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Nami Backtest Data Feed
x402
Nami Backtest Data Feed is a paid API for AI agents from api.usenami.io, paid per call via x402, $0.050000/call, status unknown (last checked 2026-10-29).
Returns a packaged time-series backtest feed combining funding rate history and optional orderbook snapshots, bucketed at 1h, 4h, or 1d granularity for crypto derivatives research.
Price / call$0.050000
Success—
StatusUnknown
How this service works
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 Order-book fields were withdrawn on 2026-09-16: include_orderbook=true is refused before payment, never silently ignored.
Output
A packaged time-series dataset containing funding rate history entries and (if requested) orderbook snapshots, organized into time buckets at the requested granularity (1h, 4h, or 1d). Each bucket contains timestamped funding rates and optionally bid/ask depth data for the given symbol.
Example use cases
Daily funding history for BTC backtest
“Can you grab me a full daily funding rate history for BTCUSDT over the past 90 days? I'm building a carry strategy backtest and just need the funding data, no orderbook snapshots required.”
Bundled ETH funding and depth data
“I need a bundled backtest feed for ETHUSD perpetuals at 4h granularity with both funding rates and orderbook depth included — I'm training a model that uses both funding costs and bid/ask pressure as features.”
Hourly orderbook snapshots for derivatives research
“Pull me hourly orderbook snapshots for SOLUSDT going back 30 days — I'm studying microstructure around funding rate spikes so include the funding history too and keep the granularity at 1h.”
Technical details
Endpoint
GEThttps://api.usenami.io/v1/backtest/data?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need a pre-packaged, multi-signal historical dataset combining funding rates and orderbook depth for backtesting crypto derivatives strategies. Prefer this over individual funding or orderbook endpoints when you want a single bundled feed across a time range without assembling multiple API calls. It is ideal for quantitative researchers building backtests that require both funding cost and market microstructure data in aligned time buckets.
Side effects
- Invalid or unsupported ticker symbol returns an error
- Unsupported granularity value (not 1h/4h/1d) returns a validation error
- Both include_funding and include_orderbook set to false may return empty payload
- Payment not completed (x402 protocol) blocks data delivery
- Date range outside available history returns empty or partial results
- Rate limiting or quota exhaustion returns 429 or payment-required error
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
Tags
x402
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