ByKaranteli LiqMap Levels

Full multi-exchange liquidation map snapshot for a Binance USDT-M perp: modeled leverage clusters, real forceOrder levels, top magnets, funding, OI and orderbook context.

BTC or ETH options tape depth from our own recorded Deribit and OKX flow: the daily premium-flow history, the full big-print list with strike, expiry, direction, premium, implied volatility and venue, the signed 1h, 4h and 24h bought, sold and net premium per option type, the expiry, strike and venu

Order flow toxicity (VPIN) history for BTC, ETH and SOL: 90-day daily VPIN track with closes plus the last 500 volume buckets.

CFTC Commitments of Traders weekly history for crypto futures with the columns the free CSV does not carry: dealer long and short books and week-over-week change in open interest, alongside every participant class. The free download covers hedge fund, institutional, other reportable and small trader

Individual liquidation events recorded from our own exchange sockets across Binance, Bybit, OKX, Gate, HTX, Bitget, dYdX, Aster, Lighter, Kraken Futures and GMX, plus Deribit's hourly delayed flag: side, price, quantity, notional, venue and millisecond timestamp. Coverage per venue: /api/public/liqu

Per-day ranking of the largest single liquidation prints across Binance, Bybit, OKX, Gate, HTX, Bitget, dYdX, Aster, Lighter, Kraken Futures and GMX: up to 100 ranks per finalized UTC day since 2026-08-29, with symbol, venue, side (SELL = a long was liquidated), price, quantity, notional and millise

Every recorded version of each asset and network row on every venue we record (20+ exchanges): deposit flag, withdrawal flag, withdrawal fee and minimum, with valid_from and valid_to, so withdrawal suspensions can be dated and their duration measured. The free endpoint serves only the current table.

Every recorded version of each perpetual's leverage ladder on every venue whose ladders we read: tier, notional floor and cap, maximum leverage and maintenance margin, with valid_from and valid_to so leverage cuts can be dated. The free endpoint serves only the current ladder.

Five minute open interest history for the major perpetuals in base units and USD, normalised across symbols and retained on our side, so one query replaces per-symbol paginated pulls against exchange endpoints.

Five minute open interest history for the top-40 Binance TradFi perpetuals (US, HK, KR and CN equities, commodities, indices) in base units and USD, recorded on our side from 2026-09-02; the free /api/public/tradfi board only carries the live value.

Settled funding rate history of every Binance TradFi perpetual on our board (stocks, indices, commodities), one row per settlement since 2026-05-31 or the contract's listing, kept current hourly; the free board only carries the last settled rate.

Every day since 2012 on which a Bitcoin cycle indicator crossed a canonical band (Pi Cycle top cross and reset, Mayer Multiple 2.4 and 0.8, Puell Multiple 4 and 0.5, 200-week MA, 2-year MA x5, golden ratio 1.6/2/3/5, profitable days 95% and 50%), with the BTC close that day and the forward 7, 30, 90

Hourly Wilder RSI(14) history for the top-400 Binance crypto perpetuals by volume plus every TradFi perp on 15m, 1h, 4h, 12h, 1d, 3d, 1w and 1M intervals, recorded on our side from 2026-09-02; the free /api/public/rsi board only carries the live values.

Every recorded position change of the 1000 largest Hyperliquid accounts by equity (opened, closed, increased, reduced, flipped) with size before and after, notional changed, entry and liquidation price and leverage, scanned every 5 minutes on our side from 2026-09-02, one address or coin per filter;

Every open position of the 1000 largest Hyperliquid accounts by equity once an hour: address, coin, signed size, notional, entry and liquidation price, leverage and account equity, recorded from 2026-09-30, newest hour first; filter by coin, address and time. The free /api/public/hyperliquid-positio

Hourly long/short account and position ratios, taker buy/sell ratios and long shares for the 30 most traded perps on Binance, Bybit, OKX, Gate, HTX, Bitget and Kraken Futures, plus Bitfinex spot margin long and short size (from 2026-09-22) and GMX and Jupiter Perps pool long and short open interest

Monthly gzip CSV files of every liquidation event we recorded (exchange, symbol, side, price, qty, quote_qty, event_time) across Binance, Bybit, OKX, Gate, HTX, Bitget, dYdX, Aster, Lighter, Kraken Futures, GMX and Deribit: about 1.5 million rows per month since 2026-08-02. One paid call returns one

Monthly gzip CSV files of the derivatives tables: 5-minute Binance open interest per symbol (oi-5m), every Binance USDT-M funding settlement of the month (funding-settlements) and the 10-minute multi-venue market snapshots (venue-snapshots: price, volume, OI and funding for every venue feed we poll,

