CMF API Reference
The Neuronic AI API unleashes super powerful, hard to find, advanced market metrics for crypto markets. We offer our data in a modular and transparent fashion. This document will outline how to query and use our API data sets. Note, we focus on trading grade assets and exchanges and harder to find datasets. We also offer all our data in a modular fashion so users can choose what data they want, how much of it they want and how fast they want to be able to access it. Our users only pay for the data they want, how they want it, which enables us to offer our API data at a fraction of the cost of our competition..
Our API is broken up into 3 major types
By the minute (BTM) Data:
Each raw data call provides up to 60 data points (60 minutes per hour). We send the hour of which the timestamp your query falls. Querying without a timestamp will query the current hour (Or as many minutes that has passed this hour)
- Price
- Volume
- Buys/Sells
- % institutional participation
- Order Book (OB) bids/asks with 5 depth of markets
Candles:
- Price OHLC candles
- Volume/Buys/Sells (VBS) candles including % institutional participation
- Order Book (OB) candles with 5 depth of markets
- Social Sentiment candles with Twitter, Reddit and Overall Sentiment (On limited assets)
Screener API calls (Watch hundreds of assets at once in a single call)
- Price and volume screener: 1 call with 1 minute of price or volume data for each asset in the market queried
- Order Book Screener: 1 call with 1 minute of combined bids or asks at 1%, 2.5%, 5%, 10% or 100% depth of market for each asset in the market queried
- OrderFlow Screener: 1 call with 1 minute of xbids(sells), xasks(buys) and % buy or sell orders that were over $50kUSD in size for each asset in the market queried
- Social Screener: 1 call with 1 minute of social data for each asset in the market being polled for the minute polled. Twitter and reddit traffic or in house sentiment score. (< 50 assets tracked)
Candle calls are served in the following durations for which your timestamp falls. Querying without a timestamp will query the current candle.
5min Candles: 288 candles providing one day of candles per call 15min Candles: 96 candles providing one day of data per call 1hr Candles: 24 candles providing one day of data per call 4hr Candles: 42 candles providing one week of data per call 1d Candles: 28-31 candles providing one month of data per call
Each data set's candles adhere to the structure above. Our data resolution for all metrics is 1 minute with the exception of social data which may be up to 15 minutes delayed and only available in candles. All of our candles are calculated using 1 minute intervals. For example, each day of data will provide or be calculated on 1440 data points per day.
Our data can also be viewed online @ Neuronic AI
By using our API you agree to all the terms laid out in the Neuronic AI User Agreement and reference API agreement.
Subscription Interface: We offer the ability to pick and choose what API version and calls you want to access and as well, how much of it you want to access. We show the pricing for what you want, as you change your subscription.
- 100% Pricing Transparency
- Modular subscription allows users to customize their API to meet their needs, saving even more money.
- Hard to find order book and order flow data, at a discount
- Inexpensive compared to the competition
- Access Subscription interface here
Rate Limits: Your rate limit depends on what you purchased with your subscription. The default rate limit is 20 API calls per minute however users can purchase up to a 10 queries per second rate-limit with numerous options in between.
APIv3 Reference: Below we outline each section of the APIv3 structure along with example outputs.
Query structure: https://api.vantagecrypto.com/v3/90d/global/btc/ohlc/1d/1630309530?api_key= URL/Version/Duration/Market/Asset/Data/Sub-Data/Timestamp?api_key=
Duration (of historical data) branch selection The primary branch specifies the version of API you are accessing, the second branch identifies the amount of historical data you have access to. This directly correlates to the duration you purchased on with your API subscription which can be viewed by returning to the subscription page and scrolling to the bottom.
APIv3: 7 days (7d) (This can only be used on Screener calls) 30 days (30d) 90 days (90d) 1 year (1y) 2 years (2y)
You can query the real-time values for the current hour or candle from any API call by simply omitting the timestamp from the end of your query. When querying historical data, you cannot query any data that is older than the duration of the branch you are querying. If you try to query data from 91 days ago using a /90d duration, you will receive an error. The duration of historical data available to you is based on what you chose w hen you subscribed.
Market Branch Selection
Query available Markets: Users of our API are able to list available markets of which can be queried by using the following open API call.
curl [https://api.vantagecrypto.com/v3/list/markets?api_key=%Your_API_Key%](https://api.vantagecrypto.com/v3/list/markets?api_key=%Your_API_Key%)
Format:
timezone "UTC"
serverTime 1635710703
List "Markets"
markets
0
name "Global"
alias "global"
1
name "Derivatives"
alias "derivatives"
2
name "International"
alias "international"
3
name "Western"
alias "western"
4
name "Asian"
alias "asian"
5
name "Coinbase Pro"
alias "gdax"
6
name "Bittrex"...
