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ByKaranteli Minute Bars With Taker Split
x402
ByKaranteli Minute Bars With Taker Split is a paid API for AI agents from bykaranteli.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-09-14).
Returns per-minute OHLCV bars with taker-buy versus total quote volume split, pre-joined across venues and retained beyond exchange data retention limits, for order flow imbalance and VPIN analysis.
Price / call$0.01
Success—
StatusUnknown
How this service works
Minute bars with the taker buy versus total quote volume split, pre-joined across venues and kept beyond exchange retention: the raw input behind order flow imbalance and VPIN work, in one query instead of paginating an exchange API per symbol per venue.
Output
A JSON object with ok status, a dataset label ('spot-microstructure'), a count of rows returned, and an array of rows each containing minute-level OHLCV data plus taker buy quote volume and total quote volume, enabling direct computation of taker buy ratio, order flow imbalance, and VPIN metrics.
Example use cases
Order flow imbalance signal research
“Grab minute bars with taker buy and total quote volume split for ETHUSDT from June 1 to June 7 2024, up to 500 rows, so I can compute order flow imbalance for a quant strategy I'm building.”
VPIN model input data collection
“I need the raw minute-level taker buy versus total quote volume data for SOLUSDT from January 15 to January 20 2025 — I'm building a VPIN toxicity model and need the pre-joined cross-venue data.”
Cross-venue spot microstructure comparison
“Fetch 300 minutes of spot microstructure bars for BTCUSDT on Binance from March 10 to March 11 2025, including the taker split, so I can compare order flow patterns across that session.”
Technical details
Endpoint
GEThttps://bykaranteli.com/api/x402/spot-microstructureWhen to prefer
Choose this endpoint when you need minute-level spot market data with taker buy versus total quote volume split pre-joined across multiple venues, especially when the time window extends beyond what individual exchange APIs retain. It eliminates the need to paginate separate exchange APIs per symbol per venue and is the canonical raw input for order flow imbalance, VPIN, and market toxicity research on BTC, ETH, SOL, and other major spot pairs.
Side effects
- Missing required 'symbol' parameter returns empty or error response
- Date range too wide may be silently capped at the per-dataset row limit
- Invalid exchange name may return zero rows without explicit error
- Malformed date strings for 'from'/'to' may cause 400 or empty result
- Limit exceeding dataset cap is silently truncated to maximum allowed rows
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"ok": true,
"rows": [],
"count": 500,
"dataset": "spot-microstructure"
}
}Tags
x402
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