Market data

Endpoints for market-wide data: open interest history, position and TWAP snapshots, L4 orderbooks, liquidity, slippage and funding payments.

Retrieve historical open interest (OHLC, per coin or sector)

openInterestHistory

Retrieve perp position snapshots

perpSnapshots

Retrieve spot balance snapshots

spotSnapshots

Retrieve account value snapshots

accountValueSnapshots

Retrieve perp TWAP snapshots

perpTwapSnapshots

Retrieve spot TWAP snapshots

spotTwapSnapshots

Retrieve L4 orderbook

l4Book

Retrieve market liquidity

marketLiquidity

Retrieve market liquidity history

marketLiquidityHistory

Retrieve slippage history

slippageHistory

Retrieve funding payments

fundingPayments

Retrieve maximum market order notionals

maxMarketOrderNtls

Retrieve perps at open interest cap

perpsAtOpenInterestCap

Retrieve liquidatable accounts

liquidatable