DripMetrics Kyle's Lambda is a paid API for AI agents from api.dripmetrics.ai, paid per call via x402, $0.05/call, status unknown (last checked 2026-10-11).
Calculates Kyle's Lambda price impact coefficient per unit of signed order flow for a crypto trading pair over a 30m or 1h window
DripMetricsAI (https://dripmetrics.ai/) provides on-demand crypto market microstructure metrics, Hyperliquid candle metrics, Polymarket diagnostics, and on-chain DefiLlama metrics for agents, dashboards, and trading workflows.
Returns a JSON object with the computed Kyle's Lambda value (price impact per unit signed order flow), regression components including alpha, r-squared, number of intervals, mean signed order flow, last price, dollars per 1 cent move, plus trade count and the time window of trades used for the computation.
GEThttps://api.dripmetrics.ai/metrics/kyle-lambda?utm_source=zero.xyzUse this endpoint when you need a rigorous, regression-based measure of market price impact and order flow sensitivity for crypto pairs on Binance or Coinbase. Prefer this over simple spread or volume metrics when building execution algorithms, market-making bots, or risk models that need to quantify how much signed order flow moves prices. It is pay-per-use via x402, requiring no subscription or API key setup.
{
"input": {
"type": "http",
"method": "GET",
"queryParams": {
"pair": "BTCUSDT",
"window": "1h",
"exchange": "binance"
}
}
}| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
{
"pair": "BTCUSDT",
"value": 0.000088589213,
"metric": "kyle-lambda",
"window": "1h",
"exchange": "binance",
"components": {
"alpha": 0.000029743282,
"rSquared": 0.45173,
"intervals": 60,
"lastPrice": 77153.43,
"dollarsPer1Cent": 112.8806,
"meanSignedOrderFlow": -0.13444
},
"computedAt": "2026-05-25T04:33:34.570Z",
"tradeCount": 15996,
"lastTradeTime": "2026-05-25T04:33:32.425Z",
"firstTradeTime": "2026-05-25T03:33:34.765Z"
}{
"type": "json",
"example": {
"pair": "BTC-USD",
"value": 2.47191e-7,
"metric": "kyle-lambda",
"window": "30m",
"coverage": {
"partialData": false,
"errorMessage": null,
"completeFetch": true,
"coverageRatio": 1,
"effectiveWindowMinutes": 30,
"requestedWindowMinutes": 30
},
"exchange": "coinbase",
"components": {
"alpha": 0.000012,
"rSquared": 0.684211,
"intervals": 37,
"lastPrice": 103421.12,
"dollarsPer1Bp": 418387.7091,
"dollarsPer1Cent": 40454.5455,
"meanSignedOrderFlow": 1.4821
},
"computedAt": "2026-05-23T14:00:00.000Z",
"tradeCount": 428,
"lastTradeTime": "2026-05-23T13:59:58.000Z",
"firstTradeTime": "2026-05-23T13:00:02.000Z"
}
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