100 Services from apiv2.laevitas.ch

Retrieves proprietary volatility surface strike data for crypto options, including implied volatility at specific strikes across expiries and tenors.

Retrieves proprietary volatility surface snapshots for crypto options across exchanges and currencies

Retrieves historical funding payment records for wallets or instruments on the Hyperliquid decentralized exchange node

Returns the catalog of available proprietary volatility surface snapshots for crypto options, filterable by exchange, currency, model, expiry, tenor, and date range.

Retrieves the volatility term structure for crypto options, showing implied volatility across different expiries for a given underlying asset.

Retrieves liquidation events from Hyperliquid's HyperCore node, filterable by wallet, instrument, market type, notional size, and time range

Retrieves historical OHLC ticker data for crypto options instruments from a specified exchange over a time range

Retrieves historical Gamma Exposure (GEX) data for crypto options markets across exchanges and instruments over time.

Retrieves the latest dealer gamma exposure (GEX) data for crypto options markets

Retrieves dealer gamma exposure (GEX) data broken down by strike price for crypto options markets

Retrieves the options implied volatility surface organized by tenor (time to expiry) for a given exchange and instrument

Retrieves resting (open limit) orders on Hyperliquid HyperCore, filterable by wallet, instrument, market type, and notional thresholds.

Retrieves proprietary volatility surface slice data for crypto options by expiry, tenor, or date range

Retrieves historical realized volatility data for crypto derivatives instruments (perpetuals, futures, options, spot) across major exchanges

Retrieves trade fill records from the Hyperliquid node, filterable by wallet, instrument, market type, time range, and notional size.

Returns OHLCVT (open, high, low, close, volume, trades) candlestick data for spot cryptocurrency markets on supported exchanges

Retrieves time-series Gamma Exposure (GEX) profile data for crypto options markets, showing dealer gamma positioning across exchanges over time.

Retrieves historical open interest data for futures instruments across crypto exchanges

Retrieves the dealer gamma exposure (GEX) term structure for crypto options markets across different expirations

Fetches the Level 2 order book (bid/ask depth) for a specified instrument on the Hyperliquid HyperCore decentralized exchange.

Retrieves wallet-level trading flow data from Hyperliquid HyperCore node, including notional volumes, buy/sell activity, realized PnL, and trade counts per wallet address.

Retrieves historical implied volatility surface data for crypto options instruments over a specified time range

Retrieves OHLCVT (Open, High, Low, Close, Volume, Trades) candlestick data for crypto options instruments from supported exchanges

Retrieves historical trade data for perpetual futures contracts across major crypto exchanges

Returns historical open interest data for perpetual futures contracts across major crypto exchanges

Retrieves historical and recent gamma exposure (GEX) regime change events for crypto options markets, indicating shifts in dealer hedging dynamics.

Runs scenario analysis on a portfolio of crypto options/derivatives positions against the proprietary Laevitas volatility surface to compute risk metrics under hypothetical market conditions

Retrieves historical trading volume data for cryptocurrency futures instruments across exchanges

Returns OHLC volume-time candle data for cryptocurrency perpetual futures instruments across supported exchanges

Decomposes portfolio risk across proprietary volatility surface dimensions for crypto options positions

Retrieves historical and recent liquidation events for perpetual futures contracts across major crypto exchanges

Computes a risk ladder (scenario P&L/Greeks across price moves) for a set of options/derivatives positions using Laevitas proprietary volatility surfaces.

Retrieves historical and time-series liquidation data for crypto futures markets across major exchanges

Retrieves Level 1 (top-of-book) market data for perpetual futures contracts across major crypto exchanges, with optional OHLC resolution and time range filtering.

Retrieves historical or time-series reference price data for cryptocurrency futures instruments across supported exchanges

Retrieves OHLC (Open/High/Low/Close) with volume and trade-count candlestick data for crypto futures instruments across major exchanges

Retrieves historical and paginated trade data for cryptocurrency futures instruments across major exchanges

Retrieves the list of tradeable instruments available on the Hyperliquid HyperCore node, filterable by market type (perp, spot, prediction, etc.)

Retrieves historical OHLC ticker data for perpetual futures instruments across supported exchanges

Retrieves historical or snapshot order book data for futures instruments across major crypto exchanges

Retrieves the implied volatility surface for options, sliced by expiry date, for a given instrument and exchange

Retrieves a historical or current snapshot of futures market data across exchanges and instruments with configurable time resolution

Retrieves historical and current open interest data for crypto options contracts across major exchanges

Fetches historical spot market trade data for a given instrument and exchange, with optional time range and resolution filtering

Retrieves raw historical orderbook snapshot data for futures instruments across supported crypto exchanges

Returns the catalog of available perpetual futures instruments across exchanges on the Laevitas platform

Returns historical trading volume data for perpetual futures contracts across exchanges and instruments

Retrieves historical and current carry data for cryptocurrency futures contracts across exchanges

Fetches TWAP (Time-Weighted Average Price) order events from Hyperliquid's HyperCore node, with filtering by wallet, instrument, market type, notional size, and time range.

