334 description: >- The size imbalance, as a percentage of total size, between bid depth - ask depth XXX bps away from BBO pressureXXXTotalSize: type: number example: 28.53405499 description: >- The total size of bid depth + ask depth XXX bps away from BBO timestamp: type: string example: 2025-03-01 00:00:00 000 description: The observation timestamp '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /trade/frequency: get: summary: Trade Frequency description: >- This endpoint condenses raw trade data into 1-minute increments, making it easier to analyze aggregated statistics without parsing millions of individual trades. It includes a breakdown of trades by quote size, allowing users to filter by specific trade sizes or view all trades. Key metrics provided are total volume traded, VWAP (volume-weighted average price), trade count, and net buy/sell aggressor volumes. operationId: spot-analytics-trade-frequency parameters: - name: exchange in: query description: >- **[Optional]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string default: gdax - name: pair in: query description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: fuzzyMatch in: query description: >- **[Required]** This parameter allows users to return either a specific pair, such as btc_usd, when set to FALSE, or return every pair related to an underlying asset, such as BTC, when set to TRUE (ex: btc_eur, btc_usd, btc_usdt, etc) required: true schema: type: boolean default: false - name: orderSizeCategoryUsd in: query description: >- **[Optional]** Users can specify to return all aggregated trades or only trades that fit a specific size threshold (0-1k, 1k-10k, 10k-100k, 100k+, ALL). Users can specify by passing the lower threshold flag ` 0 | 1k | 10k | 100k | All ` schema: type: string default: All - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-05-01' - name: endDate in: query description: |- **[Optional]** Payload only includes data up to this date. **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-05-01' - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr - name: timeInterval in: query required: false description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` minute | hour | day` schema: type: string default: day responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - avgTradeSizeUsd: 2430.788381711542 buyTradeCount: 248726 buyVolumeCoin: 4368.776665650001 close: 96495.11 exchange: gdax high: 97546.99 low: 94136.79 netBuyVolumeCoin: 403.52652067 open: 96165.11 orderSizeCategoryUsd: All pair: btc_usd sellTradeCount: 207596 sellVolumeCoin: 3965.2501449799993 timestamp: 2025-05-01 00:00:00 000 totalTradeCount: 456322 totalVolumeUsd: 801971245.3019549 vwap: 96235.22440469854 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: avgTradeSizeUsd: type: number example: 182850.664267192 description: The average trade size for the time interval buyTradeCount: type: integer example: 30 description: >- The buy order count. Buy and sell counts are measured by aggressor behaviour buyVolumeCoin: type: - number - 'null' example: 5430 description: >- The buy coin (base) volume. Buy and sell are measured by aggressor behaviour close: type: number example: 94229.78 description: The time interval close price exchange: type: string example: gdax description: >- The subject exchange used for calculating trade frequency high: type: number example: 95229.78 description: The time interval high price low: type: number example: 94229.78 description: The time interval low price netBuyVolumeCoin: type: number example: 403.52652067 description: >- The buy order volume minus sell order volume in coin (base) terms. Buy and sell counts are measured by aggressor behaviour open: type: number example: 93229.78 description: The time interval open price orderSizeCategoryUsd: type: string example: 100K+ description: >- The trade size threshold in quote terms (often USD) used for the calculation pair: type: string example: btc_usd description: The subject pair sellTradeCount: type: number example: 207596 description: The total amount of sell trades sellVolumeCoin: type: number example: 3965.2501449799993 description: >- The total amount of sell volume in coin (base) terms timestamp: type: string example: 2025-04-15 00:00:00 000 description: The timestamp used for the calculation totalTradeCount: type: number example: 456322 description: The total number of trades totalVolumeUsd: type: number example: 549390273.3037565 description: >- The total quote (often USD) volume used for the calculation vwap: type: number example: 105724.81842395054 description: Trade-weighted average price security: - ApiKeyAuth: [] /trade/pressure: get: summary: Trade Pressure description: >- This endpoint