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ByKaranteli Venue Markets History
x402
ByKaranteli Venue Markets History is a paid API for AI agents from bykaranteli.com, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).
Retrieves historical crypto derivatives data including liquidations, funding rates, open interest, options gamma, ETF flows, and CFTC positioning across six major venues.
Price / call$0.005
Success—
StatusUnknown
How this service works
Ten-minute snapshots of price, 24h volume, open interest and 8h-equivalent funding per venue and symbol across 56 feeds on 43 exchanges (24 perpetual, 32 spot), recorded since 2026-08-21: the raw rows behind the exchange coverage table, total-OI and DEX-share metrics.
Output
Returns a JSON object with an 'ok' boolean, a 'rows' array of historical venue market records (liquidations, funding rates, open interest, gamma, ETF flows, CFTC data), a 'count' of returned rows, and the dataset name 'venue-markets-history'. Rows can be filtered by symbol, exchange, and date range, up to a maximum of 20,000 records per call.
Example use cases
Liquidation cascade post-mortem analysis
“Pull all liquidation data for ETHUSDT across Bybit and Hyperliquid for the period from March 10 to March 15 2025 — I want to see the real liquidation prints to understand what triggered the cascade.”
Funding rate sentiment tracker
“Get me the funding rate history for BTCUSDT on Binance for the past 30 days, up to 1000 rows, so I can chart whether perpetual traders are net long or short over time.”
Multi-venue open interest comparison
“Fetch up to 5000 rows of venue market history for SOLUSDT across all supported venues between February 1 and February 28 2025 — I need to compare open interest trends across exchanges.”
Technical details
Endpoint
GEThttps://bykaranteli.com/api/x402/venue-markets-historyWhen to prefer
Choose this endpoint when you need historical multi-venue crypto derivatives data — especially liquidation prints, funding rates, open interest, or CFTC positioning — with flexible filtering by symbol, exchange, and date range. Prefer this over generic market data APIs when the use case involves derivatives-specific metrics like liquidation cascades, funding sentiment, or options gamma across major venues including Binance, Bybit, and Hyperliquid.
Side effects
- Empty rows array if no data matches the given symbol/exchange/date filters
- Invalid exchange venue ID returns no results or error
- Date range with no available data returns count:0
- Exceeding limit of 20000 may be capped or rejected
- Malformed ISO date strings in from/to params may cause query failure
- Payment failure (402) if USDC payment not included
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"ok": true,
"rows": [],
"count": 500,
"dataset": "venue-markets-history"
}
}Tags
x402
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