Packaged funding-rate history for one crypto perpetual on one venue, bundled per time bucket at 1h/4h/1d granularity over up to 30 days — one paid call instead of stitching hundreds of hourly requests. Each bucket carries the average rate, sample count and average perp price. Order-book fields were withdrawn on 2026-09-16: include_orderbook=true is refused before payment, never silently ignored.

Run a backtest from a strategy config (POST JSON body) → audit-export (schema 1.2): train/holdout metrics, trade log, equity curve, repro_hash, warnings. Config is validated pre-payment — invalid config → 400, not charged.

Funding rates per venue for one crypto perpetual, or the whole cross-venue set in one call. Major CEX and DEX venues — Binance, Bybit, OKX, Bitget, Gate.io, KuCoin, Hyperliquid, Paradex, Orderly, Lighter and more. Each row carries the venue's rate, its funding interval and the 8h-equivalent rate (venues quote on 1h/4h/8h, so raw rates are not comparable), plus canonical_id, asset_class and mark_price, so a ticker naming two unrelated assets is visible, not silently mixed.

Historical per-venue funding rates for one crypto perpetual, aggregated 1h/4h/1d, across tracked CEX and DEX venues — the timeseries a funding-arb backtest needs. Up to 30-day windows (30-day retention). Edge-isolated: raw rates only, no spread or signal logic.

Cross-venue funding-rate spread for one crypto perpetual: the highest- and lowest-paying venues and the gap between them in bps. Where a funding-arb screen starts, across both CEX and DEX perp venues.

Cross-venue rate spread snapshot for a symbol

Consolidated best bid and ask for one crypto perpetual across every tracked venue — the cross-venue BBO, and which venue holds each side. CEX and DEX perp venues in one quote.

Best bid/ask aggregated across all venues

Naive single-venue best execution: lowest precomputed slippage at the requested size. Excludes fees/funding/latency — baseline only.

Top-of-book for a specific venue and symbol

Depth quote for one crypto perp on ONE named venue: best bid/ask, depth per side, and est_slippage_for_size_usd_bps — the cost of filling size_usd here, in BASIS POINTS over the mid, not dollars. On a book deep enough to fill at the touch it equals half the spread and is the same for $1K/$5K/$10K; on a thinner book it grows with size. Equal values across sizes mean the book covers you, not that size_usd was ignored. All venues: /v1/orderbook/multi-venue-slippage. $10K cap per DIS-022.

Sized-depth quote: best bid/ask + precomputed slippage at $1K/$5K/$10K notional for a venue/symbol. $10K cap protects execution edge per DIS-022.

Sized-depth quote: best bid/ask + precomputed slippage at $1K/$5K/$10K notional for a venue/symbol. $10K cap protects execution edge per DIS-022.

Top-of-book for a specific venue and symbol

Greedy multi-venue route: walk venues in slippage order, allocate up to per-venue depth cap until size_usd filled. Returns route, total filled, blended slippage. NAIVE — excludes fees.

Per-venue slippage scan for a ticker at $1K/$5K/$10K notional. Returns all venues sorted by lowest slippage, with BBO + depth. Raw scan — no opinionated ranking.

Cross-venue funding-rate arbitrage scan over all tracked crypto perpetuals: every ticker whose (max_rate − min_rate) across venues exceeds your threshold. Naive filter, no signal logic — gross spread, before fees, slippage and funding-interval differences.

Funding-arb SIGNAL for crypto perpetuals — the cross-venue funding spread per pair, set against public round-trip taker fees, with periods-to-breakeven, ranked by the 8h-normalized spread. Liquidity is not assessed: depth sizing was withdrawn on 2026-09-16, so check the books before sizing. A derived outcome, not a profit forecast.

Cross-venue mark-price spread scan for crypto perpetuals — where the same perp trades at different marks across venues. Quoted spread is not net edge: it excludes fees, slippage and funding differences.

Per-venue basis for one crypto perpetual — mark versus index price, basis_bps = (mark−index)/index×10000, and contango/backwardation structure, across tracked CEX and DEX venues. Every venue has an index except Crypto.com, Variational and dYdX; dYdX publishes one oracle price, which is its mark. `venues_without_index` names the ones missing. Each venue also carries liquidity_state (live/dead/unknown), and a market with no trading is flagged unreliable however clean its basis looks.

Per-venue funding carry for one crypto perpetual: raw funding_rate, annualized_carry_pct, and contango/backwardation structure from the funding sign. What holding this perp pays or costs you per year, venue by venue, across tracked CEX and DEX venues.

Funding-rate sign-change detection for one crypto perpetual — every positive↔negative flip across venues inside a lookback window, each with its venue, hour and the rates either side of the change. Raw events for spotting funding-regime turns in funding-arb and carry positioning: it reports the flips, it does not classify them as sustained or transient.

Next funding payment ETA + current rate as predicted size for a ticker/venue pair. Entry timing signal.

Cross-venue funding-rate spread for one crypto perpetual — the highest- and lowest-paying venues and the spread in bps, across major CEX and DEX venues (Binance, Bybit, OKX, Hyperliquid …). `spread_bps` is the RAW rate difference, the same quantity and name as on `/v1/perp/arbitrage/funding`; `normalized_spread_8h_bps` scales both legs to 8h, the comparable one, since venues quote on 1h/4h/8h. Leg intervals ship with the row; normalized is null when a schedule is unknown, never defaulted.

Open-interest delta — current OI vs OI N hours ago for a ticker/venue. Accumulation/distribution signal.

Historical open interest timeseries (1h/4h/1d) for a ticker/venue. 30-90d window cap.

Open interest per venue for one crypto perpetual, with mark_price alongside — positioning and crowding across tracked CEX and DEX perp venues. Raw value: units vary per venue, see units_note in the response.

Oracle price-source family classification across tracked crypto perp venues — which venues derive their index price from the same upstream feed. Basis-risk awareness for cross-venue and funding-arb strategies: two venues sharing an oracle family will not diverge independently, so a spread between them is not the hedge it looks like.

One-call market snapshot for one crypto perpetual across every tracked venue — funding rate, annualized carry with contango/backwardation structure, open interest, 24h volume and mark price in a single response. Bundles funding/carry/open-interest/volume-24h so an agent makes one paid call instead of four.

24-hour rolling USD volume for one crypto perpetual on one venue — liquidity and activity ranking across tracked CEX and DEX perp venues.

Tickers with current 24h-volume >= multiplier × baseline avg over lookback. Raw volume-spike scanner.

Historical 24h-volume timeseries for one crypto perpetual on one venue, aggregated 1h/4h/1d — liquidity over time for backtests and venue selection. 30–90d window cap.

Volume-weighted average funding rate across all tracked venues for one crypto perpetual. Accounts for venue market share — high-volume venues dominate the weighted rate, so it reflects what the market actually pays rather than a flat average across thin and deep venues alike.

Real-world-asset (RWA) perpetual coverage across HIP-3 DEXes — which stocks, metals, forex pairs, commodities and pre-IPO synthetics are listed as perps, and on which venue. Tracks the on-chain RWA perp surface as it expands beyond crypto.