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DEBYKO Historical Snapshots
x402
DEBYKO Historical Snapshots is a paid API for AI agents from api.debyko.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-15).
Returns an as-of snapshot of any crypto perpetual instrument at a specified past moment, exactly as stored, with gaps returned as gaps.
Price / call$0.02
Success—
StatusUnknown
How this service works
Historical funding rate, open interest, mark price and order book data for crypto perpetual futures across 19 venues (Aster Perpetuals, Avantis, Binance USD-M Futures, Bitget Perpetual Futures, Bybit Perpetuals, Coinbase Global Derivatives and 13 more), exactly as stored: as of a past instant, per interval, or every update as received. For backtests and audits. Gaps are marked as gaps, not interpolated. No charge when nothing recorded is returned. 0.02 USDC per call.
Output
Returns one or more historical snapshots of the requested instrument, exactly as stored at the specified past moment(s). Each snapshot includes the requested data layers (ticker, mark price, funding rate, open interest, order book, stats, venue depth). Gaps in stored data are returned as explicit gap indicators rather than being filled or interpolated. Numbers can be returned as JSON or string format.
Example use cases
Backtest funding rate at specific moment
“Pull the funding rate and open interest snapshot for ETH-PERP as it was stored at 2024-10-01T00:00:00Z — I need the raw stored values with gaps preserved, not any interpolated fill.”
Audit mark price at liquidation event
“What was the exact stored mark price and ticker data for SOL-PERP at 2024-09-12T14:30:00Z? I need the as-of historical snapshot with venue depth included for a liquidation audit.”
Historical book depth for strategy review
“Fetch the order book and venue depth snapshot for BTC-PERP across all venues as stored between 2024-08-01T00:00:00Z and 2024-08-01T06:00:00Z at 1-hour intervals — include stats and mark layers too.”
Technical details
Endpoint
POSThttps://api.debyko.com/v2/snapshots/history?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need the exact stored value of a crypto perpetual market data point at a specific past moment, with no interpolation or gap-filling. Ideal for backtesting, auditing, or reconstructing market state at a precise historical timestamp. Prefer this over OHLCV candles when you need non-aggregated snapshots (mark, funding, OI, book) rather than open/high/low/close/volume. Choose this over the live/latest endpoint when historical precision matters and you explicitly want gaps returned as gaps.
Side effects
- No data found for the requested instrument/timestamp combination — gap returned in response
- Invalid timestamp format (must match ISO 8601 pattern with Z suffix)
- Unknown instrument identifier in 'where' filter — empty or error response
- Unsupported layer enum value — validation error
- Interval string not parseable — request rejected
- Payment not completed or insufficient USDC balance — 402 response
- allow_stale=false with no fresh data available — gap or empty result
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| at | array | Instants, UTC and ascending, to read as the history recorded them; instead of interval, without from and to. |
| to | — | End of the window, UTC, e.g. 2026-10-01T06:00:00Z. |
| raw | boolean | true returns every update as it arrived; needs from and to. |
| from | — | Start of the window, UTC, e.g. 2026-10-01T00:00:00Z. |
| kind | string | |
| units | string | |
| where | — | DQL selection of the markets to read, e.g. base in (BTC) or venue = HYPERLIQUID and base = BTC. |
| layers | array | Layers to read: ticker, mark, funding, oi, book, stats, venue_depth. |
| interval | string | One row per period of this length, e.g. 1m or 1h, holding the last reading in it; needs from and to. |
| freshness | string | |
| allow_stale | boolean | |
| include_gaps | boolean | |
| number_format | string | |
| include_synthetic | boolean |
Tags
x402
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