Once the API user has identified the market they would like to use, they can populate the API %market% branch https://api.vantagecrypto.com/v3/90d/%Market%
We offer an array of combined and individual markets. Our individual markets include combined markets for each underlying exchange and as well combined markets by region or stats on all crypto stats for the underlying asset combined from a global market reference. Using global markets and other combined markets will offer a greater validation of data and less prone to wicking on price queries due to single exchange transaction slip page due to limited liquidity.
Asset Branch Selection In order to know which assets are available to query here, we can run a similar command as we perform to query markets looking for the specific assets supported by the market we have specified in our API call.
Query available Assets within a market: Users of our API are able to list available assets of which can be queried by using the following open API call.
curl [https://api.vantagecrypto.com/v3/list/vantage/assets?api_key=%Your_API_Key%](https://api.vantagecrypto.com/v3/list/vantage/assets?api_key=%Your_API_Key%)
Format:
timezone "UTC"
serverTime 1635710888
Market "Global"
List "Assets"
assets
0
ticker "global"
name "Global"
1
ticker "1INCH"
name "1inch"
...
Notice when we query assets for global markets, we also see a "global" asset. The global asset is the combined value of all assets across all exchanges we track. For example with this, users can track the overall market volume, orderbooks, value and more.
APIv3 by the minute data (BTM)
Now that we have built out our API query to include the API branch, the duration of our subscription, the market and the asset we want to query, now we need to specify what data we want for this asset/market.
Our by the minute calls are broken down into 6 major categories:
- Order Books
- Order Flow
- Price
- Volume
- Derivatives
- PRI (Market/Sector Dominance)
BTM Order book API calls
Each of our order book API calls start by identifying which depth of market the user wants to query. We offer the following depths of market.
- 1% Depth of Market
- 2.5% Depth of Market
- 5% Depth of Market
- 10% Depth of Market
- 100% Depth of Market
Subsequently, users can combine the queried values and create the following values also shown on CoinMarketFlow.
- Books (Combined orderbooks)
- MDR (Market Depth Ratio)
*NOTE: Order books can fluctuate quite a bit making most of the data difficult to find signals and trends in without some kind of smoothing technique. The lower the depth of market, the more volatile the order books tend to be. On our CoinMarketFlow website we visualize the order book data with either real-time, 3 hour moving averages or 24 hour moving averages. There is value in moving averages of 72hours and possibly longer for d ifferent trading techniques. Our API order book candles provide average values for the candle length so the longer the length, the more normalized it will be. We recommend you smooth OB values using some method of your choice as well.
Available Order Book Calls
Below is a table of available order book calls followed by a few examples from orderbook calls outlined in the table.
Version | Duration | Market | Asset | Type | Endpoint | TimeStamp |
---|---|---|---|---|---|---|
v3 | (30d/90d/1y) | %market% | %asset% | 1dom | 1bids | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 1dom | 1asks | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 2_5dom | 2_5bids | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 2_5dom | 2_5asks | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 5dom | 5bids | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 5dom | 5asks | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 10dom | 10bids | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 10dom | 10asks | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 100dom | 100bids | %timestamp% |
v3 | (30d/90d/1y) | %market% | %asset% | 100dom | 100asks | %timestamp% |
Below is output from an orderbook query. Each call will provide 60 values, one for each minute of the hour being queried. All hours start at 0000 GMT. It is best to query one query spaced an hour apart to avoid pulling duplicate data though this may be unavoidable when polling the current time stamp. The first value in each query is for the first minute of the hour queried and the last minute is the final minute of the hour. We als o print the date and hour for which we are providing results, see details below.
This API call retrieves 60 values, one for each minute of the hour queried. The call returns the timezone (UTC), timestamp, date and the specific hour being queried, the asset, the market, the endpoint queried, and the associated values in comma-delimited format. We query this by querying the 100dom (100% depth of market) data branch followed by the 100bids (Total bids at 100% market depth) query.
curl https://api.vantagecrypto.com/v3/30d/global/eth/100dom/100bids/1656470545?api_key=%Your_API_Key%
{ "timezone": "UTC", "serverTime": 1656470545, "Date": "2022-06-29 02:00:00", "symbol": { "Asset": "eth", "Market": "Global", "Values": "267062993,267857889,264384267,263702273,264889343,264321247,266217067, 268418510,271704562,271848513,270563932,269562686,263972465,265566857,271165664,271062596,266496932,265704946,269793949,9687685, 264357993,265521726,268184845,268211798,267405400,267432934,266639754,268526071,8816909,268163027,
266563987,268404750,267903661, 268041349,268497229,260408355,257712289,266715971,265451322,266176280,266795444,266024572,267175281,267119054,266555881,4293142, 262841356,263105608,262677363,263089039,261054881,265529223,264466101,264644397,266149465,265623452,267130328,266360027,264492138, 264635266" } }
BTM Order Flow API Calls
Our Order flow data offers executed order flow data in a few forms.