provides net trade data (buy aggressors minus sell aggressors) to help users identify which side of the market is more aggressive. Users can also filter by "orderSizeCategoryUsd" to analyze behavior across different market segments. Other details revolve around trade count. operationId: spot-analytics-trade-pressure parameters: - name: exchange in: query description: >- **[Optional]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string default: gdax - name: pair in: query description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: fuzzyMatch in: query description: >- **[Required]** This parameter allows users to return either a specific pair, such as btc_usd, when set to FALSE, or return every pair related to an underlying asset, such as BTC, when set to TRUE (ex: btc_eur, btc_usd, btc_usdt, etc) required: true schema: type: boolean default: false - name: orderSizeCategoryUsd in: query description: >- **[Optional]** Users can specify to return all aggregated trades or only trades that fit a specific size threshold (0-1k, 1k-10k, 10k-100k, 100k+, ALL). Users can specify by passing the lower threshold flag ` 0 | 1k | 10k | 100k | All ` schema: type: string - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-04-15' - name: endDate in: query description: >- **[Optional]** Payload only includes data up to this date (exclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-04-16' - name: timeInterval in: query description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` minute | hour | day` schema: type: string - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - close: 83622.17 exchange: gdax high: 86491.4 low: 83592.77 netBuyTradeCount: 64529 netBuyVolumeCoin: 2.5356237300000544 netBuyVolumeUsd: 516634.4543056437 open: 84590.37 orderSizeCategoryUsd: All pair: btc_usd timestamp: 2025-04-15 00:00:00 000 totalVolumeCoin: 6461.770244209999 totalVolumeUsd: 549390273.3037565 - close: 83603.53 exchange: gdax high: 83622.52 low: 83593.72 netBuyTradeCount: -20 netBuyVolumeCoin: -2.2689633999999996 netBuyVolumeUsd: -189697.15606547246 open: 83610.81 orderSizeCategoryUsd: All pair: btc_usd timestamp: 2025-04-16 00:00:00 000 totalVolumeCoin: 5.332700320000002 totalVolumeUsd: 445841.5172556046 metadata: api-version: '2023-09-30' schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: close: type: number example: 83622.17 description: The time interval closing price exchange: type: string example: gdax description: >- The subject exchange used for calculating trade pressure high: type: number example: 86491.4 description: The time interval high price low: type: number example: 83592.77 description: The time interval low price netBuyTradeCount: type: integer example: 64529 description: >- The buy order count minus sell order count. Buy and sell counts are measured by aggressor behaviour netBuyVolumeCoin: type: number example: 2.5356237300000544 description: >- The buy order volume minus sell order volume in coin (base) terms. Buy and sell counts are measured by aggressor behaviour netBuyVolumeUsd: type: number example: 516634.4543056437 escription: >- The buy order volume minus sell order volume in USD (quote) terms. Buy and sell counts are measured by aggressor behaviour. Note some pairs may note be quoted in USD, in that case, quote currency open: type: number example: 84590.37 description: The time interval open price orderSizeCategoryUsd: type: string example: All description: >- The trade size threshold in quote terms (often USD) used for the calculation pair: type: string example: btc_usd description: The pair used for the calculation timestamp: type: string example: 2025-04-15 00:00:00 000 description: The timestamp used for the calculation totalVolumeCoin: type: number example: 6461.770244209999 description: >- The total base (often crypto) volume used for the calculation totalVolumeUsd: type: number example: 549390273.3037565 description: >- The total quote (often USD) volume used for the calculation metadata: type: object properties: api-version: type: string example: '2023-09-30' '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] /trade/vwap/global: get: description: '' operationId: get_tradevwapglobal responses: '200': description: '' parameters: - name: pair in: query required: true description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` schema: type: string default: btc_usdt - name: exchange in: query required: true description: >- **[Required]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string default: gdax - name: startDate in: query required: true description: >- **[Required]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-02-05T00:00:00' - name: endDate in: query required: true description: |- **[Required]** Payload