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DripMetrics AI – Average Trade Size
x402
DripMetrics AI – Average Trade Size is a paid API for AI agents from api.dripmetrics.ai, paid per call via x402, $0.05/call, status unknown (last checked 2026-10-28).
Returns the average trade size (in base currency units) for a given trading pair on Binance or Coinbase over a rolling lookback window of 30m, 1h, 2h, or 3h.
Price / call$0.05
Success—
StatusUnknown
How this service works
DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Average Trade Size measures mean base-asset trade size over the specified lookback window. Discovery examples use the latest 30m window.
Output
Returns a JSON object with the metric name ('average-trade-size'), the trading pair, exchange, lookback window, computed value (base currency units per trade), trade count, timestamps for the first and last trade observed, computation timestamp, and a coverage object indicating whether the full requested window was fetched, the effective window covered, and the coverage ratio (0–1).
Example use cases
Algorithmic trading signal monitor
“Pull the average trade size for BTCUSDT on Binance over the last 30 minutes — I want to see if trade sizes are shrinking or growing before I adjust my algo's position sizing.”
Market regime detection dashboard
“Get me the average trade size for BTC-USD on Coinbase for a 2-hour window so I can compare it against the 30-minute figure and spot any shift in market participation.”
Pre-trade liquidity check
“Before I place a large order, can you check the average trade size for ETH-USD on Coinbase over the past hour so I know how my order size compares to typical market activity?”
Technical details
Endpoint
GEThttps://api.dripmetrics.ai/metrics/average-trade-size?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a real-time, rolling average trade size metric computed directly from raw exchange trade feeds for Binance or Coinbase. It is ideal for market microstructure analysis, sizing comparisons, or feeding trading algorithms that need fresh, precise aggregation over short windows (30m–3h). Prefer it over order-book snapshots or OHLCV candle data when you specifically need a trade-level size average rather than price-based metrics.
Side effects
- Unsupported pair/exchange combination returns an error or partial data with coverageRatio < 1
- Window lengths 2h and 3h only supported for BTCUSDT/BTC-USD — other pairs will error or return partial coverage
- If exchange data feed is temporarily unavailable, partialData flag is true and effectiveWindowMinutes may be less than requested
- Invalid enum values for exchange or window result in schema validation errors
- Payment not received (x402) results in 402 response before any data is returned
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"pair": "BTC-USD",
"value": 0.601071,
"metric": "average-trade-size",
"window": "30m",
"coverage": {
"partialData": false,
"errorMessage": null,
"completeFetch": true,
"coverageRatio": 1,
"effectiveWindowMinutes": 30,
"requestedWindowMinutes": 30
},
"exchange": "coinbase",
"components": {},
"computedAt": "2026-05-23T14:00:00.000Z",
"tradeCount": 428,
"lastTradeTime": "2026-05-23T13:59:58.000Z",
"firstTradeTime": "2026-05-23T13:00:02.000Z"
}
}Tags
x402
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