# Laevitas Historical Derivatives Dynamic Volume Snapshot > Laevitas Historical Derivatives Dynamic Volume Snapshot is a paid API for AI agents from apiv2.laevitas.ch, paid per call via x402, $0.1/call, status unknown (last checked 2026-10-31). Retrieves historical snapshots of dynamic volume data (mark price, bid/ask, open interest, funding rate, basis) for crypto derivatives instruments across a market and currency pair over a specified time range. ## Facts - Endpoint: POST https://apiv2.laevitas.ch/api/v1/historical/derivs/dynamic_volume_snapshot/%7Bmarket%7D/%7Bcurrency%7D?utm_source=zero.xyz - Price: $0.1/call - Payment: x402 - Status: unknown - Last checked: 2026-10-31 - Activations on Zero: 0 - Tags: x402 - Canonical page: https://www.zero.xyz/c/laevitas-historical-derivatives-dynamic-volume-snapshot-7ed2b846 - Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_mvt2P0_yn9Fx3VvI1i2kF Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently. ## How to call it through Zero Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`): ```sh zero fetch --capability laevitas-historical-derivatives-dynamic-volume-snapshot-7ed2b846 -d '' ``` Example prompt: Pull historical derivatives dynamic volume snapshots for BTC on Deribit starting from January 1, 2024 through March 31, 2024, using hourly granularity, and give me the first page of results. ## When to prefer this Choose this endpoint when you need historical time-series snapshots of derivatives instrument-level data (mark price, bid/ask, OI, funding rate, basis) for a specific market and currency with controllable time granularity. It is ideal for backtesting, quantitative research, risk dashboards, and funding rate analysis. Prefer it over live/streaming endpoints when you need archived data going back months or years, and over aggregated endpoints when you need per-instrument granularity at each snapshot timestamp. ## Known failure modes - Missing required 'start' parameter returns a 400 validation error - Invalid market or currency path parameter returns 404 or empty result set - Requesting data older than 3 years without sufficient x402 credits returns a payment-required or access error - Granularity mismatch with archive grid may cause gaps in returned timestamps - Page number beyond total_pages returns empty items array - Rate limiting or quota exhaustion returns a 429 or 402 error ## How this service works Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics. ## Authentication Use an API key for authenticated REST requests: ```http X-API-Key: your-api-key-here ``` Data and history endpoints also accept x402 without an API key: 1, 5 or 10 credits ($0.001 each) for data up to 1 year, 1–3 years or older. **Subscriptions with USDC:** Premium and Enterprise can be purchased on Base or Solana for a month, a quarter, six months or a year. Access is prepaid, with no automatic renewal. [Buy a subscription](https://v3.laevitas.ch/profile/subscription/wallet) or read the [USDC subscription guide](/x402#subscriptions). The subscription belongs to your signed-in Laevitas account; wallet sign-in does not require an email. Enterprise users generate an API key in V3 after activation. Plan and billing-period limits still apply. Subscription purchases are separate from API credit bundles. For Claude MCP, add `https://apiv2.laevitas.ch/api/v1/mcp`, select **Sign in now → Register automatically** with no custom headers, and authorize with your API key on the Laevitas page. Do not enter a client ID or secret manually. All OAuth clients require PKCE S256. Connection guide: [MCP setup](/mcp). CIMD / published client identity is not supported. | Resource | Path | | --- | --- | | OpenAPI JSON | `GET /openapi.json` | | x402 discovery | `GET /.well-known/x402` | | Changelog | `GET /api/v1/changelog` | | WebSocket docs | `GET /websocket` | ## REST Surfaces | Surface | Examples | | --- | --- | | Instruments | Cross-market contract reference data | | Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry | | Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations | | Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX | | Options Backtests | Strategy templates, asynchronous submission, status, combined results, cancellation | | Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk | | Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots | | Predictions | Polymarket instruments, categories, trades, ticker history | | Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books | | Analytics | Realized volatility and derived metrics | ## Pagination Backtests are asynchronous jobs, not paginated market-data queries. Start with `GET /api/v1/options/backtests/strategies`, submit with `POST /api/v1/options/backtests`, then poll `/{id}` and retrieve `/{id}/result`. These responses have no data/meta wrapper. Paginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page. ## WebSocket Streaming Real-time streams are documented at `/websocket`. | Data | Channel pattern | | --- | --- | | Trades | `trades.{market}.{exchange}.{instrument}` | | OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` | | OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` | Variables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`. ## Quick Start ```bash curl "https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL" \ -H "X-API-Key: your-api-key-here" ``` ## Output Returns a paginated object containing metadata (total snapshots, page info, limit) and an array of instrument-level snapshot items. Each item includes the snapshot Unix timestamp (ms), instrument name, mark price, best bid/ask prices and sizes, volume in native and USD, open interest, underlyer spot price, futures basis, current and next funding rate — all stored under the original source convention with nulls for absent values. ## Request schema (JSON Schema) ```json { "type": "object", "required": [ "start" ], "properties": { "end": { "type": "string", "description": "Inclusive. Date-only includes the full UTC day. Archive end is clamped to now." }, "page": { "type": "integer", "description": "Timestamp-slot page, not an instrument-row page." }, "limit": { "type": "integer", "description": "Maximum selected snapshot timestamps, not instrument rows." }, "start": { "type": "string", "description": "Legacy ISO/date-only or 10/13-digit epoch." }, "granularity": { "enum": [ "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d" ], "type": "string", "description": "Default 1m. Sampling, not OHLC aggregation; archive grids start at the requested minute." } } } ``` ## Response schema (JSON Schema) ```json { "type": "object", "required": [ "meta", "items" ], "properties": { "meta": { "type": "object", "required": [ "total", "items" ], "properties": { "page": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "exclusiveMinimum": true }, "items": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 }, "limit": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "exclusiveMinimum": true }, "total": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 }, "total_pages": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "nullable": true } }, "additionalProperties": false }, "items": { "type": "array", "items": { "type": "object", "required": [ "date", "instrument_name", "mark_price", "bid", "bid_amount", "ask", "ask_amount", "volume", "volume_usd", "open_interest", "underlyer_spot", "basis", "next_fr", "fr" ], "properties": { "fr": { "type": "number", "nullable": true, "description": "Retained funding-rate observation under the archived source convention. The retained-history guide documents percentage points (0.01 means 0.01%); that convention is not verified for archived snapshots. Not a funding payment." }, "ask": { "type": "number", "nullable": true, "description": "Retained best ask price in the contract quotation convention; not ask size. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation." }, "bid": { "type": "number", "nullable": true, "description": "Retained best bid price in the contract quotation convention; not bid size. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation." }, "date": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "description": "Snapshot timestamp in Unix milliseconds, UTC. Multiple instruments share a timestamp; archive slots are not necessarily the original publication time." }, "basis": { "type": "number", "nullable": true, "description": "Retained futures/perpetual basis under the source convention. Not … (truncated) ``` ## More - Live health (JSON, refreshed every minute): https://www.zero.xyz/c/laevitas-historical-derivatives-dynamic-volume-snapshot-7ed2b846/health.json - [Zero catalog index](https://www.zero.xyz/llms.txt) - [Other services from apiv2.laevitas.ch](https://www.zero.xyz/host/apiv2.laevitas.ch/llms.txt)