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TradeSonar Large Trades (Whale Fills) API
x402
TradeSonar Large Trades (Whale Fills) API is a paid API for AI agents from api.tradesonar.io, paid per call via x402, $0.002/call, status unknown (last checked 2026-10-10).
Returns large on-chain trades (whale-sized fills) for a given dYdX market, filterable by lookback window and minimum notional size.
Price / call$0.002
Success—
StatusUnknown
How this service works
TradeSonar: dYdX on-chain smart-money, funding and crowding signals. Every response is stamped with data_as_of freshness (block height + replica lag).
Output
Returns a list of large trade fills for the requested dYdX market, each containing the direction (buy/sell side), timestamp, execution price, size in USD, and a boolean indicating whether the fill was a forced liquidation. The response is stamped with a data_as_of field reflecting block height and replica lag for freshness verification.
Example use cases
Whale activity alert for BTC
“Check dYdX BTC-USD for any trades above $250,000 in the last 30 minutes and tell me if any of them were liquidations — I want to know if whales are getting squeezed.”
ETH smart-money flow scan
“Show me the 20 largest ETH-USD trades on dYdX over the past 2 hours, minimum $50,000 notional, so I can see which direction smart money is positioning.”
Pre-trade crowding check
“Before I enter a SOL-USD long on dYdX, pull the last 90 minutes of large trades with notional over $100,000 — I want to see if there's already heavy one-sided whale flow.”
Technical details
Endpoint
GEThttps://api.tradesonar.io/v1/markets/%7Bticker%7D/large-trades?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need raw, timestamped large-order flow data from dYdX on-chain fills — ideal for detecting whale accumulation, forced liquidations, or directional conviction from big players. Prefer this over funding or crowding endpoints when you want individual trade-level evidence rather than aggregated ratios. Best when you need to answer 'who is moving size right now and which way?'
Side effects
- Invalid ticker (not in /v1/markets list) returns a 400 or 404 error
- lookback_min outside 1–1440 range returns a validation error
- limit outside 1–500 range returns a validation error
- Payment not included or insufficient USDC triggers a 402 Payment Required response
- No trades matching the min_notional threshold returns an empty trades array
- Network or replica lag may cause stale data, flagged via data_as_of timestamp
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"data": {
"trades": [
{
"side": "...",
"time": "...",
"price": "...",
"sizeUsd": "...",
"isLiquidation": false
}
]
}
}
}Tags
x402
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