api.dripmetrics.ai

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. VPIN measures volume-synchronized order-flow imbalance (an adverse-selection proxy, not a probability); see excessVpin. Discovery examples use the latest 30m window. VPIN is an adverse-selection proxy for an exchange-native trading pair over a specified window; it is not a literal probability of informed trading. Raw values are sample-size dependent and comparable only within the same market and window; use excessVpin and bucket-density diagnostics for broader comparisons. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Kyle's Lambda estimates price impact per unit of signed order flow for a crypto trading pair over a specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Beta measures return sensitivity versus the exchange benchmark pair over a specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Order Flow HHI measures concentration of signed order flow across the specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Historical volatility for a crypto asset over a specified lookback window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Cumulative Volume Delta tracks net buy versus sell volume over a specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Buy-Sell Volume Imbalance measures net buy versus sell volume as a normalized ratio. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Signed Dollar Volume measures signed quote volume over the specified lookback window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Trade Intensity measures trades per minute over the specified lookback window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Average Trade Size measures mean base-asset trade size over the specified lookback window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Large Trade Share measures the share of traded volume attributable to large trades. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Realized volatility measures observed volatility over the specified lookback window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Amihud Illiquidity estimates returns per unit of dollar volume over the specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. VWAP computes volume-weighted average price over the specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. VWAP Deviation measures the latest price deviation from the window VWAP. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Momentum measures directional return over the specified lookback window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Reversal estimates short-horizon mean reversion over the specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Drawdown measures the maximum drawdown observed within the specified window. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Downside Semivolatility measures the volatility of only negative returns. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Rolling Correlation measures correlation versus the exchange benchmark return series. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Vol of Vol measures the volatility of realized volatility across sub-intervals. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

DripMetricsAI (api description at https://dripmetrics.ai/) provides on-demand market microstructure and risk metrics for agents and developers. Agents can pay per request via x402 and receive structured JSON metrics without subscriptions or API keys. Roll Spread estimates an absolute covariance spread proxy derived from lagged price changes. Discovery examples use the latest 30m window. BTCUSDT and BTC-USD requests are served from the BTC ingest cache and support 30m, 1h, 2h, and 3h windows. Other requests support 30m and 1h windows.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes a Hyperliquid candle-derived metric from public 1m candle snapshots.

Computes aggregate participant, buyer, seller, maker, and taker concentration from DripMetrics' complete rolling Hyperliquid trade tape. Raw addresses are never returned.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a prediction-market metric from public Polymarket data. Many markets require a slug and may also require conditionId or outcome identifiers.

Computes a DefiLlama-derived on-chain metric. Invalid or unsupported requests fail before payment.

Computes a DefiLlama-derived on-chain metric. Invalid or unsupported requests fail before payment.

Computes a DefiLlama-derived on-chain metric. Invalid or unsupported requests fail before payment.

Computes a DefiLlama-derived on-chain metric. Invalid or unsupported requests fail before payment.

Computes a BTC option-derived metric combining the public Deribit option chain with DripMetrics' trade-level realized calculations. Invalid or unsupported requests fail before payment.

Computes a BTC option-derived metric combining the public Deribit option chain with DripMetrics' trade-level realized calculations. Invalid or unsupported requests fail before payment.

Computes a BTC option-derived metric combining the public Deribit option chain with DripMetrics' trade-level realized calculations. Invalid or unsupported requests fail before payment.

Computes a BTC option-derived metric combining the public Deribit option chain with DripMetrics' trade-level realized calculations. Invalid or unsupported requests fail before payment.

Nets Black-76 greeks across up to 6 Deribit BTC option legs on a consistent basis and returns a spot-times-vol scenario P&L grid. Invalid legs or unknown instruments fail before payment.

Computes an order-book microstructure metric from a fresh Binance depth snapshot fetched per request. Invalid or unsupported requests, and requests that exceed the fetched book depth, fail before payment.

Computes an order-book microstructure metric from a fresh Binance depth snapshot fetched per request. Invalid or unsupported requests, and requests that exceed the fetched book depth, fail before payment.

Computes an order-book microstructure metric from a fresh Binance depth snapshot fetched per request. Invalid or unsupported requests, and requests that exceed the fetched book depth, fail before payment.