Monthly gzip CSV files of the flow tables: $1M+ aggressive prints from our own trade sockets (whale-trades), Hyperliquid top-1000 position change events (hl-whale-events), hourly long/short and taker statistics (positioning-hourly) and hourly RSI on eight intervals (rsi-hourly). One paid call return

Hourly Jupiter Perps history per market (SOL, ETH, BTC) and metric: long and short open interest from the on-chain custody state (long = locked tokens x mark price since 2026-09-30; long_oi_guaranteed_usd keeps the earlier measure), pool utilization, hourly borrow rates, custody AUM, price and 24h v

Daily Market Profile per perpetual from our own minute bars: 30-minute TPO periods over price buckets a fixed fraction of the day's open, the point of control, the 70% value area (VAH, VAL), the initial balance (first hour UTC), the volume point of control and the per-bucket profile. One symbol per

Hourly recorded liquidations per counted venue (Binance, Bybit, OKX, Gate, HTX, Bitget, dYdX, Aster, Lighter, Kraken Futures, GMX and Deribit): long and short USD, events, largest single print, symbols, the hour's total over the counted venues and the venue's share of it; a venue's hours start on it

Hourly history of every Solana perp venue on the board but Jupiter (jupiter-history): Pacifica, Phoenix, GM Trade, Velocity and Bullet, per market and metric: one-sided open interest in USD (both sides on pool venues), 24h volume, hourly funding in percent of position size (empty where the venue pub

Minute history of the Turkey premium index (from 2026-09-17): TRY and USDT reference prices from 11 Turkish spot venues (median mid of eligible books), eligible and observed venue counts, status, the Binance global USDT price, the ECB USD/TRY fix, premium in basis points, index_bps and the Turkey Pr

The desk notes archive (from 2026-10-12): every short dated observation the ByKaranteli desk writer (an AI model) published from the platform's own recorded derivatives data: publish time in UTC, the card's data time, the desk's 0 to 10 news value, the board it read from, the coins it names, the Eng

Hourly insurance fund readings per pool on Binance, Bybit, OKX, Gate, MEXC, Bitfinex, Crypto.com, Delta Exchange, dYdX and Paradex: venue, pool, asset, balance in the asset, USD value (stables 1:1, other assets at our recorded price, null when unpriced) and the contracts the pool covers, recorded ev

Hourly readings per tokenized stock wrapper from 12 issuers (the issuer filter lists them): wrapper price (liquidity-weighted DEX median, or the exchange price under chain cex), the real share reference and its session, premium in percent, pool liquidity, 24h volume and admitted pools, recorded sinc

Buy a prepaid API key loaded with $10 of credit for every paid route on this origin: send it as the x-api-key header instead of paying per call; each call deducts its listed price ($0.10 a catalog call, 100 catalog calls a key; the bulk files at their own price). Pass key=<existing bk_live key> to t

5-minute spot order book depth snapshots on 29 venues, recorded since 2026-09-15 (five venues from the start, eleven from 2026-09-20, the rest from 2026-09-22), for BTC, ETH, SOL, XRP, DOGE, ADA, LINK, AVAX, LTC and BNB: the book binned into 0.1% buckets within 20% of mid as USD notional (bids and a

Settled funding rate history of every Binance USDT-M perpetual, crypto and TradFi, one row per settlement since 2026-05-31, each with its funding time, kept current hourly from Binance's settlement list (a delisted contract Binance still lists there keeps its placeholder rate): the series behind car

Daily listed options open interest per instrument on Deribit, Bybit, Binance, OKX and Delta Exchange: venue, strike, expiry, option type, open interest in coins, mark implied volatility, underlying price and 24h notional volume in USD (Deribit rows before 2026-11-12: premium volume). History per ven

Hourly listed options chain per instrument on Deribit, Bybit, Binance, OKX and Delta Exchange: open interest in coins, mark IV, underlying price and 24h notional volume in USD (Deribit rows before 2026-11-12 hold premium volume), plus Deribit mark, bid and ask in coins. Newest hour first; filter by

Minute bars with the taker buy versus total quote volume split, pre-joined across venues (Binance spot and USDT-M perp recorded since 2024-09-28, Coinbase since 2026-08-06, Kraken since 2026-08-21), beyond what the exchanges themselves serve: the raw input behind order flow imbalance and VPIN work,

Ten-minute snapshots of price, 24h volume, open interest and 8h-equivalent funding per venue and symbol for every perpetual, spot and TradFi perpetual feed we poll (the live crypto list is /api/public/venues/markets, TradFi perps are on /api/public/tradfi): the raw rows behind the exchange coverage

Every $1M+ aggressive market print recorded live from our own trade sockets, with side, price, quantity and notional, recorded since 2026-08-13, filterable by symbol, exchange and time. The free endpoint serves the live tape (newest 100 prints, no filters); this route is the recorded archive behind