kronos-x402.vercel.app

Forward liquidation cluster map + recent OKX prints. Estimated liq price levels for 5x/10x/25x/50x leverage bands from OI + mark price. Includes squeeze_bias label. Honest model disclaimers. All 17 assets.

Market-regime alerts (squeeze, breakout, funding_extreme, oi_surge) in the last 2h, plus live derived funding + OI state. All 17 assets.

Perpetual swap derivatives intelligence for all 17 assets. Returns funding_rate, funding_rate_annualized, mark/index price, basis, OI, OI 1h change, funding trend, plain-language read.

Up to 17 perpetual futures markets ranked by absolute funding rate (markets_evaluated says how many answered). Identifies crowded positions and squeeze risk across the market.

Cross-venue funding arbitrage signal: real-time 8h-equivalent funding rates queried from up to 6 exchanges (Binance/OKX/Bybit/KuCoin/Bitget/Hyperliquid); venues_count says how many answered. Returns gross_spread_bps, net_spread_bps (after 20 bps round-trip fee), annualized_pct, actionability label,

Coinbase price premium vs composite median (OKX + Kraken + Binance). Positive = US/institutional demand bias. 30d z-score and 24h percentile from cex_premium_history. Coinbase-listed assets only (BTC/ETH/SOL/XRP/DOGE/ADA/AVAX/LINK/DOT/LTC/BCH/ATOM/NEAR).

Gamma Exposure (GEX) and max-pain options tool from Deribit. Aggregate GEX strike ladder (dealer-convention net gamma per strike), gamma flip level (zero-cumulative-GEX strike), spot regime above/below flip, max-pain strikes for upcoming weekly and nearest monthly expiries, expected-move cone (ATM-I

Implied volatility surface from Deribit (fallback OKX). ATM IV, IV rank/percentile, term structure (weekly/1m/3m), 25-delta skew (put minus call IV), 10-delta wing IVs, max-pain strike, vol regime, and the variance risk premium (ATM IV minus 30d realized vol from Binance closes). BTC and ETH only. 1

Options-implied probability that BTC or ETH is above each of up to 25 prices at a target time, backed out of the Deribit option book (skew-inclusive call-spread digitals; total variance interpolated between expiries). The options market's fair value for prediction-market crypto threshold contracts (

Full asset bundle in one call: spot price + derivatives signals + regime alerts + ML forecast (BTC/ETH/SOL) + options IV summary (BTC/ETH) + liquidation squeeze bias + Coinbase premium. The 'grab everything' entry call. All 16 assets.

Material-change feed: pass the cursor from your last call and receive ONLY what changed since (funding sign/band, funding trend, open-interest regime, alert set, source stale/recovered) for up to 5 assets. Returns an explicit no-change packet, per-asset freshness, and a next-poll time derived from t

Market-wide screener across all 17 assets in one call. Per-asset: funding rate, annualized rate, OI 1h change, basis, funding trend, funding_extreme flag, regime event count. Optional ?assets=btc,eth subset.

Market-wide derivatives snapshot for all 17 assets: funding rate, OI, mark price, 24h volume in one call. Replaces 17 separate signals calls.

Structured market digest: deterministic thesis from live signals (funding, basis, regime, 30d vol, Fear & Greed, VIX, ML forecast). Per-driver interpretations and honest caveats. No LLM. All 16 assets.

Composite briefing: BTC/ETH/SOL ML forecasts (1h), Crypto Fear & Greed Index, TradFi macro (VIX/DXY/US10Y/SPX/gold), and top funding-rate extremes (|z|≥2 across up to 17 markets; funding_extremes.markets_evaluated says how many answered) in one round-trip. Per-section available flags for graceful de

Pre-trade context pack for one asset in one call: derivatives state, recent liquidation prints, implied-volatility surface (BTC/ETH), and active regime alerts. Replaces four separate paid calls. Each component independently marked available/unavailable/stale and never flattened into a neutral value.

TradFi macro context: VIX, DXY (Dollar Index), US 10-Year yield, S&P 500 (SPX), gold. Sources: stooq.com + Yahoo Finance. 15-min cache. BTC-SPX and BTC-DXY 30d Pearson correlations computed when source data is available (null on upstream failure — never fabricated).