only includes data up to this date. **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-02-05T00:00:15' - name: timeInterval in: query required: false description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` minute | hour | day` schema: type: string default: minute - name: timeFormat in: query required: false description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr security: - ApiKeyAuth: [] /trade/vwap: get: summary: VWAP - TWAP description: >- The VWAP (Volume Weighted Average Price) for BTC/USDT and other pairs on a crypto exchanges like Binance, is calculated every minute using trade data. VWAP is computed by taking the sum of the product of each trade’s price and size (i.e., trade price × trade volume) within the 1-minute interval, and dividing that by the total traded volume in that same interval. This provides a time-specific average price that accounts for trade size, offering a more accurate reflection of market activity than a simple average. The TWAP users the time-weighted average of the “close” price for each 1-minute candle. We use the close price because it’s the last traded price for that minute, which provides as consistent price that matches the minute’s end as closely as possible. operationId: spot-analytics-vwap-twap responses: '200': description: '' content: application/json: examples: New Example: summary: New Example value: status: 200 title: OK description: Successful request payload: data: - exchange: gdax pair: btc_usd timestamp: 2025-06-08 23:00:00 000 totalVolumeUSD: 17077624.10253145 twap: 105726.12016666665 vwap: 105724.81842395054 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 22:00:00 000 totalVolumeUSD: 29901190.234523397 twap: 106000.51333333335 vwap: 106044.21872588272 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 21:00:00 000 totalVolumeUSD: 11549771.859701945 twap: 106338.51900000003 vwap: 106347.79507951892 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 20:00:00 000 totalVolumeUSD: 9735085.984966466 twap: 106333.61000000002 vwap: 106322.86687463883 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 19:00:00 000 totalVolumeUSD: 6827882.382201663 twap: 106358.19366666669 vwap: 106355.23768030593 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 18:00:00 000 totalVolumeUSD: 9869478.716884736 twap: 106311.98866666664 vwap: 106300.60451925016 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 17:00:00 000 totalVolumeUSD: 13292180.074134275 twap: 106302.93316666667 vwap: 106311.10648933919 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 16:00:00 000 totalVolumeUSD: 18507205.192912556 twap: 106202.98033333335 vwap: 106199.19117720834 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 15:00:00 000 totalVolumeUSD: 13773886.83343635 twap: 106027.39916666666 vwap: 106063.01158809518 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 14:00:00 000 totalVolumeUSD: 8186574.408960278 twap: 105791.74616666674 vwap: 105765.1241644865 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 13:00:00 000 totalVolumeUSD: 9083039.802297479 twap: 105797.45016666663 vwap: 105896.6942760686 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 12:00:00 000 totalVolumeUSD: 5633478.100658474 twap: 105699.21833333331 vwap: 105690.20520154337 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 11:00:00 000 totalVolumeUSD: 5376178.2150859935 twap: 105624.55266666666 vwap: 105653.57221582466 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 10:00:00 000 totalVolumeUSD: 4597719.486216294 twap: 105252.75383333329 vwap: 105229.85623988796 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 09:00:00 000 totalVolumeUSD: 7621615.302100955 twap: 105310.27333333336 vwap: 105300.53282667995 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 08:00:00 000 totalVolumeUSD: 2806791.298968891 twap: 105506.08466666666 vwap: 105498.35833966617 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 07:00:00 000 totalVolumeUSD: 3736490.295869334 twap: 105520.44233333334 vwap: 105527.339573059 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 06:00:00 000 totalVolumeUSD: 3972474.0227431855 twap: 105580.118 vwap: 105562.43588218733 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 05:00:00 000 totalVolumeUSD: 5204434.701969851 twap: 105599.48866666667 vwap: 105601.56391191226 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 04:00:00 000 totalVolumeUSD: 4616634.252113115 twap: 105597.29466666664 vwap: 105588.77625246809 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 03:00:00 000 totalVolumeUSD: 3315188.01312173 twap: 105504.52783333334 vwap: 105508.71296682941 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 02:00:00 000 totalVolumeUSD: 4278195.527676096 twap: 