52 Services from api.dripmetrics.ai

Calculates the Roll spread proxy metric — an estimate of bid-ask spread derived from lagged price covariance — for a crypto trading pair on Binance or Coinbase over a 30m or 1h window.

Computes VPIN, a measure of the probability of informed trading, for a specified crypto trading pair and exchange over a recent lookback window.

Calculates Kyle's Lambda price impact coefficient per unit of signed order flow for a crypto trading pair over a 30m or 1h window

Returns the share of the nearest-expiry ATM straddle's implied move already consumed by realized BTC price movement over a chosen lookback window

Returns the full strike-level gamma exposure profile, total net GEX, and gamma flip level for BTC options derived from the Deribit option chain

Returns deterministic BTC market microstructure signals (order flow, VPIN toxicity, Kyle-lambda liquidity, realized vol, dealer gamma, variance risk premium) plus an AI-written narrative explanation for a given lookback window.

Computes annualized realized volatility for a crypto trading pair over a recent lookback window using live trade data from Binance or Coinbase.

Estimates Kyle's Lambda (price impact per unit of signed notional flow) for a selected Polymarket YES or NO outcome over a specified time window

Computes a VPIN (Volume-synchronized Probability of Informed Trading) flow-toxicity score for a Polymarket prediction market by bucketing YES/NO trade pressure into equal-notional buckets over a requested time window.

Returns BTC crash premium — the gap between Deribit 25-delta risk-reversal skew and realized downside-upside semivolatility asymmetry from DripMetrics' trade tape — as an annualized vol-point metric.

Computes the volatility-of-volatility (vol-of-vol) for a crypto trading pair over a specified lookback window using real-time trade data from Binance or Coinbase.

Returns signed (buy minus sell) dollar volume for a crypto trading pair over a specified lookback window

Estimates what fraction of recent Polymarket market flow comes from wallets not seen in earlier API-visible trades for the same market

Measures information leakage and pre-news price movement in a Polymarket prediction market around an event anchor

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.

Measures how large a recent Polymarket price move is relative to recent realized volatility, returning a normalized probability shock score for a given market token or slug.

Computes real-time BTC/USDT order book imbalance from Binance's live depth snapshot, returning a normalized metric of buy vs. sell pressure across configurable depth levels.

Computes the volume-weighted average price (VWAP) deviation for a crypto trading pair over a specified lookback window from Binance or Coinbase trade data.

Computes Amihud illiquidity ratio (returns per unit of dollar volume) for a crypto trading pair over a specified lookback window

Returns the share of traded volume attributable to large trades for a given crypto pair, exchange, and lookback window

Returns directional price momentum for a crypto trading pair over a specified lookback window (30m, 1h, 2h, or 3h) sourced from Binance or Coinbase trade data.

Computes the Herfindahl-Hirschman Index (HHI) of signed order flow concentration for a crypto trading pair over a specified lookback window

Returns the intraday variance risk premium for BTC by subtracting trade-level realized variance from the shortest-dated Deribit ATM implied variance over a chosen lookback window.

Returns a normalized buy-vs-sell volume imbalance ratio for a crypto trading pair over a specified lookback window

Returns the cumulative volume delta (net buy minus sell volume) for a crypto trading pair over a specified lookback window from Binance or Coinbase.

Computes annualized historical volatility for a crypto trading pair over a 30m or 1h lookback window using recent trade data from Binance or Coinbase.

Computes a Herfindahl-index concentration metric for a crypto pair's order book, measuring how fragile or thin the top bid/ask levels are on Binance.

Returns the current bid-ask spread for BTCUSDT in basis points of mid price, computed fresh from Binance's public order book depth snapshot.

Fetches a fresh Binance order book snapshot and returns computed microstructure metrics including spread, micro-price, imbalance, depth-at-distance, concentration, and execution impact in a single call.

Returns the order-book micro-price for BTCUSDT — an opposite-side-size-weighted mid-price computed fresh from Binance's live depth snapshot, providing a more accurate instantaneous fair-price estimate than the naive midpoint.

Estimates short-horizon mean reversion potential for a crypto trading pair over a specified lookback window

Returns trades-per-minute intensity metric for a crypto trading pair over a specified lookback window from Binance or Coinbase

Computes volume-weighted average price (VWAP) for a crypto trading pair over a specified lookback window from Binance or Coinbase trade data

Returns non-annualized realized volatility for a specified Hyperliquid market over a 30-minute or 1-hour window, derived from 1-minute candle snapshots.

Computes beta coefficient of a Hyperliquid trading pair against a benchmark (e.g. SP500) using aligned 1-minute candle data over a specified window

Computes the buy/sell flow imbalance metric for a Polymarket prediction market over a configurable time window, indicating directional trading pressure.

Computes the volatility-of-volatility (vol-of-vol) for a Hyperliquid trading pair by analyzing rolling standard deviation of short-term realized volatility over a specified time window.

Computes the maximum drawdown (peak-to-trough price decline) for a given crypto pair over a specified rolling window using Hyperliquid candle data.

Computes the downside semi-volatility of a cryptocurrency trading pair over a recent lookback window using live trade data from Binance or Coinbase.

Computes the maximum price drawdown (peak-to-trough decline) for a crypto trading pair over a specified lookback window using real trade data from Binance or Coinbase.

Computes annualized fee yield and revenue yield for a DeFi protocol over a specified time window using DefiLlama on-chain data.

Returns the log-return momentum metric for a Hyperliquid perpetual market over a 30-minute or 1-hour window, derived from 1-minute public candle snapshots.

Returns on-chain stablecoin supply flow metrics (net change, percent change, direction) for a specified blockchain and time window, sourced from DefiLlama.

Computes on-chain DEX efficiency metrics (annualized turnover, volume-to-TVL ratio) for a given chain or protocol over a configurable time window using DefiLlama data.

Returns annualized realized volatility for a Hyperliquid market computed from 1-minute candle data over the latest 30-minute or 1-hour window

Returns real-time crypto market microstructure metrics (e.g. beta) for a trading pair on Binance or Coinbase over a configurable lookback window

Computes a two-sidedness score for a Polymarket prediction market, measuring how balanced YES vs NO trading volume is over a given time window.

Measures whether recent trading flow in a Polymarket prediction market is dominated by a small set of wallets, returning a structured concentration metric.

Computes downside semivolatility for a crypto pair on Hyperliquid using recent candle data over a specified window and interval

Computes the rolling price-volume or inter-asset correlation for a crypto trading pair over a specified lookback window using recent trade data from Binance or Coinbase.

Computes a price-reversal signal for a given crypto pair on Hyperliquid, decomposing it into momentum and simple-reversal components over a configurable candle window.

Computes TVL (Total Value Locked) momentum metrics for a blockchain or DeFi protocol over a specified time window, sourced from DefiLlama on-chain data.