Stablecoin market cap, top stablecoins by market cap, 7-day and 30-day flows (mint/burn) sourced from DeFiLlama. Refreshed hourly; as_of_age_seconds gives the age of the data and stale turns true after 2 hours. Returns total market cap, per-coin dominance %, net capital flows, and plain-language int

Upcoming token unlock events for a curated set of major tokens: next scheduled cliff/linear unlock per protocol, tokens released, USD value at the current price, % of circulating supply, and the largest unlock within 7 days. DeFiLlama emissions + coins.llama.fi prices, refreshed hourly. Never fabric

Consolidated OHLC candles for 16 assets: Binance (primary) + Coinbase (secondary) per candle, with VWAP, dollar volume, body/wick % and doji flags, plus gap and volume-anomaly flags. Accepts ?interval=1h|4h|1d (default 1h) and ?limit=1-200 (default 50).

7-day, 30-day and 90-day annualized realized volatility for 16 assets from closed Binance daily candles: close-to-close, Parkinson and Garman-Klass estimators, annualized by sqrt(252), with percentile context and a vol-regime label.

Crypto Fear & Greed Index (0-100) from alternative.me with value_classification (Extreme Fear/Fear/Neutral/Greed/Extreme Greed).

Volume-weighted median spot price from Binance, Coinbase, Kraken, OKX with 1% outlier rejection, cross-exchange spread %, and confidence grading. All 16 assets.

Premium add-on: ML directional price forecast (1h/4h/24h) for BTC/ETH/SOL. Returns up_prob, expected_close, range_low/high, p10-p90 quantiles, pred_volatility, confidence, model version.

3-horizon quantile fan for BTC/ETH/SOL: p10/p25/p50/p75/p90 quantiles, expected close and forward volatility at 1h, 4h and 24h horizons, from 60-path Kronos-base Monte-Carlo runs refreshed every 20 min. Discrete-horizon distributions, no interpolation.

Empirical P(close above/below your target) at 1h, 4h or 24h for BTC/ETH/SOL, computed directly from the 60 terminal prices of each cached Kronos-base Monte-Carlo run. Resolution ~1/60 ≈ 1.7 percentage points — an empirical sample frequency, not a market-implied probability.

Model-predicted forward volatility for BTC/ETH/SOL at 1h, 4h and 24h horizons, from Kronos-base 60-path Monte-Carlo dispersion, refreshed every 20 min, alongside a realized-volatility comparison (Binance daily OHLC, close-to-close/Parkinson/Garman-Klass).

Paginated list of resolved forecasts with actual outcomes. Per-row: original ML prediction vs real result. Hit rate uses cache-source rows (matching /api/stats). Filterable by asset, horizon, date range, source.

DOGE-USD directional forecast (1h/4h/24h). Kronos-base ML model (60-path Monte-Carlo, run hourly; composite heuristic when no recent run exists) — graduated from composite 2026-07-10. Per-asset served accuracy is published live at /api/stats (beta_accuracy.per_asset). Response includes model_type an

XRP-USD composite directional forecast (1h/4h/24h). Composite model (EMA/RSI/MACD/ATR off Binance klines). It has shown no directional edge; check the live per-asset figure at /api/stats (beta_accuracy.per_asset, free) before buying. Response includes model_type:composite and accuracy_note.

BNB-USD directional forecast (1h/4h/24h). Kronos-base ML model (60-path Monte-Carlo, run hourly; composite heuristic when no recent run exists) — graduated from composite 2026-07-10. Per-asset served accuracy is published live at /api/stats (beta_accuracy.per_asset). Response includes model_type and

NEAR-USD directional forecast (1h/4h/24h). Kronos-base ML model (60-path Monte-Carlo, run hourly; composite heuristic when no recent run exists). Per-asset served accuracy is published live at /api/stats (beta_accuracy.per_asset). Response includes model_type and accuracy_note.

ADA-USD directional forecast (1h/4h/24h). Kronos-base ML model (60-path Monte-Carlo, run hourly; composite heuristic when no recent run exists). Served accuracy is published live at /api/v1/forecast-ledger and /api/stats. Response includes model_type and accuracy_note.