105584.38616666665 vwap: 105596.48203364453 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 01:00:00 000 totalVolumeUSD: 5272046.963051804 twap: 105640.23016666668 vwap: 105617.56397541084 - exchange: gdax pair: btc_usd timestamp: 2025-06-08 00:00:00 000 totalVolumeUSD: 7474428.606706913 twap: 105572.94466666666 vwap: 105572.19499775872 - exchange: gdax pair: btc_usd timestamp: 2025-06-07 23:00:00 000 totalVolumeUSD: 11810499.390065463 twap: 105726.95783333332 vwap: 105726.27792341512 - exchange: gdax pair: btc_usd timestamp: 2025-06-07 22:00:00 000 totalVolumeUSD: 11505596.556401853 twap: 105875.62700000002 vwap: 105884.83995103992 - exchange: gdax pair: btc_usd timestamp: 2025-06-07 21:00:00 000 totalVolumeUSD: 7034260.681824598 twap: 105883.99866666668 vwap: 105883.8105750041 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: exchange: type: string example: gdax description: >- Exchange hosting the pair for VWAP/TWAP calculations pair: type: string example: btc_usd description: Underlying pair for VWAP/TWAP calculations timestamp: type: string example: 2025-06-08 23:00:00 000 description: Timestamp reflecting the VWAP/TWAP calculations totalVolumeUSD: type: number example: 17077624.10253145 description: Raw total volume in quote terms (often USD) twap: type: number example: 105726.12016666665 description: >- Time-weighted average price. Underlying time increments are in minutes vwap: type: number example: 105724.81842395054 description: Trade-weighted average price parameters: - name: pair in: query required: true description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` schema: type: string default: btc_usd - name: exchange in: query required: true description: >- **[Required]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string default: gdax - name: startDate in: query required: false description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-06-01' - name: endDate in: query required: false description: |- **[Optional]** Payload only includes data up to this date. **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-06-02' - name: timeInterval in: query required: false description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` minute | hour | day` schema: type: string default: day - name: timeFormat in: query required: false description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr - name: orderSizeCategoryUsd in: query required: true description: >- **[Required]** Users can specify to return all aggregated trades, or trades of a specific size threshold. (0-1k, 1k-10k, 10k-100k, 100k+, ALL) by passing in the lower value of the range ` 0 | 1k | 10k | 100k | All ` schema: type: string default: All security: - ApiKeyAuth: [] /volumes/asset: get: summary: Asset Volume USD description: >- This endpoint displays the total volume per base asset or specifc pair, normalized to USD. This means that crypto-to-crypto pairs (such as ETH_BTC) are converted to USD before aggregation. Users can pass an optional boolean parameter to include pairs where the asset is on the quote side, example xyz_btc where btc is target asset. operationId: spot-analytics-volumes-exchange parameters: - name: exchange in: query required: true description: |- **[Required]** The exchange for which to retrieve asset USD volume. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string default: gdax - name: asset in: query required: true description: |- **[Required]** The exchange for which to retrieve asset USD volume. **[Examples]** ` btc | eth | sol | xrp` schema: type: string default: btc - name: quoteAssetIncluded in: query required: true description: >- **[Required]** Whether the USD asset volumes from the quote side are included. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: boolean default: false - name: pair in: query required: false description: >- **[Optional]** The parameter to isolate USD volume to only a specific pair. **[Examples]** ` btc_usd | eth_usdt | sol_usd | xrp_usdc` schema: type: string default: null - name: startDate in: query required: false description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-06-01' - name: endDate in: query required: false description: |- **[Optional]** Payload only includes data up to this date. **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-06-05' - name: timeInterval in: query required: false description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` minute | hour | day` schema: type: string default: day - name: timeFormat in: query required: false description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr - name: orderSizeCategoryUsd in: query required: true description: >- **[Required]** Users can specify to return all aggregated trades, or trades of a