- Executed Orders (xBids/Sells) & (xAsks/Buys)
- Buy and sell orders by size
Below is a list of all the available calls followed by an example of each type. As with all of our APIv3 raw data feeds, each call returns 60 values for the hour your timestamp queries. Each hour is on the hour starting at 0000UTC.
Version | Branch | Duration | Market | Asset | Type | Endpoint | Timestamp |
---|---|---|---|---|---|---|---|
v3 | (30d/90d/1y) | %market% | %asset% | oflow | xasks | %timestamp% | |
v3 | (30d/90d/1y) | %market% | %asset% | oflow | xbids | %timestamp% | |
v3 | (30d/90d/1y) | %market% | %asset% | oflow | sells-large | %timestamp% | |
v3 | (30d/90d/1y) | %market% | %asset% | oflow | buys-large | %timestamp% |
BTM Executed Order Flow
There are two calls related to standard executed order flow.
- v3 (30d/90d/1y) %market% %asset% oflow xasks %timestamp%
- v3 (30d/90d/1y) %market% %asset% oflow xbids %timestamp%
These calls retrieve executed buys (Previously asks, or "xAsks") and executed sells (Previously bids, or "xbids"). These are sporadic values and are best used with some sort of smoothing method such as moving averages. Note, all values are in USD. We offer 3 hour and 24-hour moving averages of this data available on https://coinmarketflow.com
curl https://api.vantagecrypto.com/v3/30d/global/eth/oflow/xasks/1635623560?api_key=%Your_API_Key%
{ "timezone": "UTC", "serverTime": "1635623560", "Date": "2021-10-30 19:00:00", "symbol": { "Asset": "eth", "Market": "Global", "Endpoint": "xasks", "Values": "1014639,953227,1315614,1526445,1421407,1434150,650905,569445,441193,706053, 310376,671711,568869,482467,783324,774550,488424,1161452,2234621,1923615,908109,858000,603512,617156,267142,303719,230602,241523, 38748,172253,300365,565576,745415,874373,745626,908025,1132602,101926
0,1240348,1230780,615751,567914,585384,592021,369890,645021, 31453,809139,577031,704542,865817,875768,930203,655379,570660,595519,658202,468086,561588,578579" } }
BTM Order Flow by size
This API call breaks the xbids and xasks down by the size of orders they are composed of. We track all the executed orders and assess what % of all orders wered buys or sells over $50kUSD to identify institutional and professional trader participation in the market.
Large orders are buy or sell orders: >$50,000
Below is a list of API3 calls for Orderflow by size:
- v3 (30d/90d/1y/2y) %market% %asset% oflow sells-large %timestamp%
- v3 (30d/90d/1y/2y) %market% %asset% oflow buys-large %timestamp%
This metric outlines what percentage
Metric Output
This metric outlines what percentage of the executed orders were larger than $50k which we categorize as professional or institutional traders. The outputs are in percentage of all executed buy or sell orders. Users will notice that different assets tend to have very different composure as their general trader base varies. Below is an example of an APiv3 Orderflow by size output. The output provides by the minute updates for the h our queried. We are querying Ethereum large orders across all exchanges and markets. The output below indicates that orders over $50k account for 16-18% of all volume for Ethereum during the timeframe queried.
curl https://api.vantagecrypto.com/v3/30d/global/eth/oflow/buys-large/1635623560?api_key=%Ypur_API_Key%
{"timezone":"UTC","serverTime":"1635623560","Date":"2021-10-30 19:00:00","symbol":{"Asset":"eth","Market":"Global","Endpoint":"buys-large","Values":"18.4,18.33,18.33,18.28,18.29,18.29,18.3,18.28,18.28,18.22,18.24,17.97,17.97,17.98,17.97,17.96,17.97,17.98,17.99,17.96,17.95, 17.83,17.84,17.84,17.85,17.79,17.78,17.79,17.79,17.64,17.64,17.64,17.65,17.68,17.68,17.65,17.66,17.72,17.72,17.73,17.74,17.52,17.52,17.26,17.27 ,17.28,17.29,17.1
3,17.14,17.14,17.11,17.12,17.12,16.74,16.74,16.73,16.74,16.71,16.72,16.69"}}
We indicate which timeframe is being captured by designating buy or sell with a 1, 6 or 24 - such as buys6 or sells24. Below we query what percentage of buy orders for Ethereum happened across all global markets and pairs over the last hour. We can see that for the most part, ~2.4%-2.91% of the buy volume for the 24 hours occurred in the last hour. On a run, we would expect to see this number increase quite a bit early on in the r un.