Returns a paginated summary of trades for futures instruments across supported exchanges, filtered by exchange, instrument, time range, and resolution.

Retrieves metadata for spot market instruments across supported cryptocurrency exchanges

Retrieves historical or snapshot orderbook data for perpetual futures instruments across major crypto exchanges

Retrieves metadata for cryptocurrency perpetual futures instruments across supported exchanges

Retrieves a paginated summary of options trades across exchanges, filterable by instrument, exchange, and time range

Retrieves raw Level 2 order book snapshots for spot markets from a specified exchange and instrument over a time range.

Retrieves historical spot market trading volume data across exchanges and instruments with configurable time resolution

Issues a one-hour WebSocket access pass token for authenticated streaming of Laevitas crypto derivatives market data.

Retrieves spot market Level 1 (top-of-book/trade) OHLC data for a specified exchange and instrument over a given time range and resolution.

Retrieves wallet-level position data from Hyperliquid HyperCore node, including trade history and position details filterable by wallet address, market type, and time range.

Retrieves historical or snapshot OHLC/trade data for spot market instruments across supported crypto exchanges

Retrieves metadata for crypto futures instruments, including exchange and instrument details, with optional filtering by exchange, instrument name, and time range.

Returns a paginated summary of perpetual futures trade activity across exchanges and instruments with optional time range and resolution filtering

Returns historical carry (funding rate vs basis) data for perpetual futures contracts across crypto exchanges

Returns historical raw orderbook snapshots for perpetual futures instruments across supported crypto exchanges

Retrieves level 1 (top-of-book / OHLC) market data for cryptocurrency futures instruments across exchanges

Retrieves historical and recent options trade data across exchanges and instruments with filtering by time range, exchange, instrument, and resolution

Fetches predicted OHLCVT (Open, High, Low, Close, Volume, Time) candlestick data for crypto instruments from Laevitas's prediction models

Retrieves historical options trading volume data across exchanges and instruments with configurable time resolution

Retrieves historical Level 2 order book snapshots for spot markets across supported crypto exchanges

Retrieves detailed historical or time-series data for a specific crypto derivatives or spot instrument by name and exchange

Retrieves order flow data for perpetual futures contracts across major crypto exchanges

Retrieves OHLC or trade snapshot data for cryptocurrency perpetual futures contracts across supported exchanges

Retrieves historical and paginated options flow (trade activity) data for crypto options markets across major exchanges

Retrieves a catalog of available Dealer Gamma Exposure (GEX) data entries for crypto options markets, filterable by exchange, instrument, and time range.

Retrieves a catalog of available futures instruments with optional filtering by exchange, instrument name, and time range

Retrieves fill/trade history for prediction markets on Hyperliquid's HyperCore node, with filtering by wallet, instrument, notional size, and time range.

Returns a paginated list of available trading instruments (perpetuals, futures, options, spot) across supported crypto exchanges

Returns the catalog of available spot market instruments across supported exchanges on Laevitas

Retrieves historical OHLC ticker data for cryptocurrency futures instruments across supported exchanges

Retrieves a catalog of available options instruments/contracts from a specified exchange, with optional filtering by date range, resolution, and instrument name.

Purchase a 24-hour WebSocket access pass for Laevitas crypto derivatives and market data streams via x402 pay-per-request payment

Fetches Level 1 (OHLC/ticker) time-series data for crypto options instruments across supported exchanges

Retrieves historical or current OHLC ticker data for spot market instruments across supported cryptocurrency exchanges

Retrieves reference price data for perpetual futures contracts across supported crypto exchanges

Retrieves metadata for cryptocurrency options instruments, including instrument names, exchanges, and contract details, with optional filtering and pagination.

Retrieves a historical or current snapshot of cryptocurrency options market data for a specified exchange and instrument

Retrieves order flow data for cryptocurrency futures markets, filterable by exchange, instrument, and time resolution

Retrieves historical reference (mark) prices for cryptocurrency options instruments across major exchanges

Retrieves the catalog of available macro data instruments and exchanges for crypto derivatives markets

Returns a macro-level summary of cryptocurrency market data across exchanges and instruments, supporting time-range and resolution filters.

Retrieves historical prediction ticker data for crypto derivatives instruments with configurable time resolution and pagination

Returns macro-level asset class data for crypto markets, supporting time-series queries across exchanges and instruments

Retrieves a list of macro-level cryptocurrency exchange venues/markets tracked by Laevitas, with optional filtering by exchange, instrument, time range, and resolution.

Retrieves historical and paginated trade prediction data for crypto derivatives instruments across supported exchanges

Fetches raw historical orderbook data used for crypto derivatives predictions, filterable by exchange, instrument, resolution, and time range

Retrieves a snapshot of crypto market predictions data filtered by exchange, instrument, and time range

Retrieves metadata about crypto market prediction models and signals available through the Laevitas analytics platform

Returns a catalog of available prediction models and instruments for crypto derivatives markets

Retrieves available prediction categories for crypto derivatives markets from Laevitas

Retrieves historical implied volatility data for options instruments across major crypto exchanges