21 Services from markt.halowerk.com

Computes crypto market breadth metrics (% above MA50, % above MA200, advance/decline) for a Binance spot USDT universe ranked by 24h turnover, excluding stablecoins, wrapped/staked tokens, and leveraged tokens.

Queries Binance, Coinbase, Kraken, OKX, and Bybit in parallel for a BASE/QUOTE trading pair, returning current prices and optional order-book depth across exchanges with staleness tracking.

Simulates order fill against live visible order books on Binance, Coinbase, Kraken, OKX, or Bybit, returning average fill price, worst price, and slippage metrics for a given side and size.

Aggregates Deribit public options book data per expiry for BTC or ETH, providing ATM implied volatility, term structure, put/call ratios, open interest by strike, and max pain.

Returns the live order book (bids and asks) for a BASE/QUOTE trading pair from Binance, Coinbase, Kraken, OKX, or Bybit, with depth statistics and optional price-band grouping

Detects statistically anomalous trading volumes by comparing the latest completed minute candle against a configurable historical baseline using robust median/MAD statistics

Returns a single consolidated price ticker for a BASE/QUOTE pair from Binance, Coinbase, Kraken, OKX, or Bybit, automatically selecting the venue with the highest 24h turnover when 'auto' is specified.

Returns OHLCV candle data (open, high, low, close, volume, trade count) for a trading pair from a specified exchange, with gap reporting and partial-candle flagging.

Fetches current and predicted perpetual swap funding rates from Binance USDⓈ-M Futures, Bybit, and OKX for a given BASE/QUOTE pair, normalised to annualised percentages with settlement interval context.

Computes realized volatility, trend strength, ATR, drawdown, and a rule-based market regime classification for a given trading pair and time horizon from self-recorded minute candles.

Aggregates and analyzes OKX perpetual swap liquidation orders, converting them to USD by contract size and bankruptcy price, and detects cascade liquidation events.

Fetches Deribit dated futures prices for BTC or ETH and computes the basis (spread) against a named spot price source, with annualization and cross-venue flagging.

Returns whether a regulated stock exchange's main session is currently open and when the next session starts, covering 10 major exchanges with holiday calendars for 2026–2027

Calculates net cross-exchange arbitrage spread for a trading pair by walking order books on both sides, accounting for taker fees, slippage, and transfer costs

Returns the raw public trade tape (time-and-sales) for a BASE/QUOTE pair from Binance, Coinbase, Kraken, OKX, or Bybit, with aggressor-side attribution exactly as each exchange reports it.

Returns current Ethereum gas fee estimates including base fee, recommended bid in gwei, and USD cost, using eth_feeHistory over the last 10 blocks with 25/50/75 percentile rewards.

Quotes stablecoins against real USD on Kraken and Coinbase and against USDT on Binance/OKX/Bybit, computing median price and deviation in basis points to assess peg health and cross-venue agreement.

Compares current open interest on Binance USDⓈ-M Futures perpetuals against the value at the start of a configurable window, alongside price and volume changes, with a built-in interpretation rule.

Measures bid/ask volume imbalance within a configurable depth window around the mid price for a trading pair on a chosen exchange, classifying market pressure and detecting order book walls.

Returns the USD price, decimals, symbol, and raw confidence score for a token identified by chain key plus contract address, or by a globally unambiguous symbol, with null passed through where the source omits confidence.

Returns bridged capital metrics for a blockchain — including total bridged USD, canonical vs. external bridge inflows/outflows, and net capital movement into or out of the chain over a specified period.