BTM Price
We provide an array of price conversions for all of our assets in raw format, by the minute. We support prices in 14 different currencies and BTC price conversions. As with all of our APIv3 raw data, we provide 60 data points per hour per API call for the hour your timestamp falls in. You should pace your queries 1 hour apart to prevent duplicate responses. Below is a list of the calls and currencies supported followed by an example of one of the calls being used.
v3 (30d/90d/1y) %market% %asset% price usd %timestamp%
v3 (30d/90d/1y) %market% %asset% price btc %timestamp%
Below is a query providing us with 60 x 1 minute intervals of Ethereum price in BTC. Because we are querying the global market, this is the price average across the top exchanges for all trading pairs combined, represented in the currency selected (BTC). (all combined market averages are "as calculated by Neuronic AI")
curl https://api.vantagecrypto.com/v3/30d/global/eth/price/btc/1635623560?api_key=%Your_API_Key%
{"timezone":"UTC","serverTime":"1635623560","Date":"2021-10-30 19:00:00","symbol":{"Asset":"eth","Market":"global","Endpoint":"btc","Values":"0.070184771554,0.070202402366,0.070214459867,0.070238180253,0.07027218948, 0.07029771024,0.070296974799,0.070268983073,0.070246726511,0.070259169578,0.07025802869,0.07026379154,0.070274377596,0.070294536186, 0.070282285512,0.070303678754,0.070311896913,0.070319929874,0.070290360288,0.07028386
221,0.070308985385,0.070270517939,0.070278572704, 0.070272108164,0.070275875318,0.070275355074,0.070283259588,0.070290816857,0.070290547316,0.070297682411,0.070302233047,0.070299308082, 0.07026606501,0.070288909131,0.0702804374,0.070262738175,0.070262666263,0.070277599995,0.070279028528,0.07025309153,0.070236923383, 0.070230282302,0.070217649855,0.070219627027,0.070237220885,0.070252363095,0.07027244107,0.070242860086,0.07021157519
8,0.07017388586, 0.070186759652,0.070172026304,0.070176073978,0.070195582632,0.070198534075,0.070202976506,0.070224145141,0.07024190254,0.070244710708, 0.070228366984"}}
BTM Volume
For volume by the minute, we provide 60 calls per hour for the timestamp queried, the same as with all of our raw data API calls. We offer volume in USD or BTC but the underlying values are representative of all trading volume from all pairs and not just for USD or BTC, we are converting all values to USD or BTC for ease in consumption. We also include a 3rd volume/order book metrics call Book To Volume Ratio (BVR) which can be a s trong indicator of fake volume. BVR is simply the ratio of orderbooks to volume for this asset on this market. Note, when looking at real time volume, smaller assets often have a lot of minutes with no volume. Use our volume candles for pulling summed volume by candle length.
v3 (30d/90d/1y) %market% %asset% volume usd %timestamp%
v3 (30d/90d/1y) %market% %asset% volume btc %timestamp%
v3 (30d/90d/1y) %market% %asset% volume bvr %timestamp%
Below is an example call for the BVR of ETH on Derivatives markets. The values represent the percentage of orderbooks compared to 24 hour volume.
curl https://api.vantagecrypto.com/v3/30d/derivatives/eth/volume/bvr/1635623560?api_key=%Your_API_Key%
{"timezone":"UTC","serverTime":"1635623560","Date":"2021-10-30 19:00:00","symbol":{"Asset":"eth","Market":"derivatives","Endpoint":"bvr","Values":"0.00887,0.00887,0.00887,0.00886,0.00888,0.0089,0.0089,0.0089,0.0089,0.00891,0.00891, 0.00892,0.00893,0.00893,0.00893,0.00893,0.00893,0.00893,0.00894,0.00894,0.00895,0.00895,0.00895,0.00896,0.00897,0.00898,0.00898,0.00898,0.00898, 0.00898,0.00901,0.00902,0.00902,0.00903,0.00903,0.00903,0
.00903,0.00903,0.00919,0.00927,0.00936,0.00938,0.0094,0.00941,0.00942,0.00941,0.00942, 0.00942,0.00943,0.00944,0.00944,0.00945,0.00945,0.00946,0.00947,0.00948,0.00948,0.0095,0.00951,0.00952"}}
BTM Market Dominace
The Neuronic AI site and API provides two types of market dominance, one based on global dominance and the other within the sector an asset operates.
