VWAP/Volume-Weighted Average Price
• Stream real-time VWAP across supported venues
• Execute pricing, NAV, and margin checks with a stable benchmark
• Backtest with historical VWAP series for any asset/symbol
• Track cross-venue liquidity influence via volume weighting
• Analyze slippage vs. VWAP for execution quality
List of exchanges
Single exchange by ID
1[
2 {
3 "exchange_id": "BINANCE",
4 "website": "https://www.binance.com/",
5 "name": "Binance",
6 "data_quote_start": "2017-12-18T00:00:00.0000000Z",
7 "data_quote_end": "2025-08-21T00:00:00.0000000Z",
8 "data_orderbook_start": "2017-12-18T00:00:00.0000000Z",
9 "data_orderbook_end": "2025-08-21T00:00:00.0000000Z",
10 "data_trade_start": "2017-07-14T00:00:00.0000000Z",
11 "data_trade_end": "2025-08-21T00:00:00.0000000Z",
12 "data_symbols_count": 3240,
13 "volume_1hrs_usd": 157482489.63,
14 "volume_1day_usd": 5358147539.83,
15 "volume_1mth_usd": 733858370166.07,
16 "rank": 2,
17 "integration_status": "INTEGRATED"
18 },
19 {
20 "exchange_id": "KRAKEN",
21 "website": "https://www.kraken.com/",
22 "name": "Kraken",
23 "data_quote_start": "2014-07-31T00:00:00.0000000Z",
24 "data_quote_end": "2025-08-21T00:00:00.0000000Z",
25 "data_orderbook_start": "2014-08-05T00:00:00.0000000Z",
26 "data_orderbook_end": "2025-08-21T00:00:00.0000000Z",
27 "data_trade_start": "2014-01-07T00:00:00.0000000Z",
28 "data_trade_end": "2025-08-21T00:00:00.0000000Z",
29 "data_symbols_count": 1457,
30 "volume_1hrs_usd": 9626028.80,
31 "volume_1day_usd": 251568302.03,
32 "volume_1mth_usd": 48997022201.11,
33 "rank": 2,
34 "integration_status": "INTEGRATED"
35 }
36]PRIMKT/Principal Market Price
• Stream the best-liquidity venue as principal for each pair
• Execute fair value marks aligned with accounting guidance
• Backtest venue selection and mark quality over time
• Track venue changes when liquidity regimes shift
• Analyze valuation differences vs. cross-venue composites
Symbols
Symbols for one exchange
1[
2 {
3 "symbol_id": "KRAKEN_SPOT_ETH_USD",
4 "exchange_id": "KRAKEN",
5 "symbol_type": "SPOT",
6 "asset_id_base": "ETH",
7 "asset_id_quote": "USD",
8 "data_start": "2015-08-10",
9 "data_end": "2025-08-21",
10 "volume_1day_usd": 42497977.88,
11 "price": 4285.8250,
12 "symbol_id_exchange": "ETH/USD",
13 "price_precision": 0.01,
14 "size_precision": 0.00000001
15 },
16 {
17 "symbol_id": "BINANCE_SPOT_BTC_USDT",
18 "exchange_id": "BINANCE",
19 "symbol_type": "SPOT",
20 "asset_id_base": "BTC",
21 "asset_id_quote": "USDT",
22 "data_start": "2017-08-17",
23 "data_end": "2025-08-21",
24 "volume_1day_usd": 469943553.08,
25 "price": 113419.07,
26 "symbol_id_exchange": "BTCUSDT",
27 "price_precision": 0.01,
28 "size_precision": 0.000001
29 },
30 {
31 "symbol_id": "KRAKEN_SPOT_ETH_USDT",
32 "exchange_id": "KRAKEN",
33 "symbol_type": "SPOT",
34 "asset_id_base": "ETH",
35 "asset_id_quote": "USDT",
36 "data_start": "2019-12-20",
37 "data_end": "2025-08-21",
38 "volume_1day_usd": 2336423.24,
39 "price": 4286.5550,
40 "symbol_id_exchange": "ETH/USDT",
41 "price_precision": 0.01,
42 "size_precision": 0.00000001
43 }
44]
45CAPVIX / CoinAPI Volatility Index
• Stream implied 30-day volatility for major pairs
• Execute risk limits, VaR, and options strategy screens
• Backtest regimes with historical CAPVIX curves
• Track surface dynamics across venues and expiries
• Analyze sentiment and stress using vol-of-vol patterns
List metric IDs for a specific exchange
Current metric snapshots
Current liquidations
Current metrics at exchange scope
1[
2 {
3 "metric_id": "DERIVATIVES_MARK_PRICE",
4 "exchange_id": "BINANCEFTS"
5 },
6 {
7 "metric_id": "LIQUIDATION_ORDER_TRADE_TIME",
8 "exchange_id": "BINANCEFTS"
9 },
10 {
11 "metric_id": "LIQUIDATION_ORDER_LAST_FILLED_QUANTITY",
12 "exchange_id": "BINANCEFTS"
13 },
14 {
15 "metric_id": "LIQUIDATION_SYMBOL",
16 "exchange_id": "BINANCEFTS"
17 },
18 {
19 "metric_id": "LIQUIDATION_TIME_IN_FORCE",
20 "exchange_id": "BINANCEFTS"
21 },
22 {
23 "metric_id": "LIQUIDATION_AVERAGE_PRICE",
24 "exchange_id": "BINANCEFTS"
25 },
26 {
27 "metric_id": "LIQUIDATION_ORDER_STATUS",
28 "exchange_id": "BINANCEFTS"
29 },
30 {
31 "metric_id": "LIQUIDATION_FILLED_ACCUMULATED_QUANTITY",
32 "exchange_id": "BINANCEFTS"
33 },
34 {
35 "metric_id": "DERIVATIVES_FUNDING_RATE_CURRENT",
36 "exchange_id": "BINANCEFTS"
37 },
38 {
39 "metric_id": "LIQUIDATION_QUANTITY",
40 "exchange_id": "BINANCEFTS"
41 },
42 {
43 "metric_id": "LIQUIDATION_ORDER_TYPE",
44 "exchange_id": "BINANCEFTS"
45 },
46 {
47 "metric_id": "LIQUIDATION_PRICE",
48 "exchange_id": "BINANCEFTS"
49 }
50]