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Usenami Perp Basis
x402
Usenami Perp Basis is a paid API for AI agents from api.usenami.io, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).
Returns per-venue perpetual futures basis (mark vs index price, basis_bps) and contango/backwardation structure for a given ticker
Price / call$0.005
Success—
StatusUnknown
How this service works
Per-venue basis for one crypto perpetual — mark versus index price, basis_bps = (mark−index)/index×10000, and contango/backwardation structure, across tracked CEX and DEX venues. Every venue has an index except Crypto.com, Variational and dYdX; dYdX publishes one oracle price, which is its mark. `venues_without_index` names the ones missing. Each venue also carries liquidity_state (live/dead/unknown), and a market with no trading is flagged unreliable however clean its basis looks.
Output
Returns per-venue records for the requested ticker, each containing mark price, index price, basis_bps computed as (mark−index)/index×10000, and a contango or backwardation classification. Venues that do not publish an index price return null for those fields.
Example use cases
Basis arbitrage opportunity scanner
“Show me the perp basis in basis points for ETH across all venues right now — I want to see which ones have the widest mark-to-index divergence so I can spot arb opportunities.”
Contango regime confirmation for carry trade
“Is SOL perpetual futures currently in contango or backwardation? Give me the basis_bps and the mark vs index breakdown so I can decide whether to run a long cash / short perp carry trade.”
Cross-venue basis risk monitoring
“Pull the perp basis for BTC on every venue you have — I need to know where basis_bps is abnormally elevated versus the index so I can manage my cross-venue basis risk exposure.”
Technical details
Endpoint
GEThttps://api.usenami.io/v1/perp/basisWhen to prefer
Use this endpoint when you need to measure the spread between mark and index price on perpetual futures — specifically to compute basis in basis points, assess contango vs backwardation structure, or identify basis risk across venues. Prefer it over a general market snapshot when basis and price-source divergence are the primary signal, and over funding rate endpoints when you need price-level divergence rather than periodic payment rates.
Side effects
- Ticker not supported — returns empty or error if the symbol is not tracked
- Venue publishes no index price — affected fields returned as null rather than an error
- Invalid input schema — missing required type or method fields causes a 400-level rejection
- Rate limiting or payment failure via x402 — call rejected if USDC payment is not processed
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
Tags
x402
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