- sPRI: Sector Price Relative Indicator (Sector Dominance)
- gPRI: Global Price Relative Indicator (Global Market Dominance)
There are two APIv3 calls associated to market dominance along with an open APIv2 query for listing sector indices and members.
v3 (30d/90d/1y) %asset% price spri %sector& %timestamp%
v3 (30d/90d/1y) %asset% price gpri %timestamp%
BTM Sector Indices and members
In order to pull the sector dominance value for an asset, you need to know what sector(s) it is a member of. We provide an open APiv2 call for querying and listing all indices along with their members. This can be used for properly populating the sector when querying sector dominance for an asset. In the excerpt from the call shown below, we can see that to check the sector dominance for STORJ, we would need to query it using the " DISK" index.
'curl https://api.vantagecrypto.com/v3/1y/binance/bat/vty/1d/1632960000?api_key=%Your_API_Key%`
1. alias "disk"
- name "DISK"
- description "Decentralized storage"
- members "maid,sc,storj,blz,btt,lamb,fil,cru"
2. alias "privacy" ...
below is an example of making two API calls for XMR/Monero. One call checks XMR's global market dominance and the next checks XMR's dominance within the Privacy sector. As with all our raw data calls, we provide 60 one minute values for the hour the timestamp requested occurred. We can see that XMR only has about a 0.16% global market domination but does dominate the privacy coin sector by almost 50%.
`curl https://api.vantagecrypto.com/v3/30d/xmr/price/gpri/1635820148?api_key=%Your_API_Key%`
;;;
```json
{"timezone":"UTC","serverTime":"1635820148","Date":"2021-11-02 02:00:00","symbol":{"Asset":"xmr","Endpoint":"GPRI","Market":"Global","Values":"0.16,0.16,0.16,0.159,0.159,0.159,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,
0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.16,0.159,0.159,0.159,0.159,0.159,0.159,0.159,0.16,0.159,0.159,0.159,0.159,0.159,0.159,0.159,0.159,0.159"}}
`curl https://api.vantagecrypto.com/v3/30d/xmr/price/spri/privacy/1635820148?api_key=%Your_API_Key%`
{"timezone":"UTC","serverTime":"1635820148","Date":"2021-11-02 02:00:00","symbol":{"Asset":"xmr","Endpoint":"SPRI","Market":"Global","Sector":"PRIVACY","Values":"47.948,47.928,47.905,47.896,47.89,47.894,47.901,47.91,
47.919,47.924,47.941,47.933,47.953,47.94,47.95,47.947,47.949,47.941,47.936,47.944,47.943,47.946,47.949,47.958,47.958,47.961,47.957,47.962,47.956,47.95,47.965,47.959,47.957,47.957,47.95,47.961,47.959,47.964,47.961,47.965,47.957,47.938,47.942,47.924,47.907,47.91,47.918,47.92,47.92,47.907,47.913,47.905,47.898,47.906,47.895,47.896,47.897,47.9,47.903,47.896"}}
OHLC Price Candles
As outlined in the beginning of this guidance, we provide OHLC candles in groups per API call. We will provide the full day, week or month of data for the day, week or month your timestamp request falls in and dependent on candle length. For review, the number of candles provided for each call is outlined below.
- 5min Candles: 288 candles providing 1 day of candles per call starting 0000GMT
- 15min Candles: 96 candles providing one day of data per call starting 0000GMT
- 1hr Candles: 24 candles providing one day of data per call starting 0000GMT
- 4hr Candles: 42 candles providing one week of data for the week your timestamp falls
- 1d Candles: 28-31 candles providing one month of for the month your timestamp falls
In the not too distant future we will offer OHLC for volume, order books and volume, at the moment we only offer price OHLC data, the available calls are outlined below.
v3 (30d/90d/1y) %market% %asset% ohlc 5m %timestamp%
v3 (30d/90d/1y) %market% %asset% ohlc 15m %timestamp%
v3 (30d/90d/1y) %market% %asset% ohlc 60m %timestamp%
v3 (30d/90d/1y) %market% %asset% ohlc 4h %timestamp%
v3 (30d/90d/1y) %market% %asset% ohlc 1d %timestamp%
Below we provide an example of an API call for Ethereum 1 hour candles, we are returned 24 candles, one for each hour of the day our timestamp falls. Notice each O, H,L and C is separated by a / and then each candle separated by a comma.