specific size threshold. (0-1k, 1k-10k, 10k-100k, 100k+, ALL) by passing in the lower value of the range ` 0 | 1k | 10k | 100k | All ` schema: type: string default: ALL responses: '200': description: '' content: application/json: examples: New Example: summary: New Example value: status: 200 title: OK description: Successful request payload: data: - exchange: binance timestamp: 2025-06-04 00:00:00 000 totalVolumeUSD: 67022419665.659546 totalVolumeUSDBillions: 67.02241966565954 - exchange: binanceus timestamp: 2025-06-04 00:00:00 000 totalVolumeUSD: 10036190.677076299 totalVolumeUSDBillions: 0.010036190677076298 - exchange: gdax timestamp: 2025-06-04 00:00:00 000 totalVolumeUSD: 5434906189.482691 totalVolumeUSDBillions: 5.434906189482691 metadata: api-version: '2023-09-30' schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: exchange: type: string example: binance description: Exchange reflecting the volume USD timestamp: type: string example: 2025-06-04 00:00:00 000 description: Date reflecting the total volume USD totalVolumeUSD: type: number example: 67022419665.659546 description: Raw total volume in USD terms totalVolumeUSDBillions: type: number example: 67.02241966565954 description: >- Conversion of raw total volume in USD terms into billions to be easily human readable metadata: type: object properties: api-version: type: string example: '2023-09-30' security: - ApiKeyAuth: [] /volumes/exchange: get: summary: Exchange Volume USD description: >- This endpoint displays the total volume per exchange for all available pairs, normalized to USD. This means that crypto-to-crypto pairs (such as ETH_BTC) are converted to USD before aggregation. Users can pass an exchange parameter to isolate volume data for a specific exchange or leave it blank to retrieve data for all supported exchanges. Users can also isolate volume that meet a size threshold using the “orderSizeCategoryUsd” parameter. A useful example might be to pass 100k+ threshold to measure which exchanges have the most “large ticket” volume (aka “whale” volume). operationId: spot-analytics-volumes-exchange parameters: - name: exchange in: query required: false description: |- **[Optional]** The exchange for which to retrieve USD volume. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string default: '' - name: startDate in: query required: false description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-06-01' - name: endDate in: query required: false description: |- **[Optional]** Payload only includes data up to this date. **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-06-05' - name: timeInterval in: query required: false description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` minute | hour | day` schema: type: string default: day - name: timeFormat in: query required: false description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr - name: orderSizeCategoryUsd in: query required: true description: >- **[Required]** Users can specify to return all aggregated trades, or trades of a specific size threshold. (0-1k, 1k-10k, 10k-100k, 100k+, ALL) by passing in the lower value of the range ` 0 | 1k | 10k | 100k | All ` schema: type: string default: ALL responses: '200': description: '' content: application/json: examples: New Example: summary: New Example value: status: 200 title: OK description: Successful request payload: data: - exchange: binance timestamp: 2025-06-04 00:00:00 000 totalVolumeUSD: 67022419665.659546 totalVolumeUSDBillions: 67.02241966565954 - exchange: binanceus timestamp: 2025-06-04 00:00:00 000 totalVolumeUSD: 10036190.677076299 totalVolumeUSDBillions: 0.010036190677076298 - exchange: bitfinex timestamp: 2025-06-04 00:00:00 000 totalVolumeUSD: 398537591611.8082 totalVolumeUSDBillions: 398.53759161180824 - exchange: gdax timestamp: 2025-06-04 00:00:00 000 totalVolumeUSD: 5434906189.482691 totalVolumeUSDBillions: 5.434906189482691 metadata: api-version: '2023-09-30' schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: exchange: type: string example: binance description: Exchange reflecting the volume USD timestamp: type: string example: 2025-06-04 00:00:00 000 description: Date reflecting the total volume USD totalVolumeUSD: type: number example: 67022419665.659546 description: Raw total volume in USD terms totalVolumeUSDBillions: type: number example: 67.02241966565954 description: >- Conversion of raw total volume in USD terms into billions to be easily human readable metadata: type: object properties: api-version: type: string example: '2023-09-30' security: - ApiKeyAuth: [] components: securitySchemes: ApiKeyAuth: type: apiKey in: header name: x-api-key x-readme: headers: [] explorer-enabled: true proxy-enabled: true x-readme-fauxas: true