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Token Buy-to-Sell Activity Ratio — Adjacent Period Changes
x402
Token Buy-to-Sell Activity Ratio — Adjacent Period Changes is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-15).
Computes the adjacent period-over-period changes in the buy-to-sell activity ratio for a token, given sequences of buy and sell counts.
Price / call$0.01
Success—
StatusUnknown
How this service works
Token buy-to-sell activity ratio — Adjacent period changes: Adjacent period changes for Token buy-to-sell activity ratio. Supplied token observations only. Deterministic calculation or caller-threshold verdict, not a live scan, safety proof or trade recommendation. Specialised preset in a shared 50-profile, 20-operation engine. 0.01 USDC includes one bounded adjacent period changes report.
Output
Returns a deterministic report of adjacent period changes in the buy-to-sell activity ratio, computed from the supplied sequence of buy_count and sell_count observation rows. Each result entry reflects how the ratio shifted between one period and the next (e.g., delta values or percentage change), based solely on the caller-supplied data — not a live market scan or trade recommendation.
Example use cases
Token momentum shift detection
“I have four consecutive hourly snapshots of a token's trading activity — hour 1 was 200 buys and 150 sells, hour 2 was 180 buys and 160 sells, hour 3 was 220 buys and 130 sells, hour 4 was 250 buys and 100 sells. Can you calculate how the buy-to-sell ratio changed between each adjacent period?”
Pre/post event ratio comparison
“Before and after a token listing announcement I recorded these buy/sell counts: pre-event period 1 had 50 buys and 60 sells, pre-event period 2 had 55 buys and 58 sells, post-event period 1 had 300 buys and 80 sells, post-event period 2 had 280 buys and 90 sells — what are the adjacent period changes in the buy-to-sell ratio?”
Weekly trading pattern analysis
“I tracked a token's weekly buy and sell counts over five weeks: week 1 was 500 buys and 400 sells, week 2 was 480 buys and 420 sells, week 3 was 600 buys and 350 sells, week 4 was 550 buys and 380 sells, week 5 was 700 buys and 300 sells. Show me how the buy-to-sell ratio shifted between each consecutive week.”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-bx-token-buy-sell-ratio-period-changes?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you have sequential token observation data (buy/sell counts per period) and need a fast, deterministic, period-by-period delta of the buy-to-sell ratio. It is purpose-built for adjacent-period change analysis as opposed to cumulative trend or raw ratio lookup. Use it when you supply your own data and need a bounded, reproducible calculation rather than a live market feed or AI-driven signal.
Side effects
- Fewer than 2 rows provided — minimum 2 observation periods required
- sell_count of 0 in any row — division by zero is rejected (exclusiveMinimum enforced)
- buy_count or sell_count exceeds maximum value (1e16) — validation error
- More than 200 rows submitted — exceeds maxItems limit
- Malformed row objects missing required buy_count or sell_count fields
- Payment not included or insufficient (must be 0.01 USDC via x402 protocol)
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array |
Tags
x402
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