`curl https://api.vantagecrypto.com/v3/30d/global/eth/ohlc/15m/1635820148?api_key=%Your_API_Key%`
{"timezone":"UTC","serverTime":"1635820148","Date":"2021-11-02","symbol":{"Asset":"eth","Market":"Global","Type":"Price","Candle":"15m","CurrentPrice":4504.95,"Values":"4325.72\/4330.33
\/4310.77\/4326.11,4332.71\/4348.03\/4332.71\/4348.03,4342.67\/4342.67\/4290.98\/4290.98,4289.66\/4307.09\/4289.66
\/4306.79,4309.65\/4314.28\/4301.78\/4312.03,4314.59\/4340.31\/4314.59\/4338.07,4342.66\/4342.66\/4321.71\/4321.71,
4321.91\/4324.59\/4312.46\/4320.95,4323.8\/4330.42\/4319.03\/4319.03,4317.23\/4322.37\/4315.18\/4316.08,4314.63\/4318.1\/4310.51\/4310.51,4309.05\/4310.66\/4305.35\/4309.95,4310.15\/4314.13\/4304.11\/4312.78,4312.81\/4313.82\/4308.34\/4308.97,4309.26\/4315.9\/4308.03\/4315.65,4316.74\/4322.06\/4316.57\/4320.98,4322.32\/4328.65\/4319.56\/4328.65,4329.13\/4346.34\/4329.06\/4346.34,4346.32\/4358.18\/4343.05\/4352.9,4350.97\/4370.76\/4349.02\/4370.7,4364.82\/4364.9\/4349.02 truncated........
OB Candles (Orderbooks)
We will provide the full day, week or month of data for the day, week or month your timestamp request falls in and dependent on candle length. For review, the number of candles provided for each call is outlined below.
5min Candles: 288 candles providing 1 day of candles per call starting 0000GMT
15min Candles: 96 candles providing one day of data per call starting 0000GMT
1hr Candles: 24 candles providing one day of data per call starting 0000GMT
4hr Candles: 42 candles providing one week of data for the week your timestamp falls
1d Candles: 28-31 candles providing one month of for the month your timestamp falls
The format for the queries are the same as they are for our OHLC candles and like our by the minute data, we have separate calls for bids and asks. To use the combined books or MDR data sets, users must pull both bids and asks and perform the calculation locally. Below is a list of order book candles we offer followed by an example.
v3 (30d/90d/1y) %market% %asset% ob bids 5m %timestamp%
v3 (30d/90d/1y) %market% %asset% ob bids 15m %timestamp%
v3 (30d/90d/1y) %market% %asset% ob bids 1h %timestamp%
v3 (30d/90d/1y) %market% %asset% ob bids 4h %timestamp%
v3 (30d/90d/1y) %market% %asset% ob bids 1d %timestamp%
v3 (30d/90d/1y) %market% %asset% ob asks 5m %timestamp%
v3 (30d/90d/1y) %market% %asset% ob asks 15m %timestamp%
v3 (30d/90d/1y) %market% %asset% ob asks 1h %timestamp%
v3 (30d/90d/1y) %market% %asset% ob asks 4h %timestamp%
v3 (30d/90d/1y) %market% %asset% ob asks 1d %timestamp%
Below we provide an example of an API call for Ethereum total asks across global markets, for today (no timestamp). Notice that each candle value is separated with /'s and each candle is separated with a comma. The OB candles provide the following data in the following order 1%DOM/2.5%DOM/5%DOM.10%DOM,100%DOM bids or asks..
curl https://api.vantagecrypto.com/v3/90d/global/eth/ob/bids/5m?api_key=%Your_API_Key%
timezone "UTC"
serverTime 1645552144
Date "2022-02-22"
symbol
Asset "eth"
Market "Global"
Type "bids"
Candle "5m"
Values "146993303/106988620/86636261/62329716/47599829,146819138/106859572/86547074/62619982/48571759,148140151truncated........
VBS (Volume, Buy, Sell) Candles
We will provide the full day, week or month of data for the day, week or month your timestamp request falls in and dependent on candle length. For review, the number of candles provided for each call is outlined below.
5min Candles: 288 candles providing 1 day of candles per call starting 0000GMT 15min Candles: 96 candles providing one day of data per call starting 0000GMT 1hr Candles: 24 candles providing one day of data per call starting 0000GMT 4hr Candles: 42 candles providing one week of data for the week your timestamp falls 1d Candles: 28-31 candles providing one month of for the month your timestamp falls
The format for the queries are the same as they are for our OHLC candles. To use the OFR data sets, users must use both buys and sells values and perform the calculation locally. It is important to take notice that with by the minute data and on coinmarketflow, buys are represented with xAsks and sells with xBids. Below is a list of VBS candles we offer followed by an example.