Computes an order-book microstructure metric from a fresh Binance depth snapshot fetched per request. Invalid or unsupported requests, and requests that exceed the fetched book depth, fail before payment.

Computes an order-book microstructure metric from a fresh Binance depth snapshot fetched per request. Invalid or unsupported requests, and requests that exceed the fetched book depth, fail before payment.

Computes an order-book microstructure metric from a fresh Binance depth snapshot fetched per request. Invalid or unsupported requests, and requests that exceed the fetched book depth, fail before payment.

Computes an order-book microstructure metric from a fresh Binance depth snapshot fetched per request. Invalid or unsupported requests, and requests that exceed the fetched book depth, fail before payment.

Reads a metric from the latest completed, checksum-verified one-minute Kraken L2 bundle. Stale, partial, crossed, unavailable, or defective data fails before payment.

Reads a metric from the latest completed, checksum-verified one-minute Kraken L2 bundle. Stale, partial, crossed, unavailable, or defective data fails before payment.

Reads a metric from the latest completed, checksum-verified one-minute Kraken L2 bundle. Stale, partial, crossed, unavailable, or defective data fails before payment.

Reads a metric from the latest completed, checksum-verified one-minute Kraken L2 bundle. Stale, partial, crossed, unavailable, or defective data fails before payment.

Reads a metric from the latest completed, checksum-verified one-minute Kraken L2 bundle. Stale, partial, crossed, unavailable, or defective data fails before payment.

Reads a metric from the latest completed, checksum-verified one-minute Kraken L2 bundle. Stale, partial, crossed, unavailable, or defective data fails before payment.

Reads verified pool executions, unique onchain transactions, active minutes, and base/quote volume for a completed UTC hour. Omit intervalEnd to receive an unpaid temporary redirect to the latest published canonical hour, or provide it for a reproducible historical request. Use /aerodrome/coverage to discover published hours and versioned B20/USDC pair identities.

Ranks all versioned Aerodrome B20/USDC pairs by unique onchain transactions for a completed UTC hour. Pool executions, active minutes, and base/USDC volume are included. Omit intervalEnd for an unpaid redirect to the latest canonical hour.

Measures exact buy-versus-sell pool flow for one versioned B20/USDC pair over a completed UTC hour. The headline is normalized buy-positive USDC volume imbalance in [-1, 1]; the response also includes directional executions and volumes, base-token CVD, VWAP, and transactions per full 60-minute window. Hours below the minimum execution count fail before payment.

Measures the temporal concentration of absolute minute net USDC flow for one versioned B20/USDC pair over a completed UTC hour. The headline is HHI across UTC-aligned minutes; effective flow minutes and top-1/top-5/top-10 minute shares distinguish persistent flow from isolated bursts. Empty minutes contribute zero flow. Because raw HHI has a sample-dependent floor, use effectiveFlowMinutes rather than HHI for cross-pair ranking. Hours below the minimum execution count or with zero absolute minute net flow fail before payment.

Regresses within-minute log returns in basis points on buy-minus-sell USDC flow for one versioned B20/USDC pair over a completed UTC hour. The response includes slope standard error, signed t-statistic, R-squared, intercept, and signed-flow magnitude per basis point. Slipstream concentrated liquidity and LP repositioning mean R-squared need not approach one. Minutes with fewer than two executions are excluded, so the estimate describes the hour's busier minutes. This measures mechanical AMM depth and curvature, not informed trading or adverse selection.

Computes empirical and/or normal parametric VaR for a submitted crypto portfolio. Invalid, unsupported, failed, or insufficient-data requests fail before payment.

Synthesizes the BTC trade tape and Deribit options chain into deterministic microstructure signals and metrics, including raw, estimated-null, and excess VPIN, plus a concise AI-written explanation of current conditions. The categorical VPIN signal remains null until excess-VPIN thresholds are calibrated from archived BTC windows. All numbers come from the same calculators as the individual metric endpoints; the AI only interprets them. The prose may note hedged historical tendencies for the observed configuration; it never gives price targets or trade recommendations. Invalid requests and upstream failures fail before payment; if summary generation fails after payment, the deterministic payload is still returned with summary: null.