Usenami

Live perpetual-futures funding rates per venue for one crypto symbol, or the whole cross-venue set in one call. Major CEX and DEX perp venues — Binance, Bybit, OKX, Bitget, Gate.io, KuCoin, Hyperliquid, Paradex, Drift, Orderly, Lighter and more. Each row carries the venue's current rate, its funding interval and the 8h-equivalent rate (venues quote on 1h/4h/8h schedules, so the raw rates are not comparable without it), plus canonical_id, asset_class and mark_price so a ticker that names two…

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 perp venues. Every venue comes with an index except Crypto.com, Variational and dYdX; dYdX publishes one oracle price, and that price is its mark. `venues_without_index` names the ones missing from your response. Each venue also carries liquidity_state (live/dead/unknown), and a market with no trading is flagged unreliable however clean its basis looks.

Open interest per venue for one crypto perpetual, with mark_price alongside — positioning and crowding across tracked CEX and DEX perp venues. Raw value: units vary per venue, see units_note in the response.

Cross-venue funding-rate arbitrage scan over all tracked crypto perpetuals: every ticker whose (max_rate − min_rate) across venues exceeds your threshold. Naive filter, no signal logic — gross spread, before fees, slippage and funding-interval differences.

Decision-ready funding-arb SIGNAL for crypto perpetuals — cross-venue gross spread taken net of public round-trip taker fees, periods-to-breakeven, and depth-sized max notional at $1k/$5k/$10k, ranked. A derived outcome, not a profit forecast.

Cross-venue mark-price spread scan for crypto perpetuals — where the same perp trades at different marks across venues. Quoted spread is not net edge: it excludes fees, slippage and funding differences.

Historical per-venue funding rates for one crypto perpetual, aggregated 1h/4h/1d, across tracked CEX and DEX venues — the timeseries a funding-arb backtest needs. Up to 30-day windows (30-day retention). Edge-isolated: raw rates only, no spread or signal logic.

Per-venue slippage scan for one crypto perpetual at $1K/$5K/$10K notional, across tracked CEX and DEX venues — every venue sorted by lowest slippage, with BBO and depth. Raw scan, no opinionated ranking: where a given size is cheapest to execute.

Cross-venue funding-rate spread for one crypto perpetual — the highest- and lowest-paying venues and the spread in bps, across major CEX and DEX perp venues (Binance, Bybit, OKX, Hyperliquid, Paradex, Drift …). The screen a funding-arb or basis desk starts from. `spread_bps` is the RAW rate difference — the same quantity, under the same name, as on `/v1/perp/arbitrage/funding`; `normalized_spread_8h_bps` scales both legs to 8h first — the comparable one, since venues quote on 1h/4h/8h. Leg intervals ship with the row; normalized is null when a schedule is unknown, never defaulted.

Oracle price-source family classification across tracked crypto perp venues — which venues derive their index price from the same upstream feed. Basis-risk awareness for cross-venue and funding-arb strategies: two venues sharing an oracle family will not diverge independently, so a spread between them is not the hedge it looks like.

One-call market snapshot for one crypto perpetual across every tracked venue — funding rate, annualized carry with contango/backwardation structure, open interest, 24h volume and mark price in a single response. Bundles funding/carry/open-interest/volume-24h so an agent makes one paid call instead of four.

Real-world-asset (RWA) perpetual coverage across HIP-3 DEXes — which stocks, metals, forex pairs, commodities and pre-IPO synthetics are listed as perps, and on which venue. Tracks the on-chain RWA perp surface as it expands beyond crypto.

Consolidated best bid and ask for one crypto perpetual across every tracked venue — the cross-venue BBO, and which venue holds each side. CEX and DEX perp venues in one quote.

Sized-depth quote for one crypto perpetual on ONE named venue: best bid/ask, depth per side, and est_slippage_for_size_usd_bps — the cost of filling size_usd here, in BASIS POINTS over the mid, not dollars. On a book deep enough to fill at the touch it equals half the spread and reads the same for $1K/$5K/$10K; on a thinner book it walks the ladder and grows with size. Equal values across sizes mean the book covers you, not that size_usd was ignored. All tracked venues: /v1/orderbook/multi-venue-slippage. $10K cap per DIS-022.

Next funding payment ETA for one crypto perpetual on one venue, with the current indicative funding rate alongside — when the next settlement lands and where the rate stands now. Entry-timing input for funding-arb and carry trades. Not a payment forecast: the endpoint takes no position side or size, and the rate can move before settlement.

24-hour rolling USD volume for one crypto perpetual on one venue — liquidity and activity ranking across tracked CEX and DEX perp venues.

Volume-weighted average funding rate across all tracked venues for one crypto perpetual. Accounts for venue market share — high-volume venues dominate the weighted rate, so it reflects what the market actually pays rather than a flat average across thin and deep venues alike.

Packaged time-series backtest feed for crypto perpetuals: funding-rate history plus optional orderbook snapshots, bundled per time bucket at 1h/4h/1d granularity — one paid call instead of stitching several endpoints together. Use include_funding/include_orderbook to control payload size.

Naive single-venue best execution for one crypto perpetual: the venue with the lowest precomputed slippage at your requested size. Excludes fees, funding and latency — a baseline to measure a router against, not a router.

Greedy multi-venue execution route for one crypto perpetual: walks venues in slippage order, allocating up to each venue's depth cap until size_usd is filled. Returns the route, total filled and blended slippage — how a large order splits across CEX and DEX venues. NAIVE: excludes fees.

Top-of-book for one crypto perpetual on one venue — best bid, best ask and the spread between them. Covers CEX and DEX perp venues: Binance, Bybit, OKX, Hyperliquid, Paradex, Drift and others.

Per-venue funding carry for one crypto perpetual: raw funding_rate, annualized_carry_pct, and contango/backwardation structure from the funding sign. What holding this perp pays or costs you per year, venue by venue, across tracked CEX and DEX venues.

Funding-rate sign-change detection for one crypto perpetual — every positive↔negative flip across venues inside a lookback window, each with its venue, hour and the rates either side of the change. Raw events for spotting funding-regime turns in funding-arb and carry positioning: it reports the flips, it does not classify them as sustained or transient.

Open-interest delta for one crypto perpetual on one venue — current OI against OI N hours ago. Accumulation or distribution signal: whether positioning is building or unwinding.

Historical open-interest timeseries for one crypto perpetual on one venue, aggregated 1h/4h/1d — positioning over time for backtests and regime studies. 30–90d window cap.

Volume-spike scanner across tracked crypto perpetuals: every ticker whose current 24h volume is at least your multiplier × the baseline average over a lookback window. Raw scan — it surfaces unusual activity, it does not interpret it.

Historical 24h-volume timeseries for one crypto perpetual on one venue, aggregated 1h/4h/1d — liquidity over time for backtests and venue selection. 30–90d window cap.

Cross-venue funding-rate spread for one crypto perpetual: the highest- and lowest-paying venues and the gap between them in bps. Where a funding-arb screen starts, across both CEX and DEX perp venues.

Sized-depth quote for one crypto perpetual on one venue: best bid/ask plus precomputed slippage at $1K/$5K/$10K notional — what your order actually costs, not just the top of book. $10K cap protects execution edge per DIS-022.