v3 (30d/90d/1y) %market% %asset% vbs 5m %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 15m %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 1h %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 4h %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 1d %timestamp%
Below we provide an example of an API call for Ethereum volume, buys and sells along with institutional activity across global markets, for today (no timestamp). Notice that each candle value is separated with /'s and each candle is separated with a comma. The VBS candles provide the following data in the following order Volume/Buys/Sells/%buys>$50k/%sells>$50k. In the example below, there are no buys or sells transactions over $ 50k being performed.
curl https://api.vantagecrypto.com/v3/30d/global/omg/vbs/5m?api_key=%Your_API_Key%
timezone "UTC"
serverTime 1645561678
Date "2022-02-22"
symbol
Asset "omg"
Market "Global"
Candle "5m"
Values "519160/214222/185708/0/0,261322/94615/76672/0/0,188611/79457/76293/0/0,255413/60677/142865/0/0,276796/110684/95965/0/0,323198/136489/109630/0/0,226384/76075/81963/0/0truncated........
Social Candles (Twitter, Reddit, Sentiment)
We will provide the full day, week or month of data for the day, week or month your timestamp request falls in and dependent on candle length. For review, the number of candles provided for each call is outlined below.
5min Candles: 288 candles providing 1 day of candles per call starting 0000GMT
15min Candles: 96 candles providing one day of data per call starting 0000GMT
1hr Candles: 24 candles providing one day of data per call starting 0000GMT
4hr Candles: 42 candles providing one week of data for the week your timestamp falls
1d Candles: 28-31 candles providing one month of for the month your timestamp falls
There are a few important points to note about using social candles:
Data in candles may have up to a 15 minute delay
We have social candles starting at 5 minutes, we do not offer it by the minute
We only maintain social data on a subset of assets (up to 50 assets)
Social data only goes back to May 2022
In order to query what assets are currently supported for social data, users can query the list function (https://api.vantagecrypto.com/v3/list/social/assets?api_key=)
The sentiment score we append to the candle is also subject to modifier multipliers and will be being adjusted for several months before it can be trusted on its own. The sentiment score is a combination of twitter, reddit, order book and price action depicted in a single positive or negative metric.
The format for the queries are the same as they are for our OHLC candles. The Social data sets have 3 values: Twitter Traffic, Reddit Traffic, Sentiment score. For twitter we are parsing all tweets, retweets, replies and quotes. For Reddit we are watching all posts and subsequent upvotes for all active posts for up to 3 days. The format for the queries is as follows.
v3 (30d/90d/1y) %market% %asset% vbs 5m %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 15m %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 1h %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 4h %timestamp%
v3 (30d/90d/1y) %market% %asset% vbs 1d %timestamp%
API Call for Ethereum Social Candles
Below we provide an example of an API call for Ethereum social candles. We have queried hour-long candles and we can see that Ethereum appears to have about 20,000 to 50,000 tweets per hour during the timeframe captured and around 1700 Reddit posts and/or upvotes per hour. Our sentiment scoring shows a declining social sentiment.
curl https://api.vantagecrypto.com/v3/30d/global/eth/social/1h/1652923472?api_key=%Your_API_Key%
{
"timezone": "UTC",
"serverTime": "1652923472",
"Date": "2022-05-19",
"symbol": {
"Asset": "eth",
"Market": "Global",
"Candle": "1h",
"Values": "27007/1635/-15,26154/1658/-61,27810/1664/-21,27216/1660/17,26568/1674/51,27723/1685/39,28701/1694/34,32751/1695/44,33267/1700/47,35324/1701/38,46812/1703/44,46965/1706/54,47023/1706/36,48262/1707/24,51864/1710/23,53365/1718/33,46600/1718/20,41034/1725/3,41212/1734/2,43525/1735/10,36304/1729/1,34554/1728/-1,29065/1730/-7,26031/1731/-17"
}
}
Screener API Calls
The screener calls are broken down to like data in each package. The screener only provides from current, up to the last 7 days of data, regardless of what duration API key you are using. Omit timestamp to query the current minute. Options for screener calls are:
- Price and Volume (Price or volume for all assets in this market for the minute queried)
- Order Book (Combined bids or asks at 1%, 2.5%, 5%, 10%, or 100% depth of market)
- Order Flow (xAsks(buys), xBids(sells), % Buys > $50k USD, % Sells > $50k USD)
- Social (Twitter and Reddit social activity or combined sentiment score)
Screener API Query Structure:
Price & Volume Screeners
v3 (7d/30d/90d/1y) global screener price %timestamp%
v3 (7d/30d/90d/1y) global screener volume %timestamp%
Orderbook Screeners
v3 (7d/30d/90d/1y) global screener asks 100dom %timestamp%
v3 (7d/30d/90d/1y) global screener asks 10dom %timestamp%
v3 (7d/30d/90d/1y) global screener asks 5dom %timestamp%
v3 (7d/30d/90d/1y) global screener asks 2_5dom %timestamp%
v3 (7d/30d/90d/1y) global screener asks 1dom %timestamp%
v3 (7d/30d/90d/1y) global screener bids 100dom %timestamp%
v3 (7d/30d/90d/1y) global screener bids 10dom %timestamp%
v3 (7d/30d/90d/1y) global screener bids 5dom %timestamp%
v3 (7d/30d/90d/1y) global screener bids 2_5dom %timestamp%
v3 (7d/30d/90d/1y) global screener bids 1dom %timestamp%
Orderflow Screeners
v3 (7d/30d/90d/1y) global screener xasks %timestamp%
v3 (7d/30d/90d/1y) global screener xbids %timestamp%
v3 (7d/30d/90d/1y) global screener buy50k %timestamp%
v3 (7d/30d/90d/1y) global screener sell50k %timestamp%
Social Screeners
v3 (7d/30d/90d/1y) global screener twitter %timestamp%
v3 (7d/30d/90d/1y) global screener reddit %timestamp%
v3 (7d/30d/90d/1y) global screener sentiment %timestamp%
Example of a screener call and its output, for the global price value across all major markets for the current minute.
```bash
https://api.vantagecrypto.com/v3/7d/global/screener/price?api_key=%your_api_key_here%
{
"timezone": "UTC",
"serverTime": "1652923472",
"Date": "2022-05-19",
"symbol": {
"Market": "Global",
"Endpoint": "price",
"Values": "1INCH:0.7561,AAVE:61.28,ACA:0.232,ACH:0.0119,ADA:0.4745,ADADOWN:0.005807,ADAUP:0.984,ADX:0.1484,AERGO:0.119,AGLD:0.4634,AION:0.0278,AKRO:0.00419,ALCX:24.28,ALG:0.3162,ALGO:0.3157,ALICE:2.7799,ALPHA:0.1186,ALPINE:2.575,AMB:0.006717,AMP:0.257,ANC:0.1662,ANKR:0.0288,ANT:1.6161,APE:5.0207,API3:1.7282,AR:9.3736,ARDR:0.1031,ARK:0.4536,ARPA:0.0429,ASM:0.0204,AST:0.102,ASTR:0.0475,ATA:0.1785,ATOM:7.3581,AUCTION:5.4109,AUDIO:
0.3804,AVA:0.5435,AVAX:18.55,AXS:15.45,BADGER:3.1423,BAKE:0.2471,BAL:4.9932,BAND:1.4002,BAT:0.375,BCH:104.98,BEAM:0.1268,BEL:0.9988,BETA:0.1038,BICO:0.5706,BLZ:0.0899,BNB:229.17,BNBDOWN:0.0892,BNBUP:26.3,BNT:0.5028,BOND:2.7141,BOSON:0.2498,BRD:...
}
}
Here is an example with order books at 100% Depth of Market across over 300 assets on Binance global markets.
https://api.vantagecrypto.com/v3/7d/binance/screener/asks/100dom?api_key=%your_api_key_here%
{
"timezone": "UTC",
"serverTime": "1652923472",
"Date": "2022-05-19",
"symbol": {
"Market": "Global",
"Endpoint": "asks 100dom",
"Values": "1INCH:2818439,AAVE:5977984,ACA:303621,ACH:648988,ADA:29273419,ADADOWN:219837,ADAUP:228430,ADX:466796,AERGO:127701,AGLD:341404,AION:270627,AKRO:227712,ALCX:168996,ALG:140841,ALGO:5273075,ALICE:3861390,ALPHA:179386,ALPINE:346289,AMB:95439,AMP:5085517,ANC:469244,ANKR:2676....
}
}
Checking API Key Entitlements
Users can use their API key to see what entitlements they have, how far back they can pull historic data, how fast they can poll the data along with each data type the user is subscribed to. Below is an example query and output.
https://api.vantagecrypto.com/v3/user?api_key=%your_api_key_here%
```json
{
"updateTime": 1656527070,
"APIKey": "your API key",
"Duration": "1year",
"Data":"ohlc_v3,ob-candles,vbs-candles,screener,social,candles_ohlc,candles_vbs,candles_ob,candles_social, btm_pricedom,btm_oflow,btm_books,scr_pricedom,scr_books,scr_social,scr_oflow",
"Monthly APIv3 Calls":1000000,
"APIv3 used this month":124564,
"Expiration":07/21/2022}
Note that API consumption metric is only updated once per day