REST API

Derivatives

Futures positioning: how much capital is committed, at what cost, in which direction, and at what price relative to spot. All these metrics are composites, and the weighting used is stated for each one.

#Open interest

GET/v1/raw/oidata_type · raw_oi

Total open interest, summed across all venues, in one-minute windows. Each venue keeps its last known value when its refresh skips a minute, and a minute is served only if every venue is represented in it: without that, the total would swing artificially.

Parameter	Type	Default	Description
`symbol`	string	required	The asset.
`limit`	integer	30	Number of minutes, from 1 to 1000.

Field	Type	Description
`timestamp`	string	Start of the minute.
`oi_total`	float	Summed open interest. The name says the aggregate: it is not the value of a single venue.

GET/v1/oi/deltadata_type · oi_delta

GET/v1/oi/delta/historydata_type · oi_delta_history

The change in open interest: capital coming in or going out. The percentage is recomputed from the aggregated totals, to stay consistent with the sum.

Field	Type	Description
`oi_current`	float	Current cumulative open interest.
`oi_previous`	float	The previous one.
`delta`	float	The difference.
`delta_pct`	float \| null	The change in percent.
`timestamp`	string	Timestamp of the computation.

#Funding

Three readings of the same phenomenon: the last rate applied, the next estimated one, and the cumulative total over the last twenty-four hours. All are composites weighted by open interest (the venue carrying the most positions weighs the most) and normalised to an eight-hour base before weighting, since some pairs settle every four hours or every hour.

GET/v1/funding/ratedata_type · funding_rate_8h

GET/v1/funding/rate/historydata_type · funding_rate_8h_history

Field	Type	Description
`bucket`	string	Start of the 8 h window, aligned on 00:00, 08:00 and 16:00 UTC.
`rate`	float	The composite rate over the window, in 8 h equivalent.
`apr`	float	The annualised rate: rate × 1095, i.e. 1095 settlements of 8 h per year. Absent from the history.
`exchange_count`	integer	Number of venues aggregated over the window.

GET/v1/funding/nextdata_type · funding_next_estimated

Field	Type	Description
`estimated_rate`	float	The estimated rate, in 8 h equivalent.
`settlement_at`	string	Most recent known settlement timestamp.
`is_past`	boolean	True if that settlement has already passed.
`apr`	float	Annualised.
`exchange_count`	integer	Number of venues aggregated.

GET/v1/funding/cumulativedata_type · funding_cumulative_24h

GET/v1/funding/cumulative/historydata_type · funding_cumulative_24h_history

curl

curl -H "X-API-KEY: $BYTNODE_KEY" \
  "https://api.bytnode.com/v1/funding/cumulative?symbol=BTCUSDT"

Field	Type	Description
`timestamp`	string	Bucket of the most recent 8 h window.
`cumulative_rate`	float	Sum of the 8 h composites over the range.
`apr`	float	Annualised over the number of windows actually summed, which stays exact even when one is missing.
`window_count`	integer	Number of 8 h windows actually summed, at most three.

#Liquidations

GET/v1/raw/liquidationsdata_type · raw_liquidations

Individual liquidations, all venues combined. Coverage here is structurally lower than on trades: not every venue publishes a public liquidation stream.

Parameter	Type	Default	Description
`symbol`	string	required	The asset.
`limit`	integer	30	Number of events, from 1 to 1000.
`min_usd`	float	—	Optional filter on the dollar value.

Field	Type	Description
`timestamp`	string	Timestamp.
`side`	string	long or short: the side of the liquidated position, not that of the order. The convention is normalised across venues.
`price`	float	Liquidation price.
`quantity`	float	Size in units of the base asset.
`usd_value`	float	Value in dollars.

GET/v1/liquidations/cumulativedata_type · liquidations_cumulative

GET/v1/liquidations/cumulative/historydata_type · liquidations_cumulative_history

Field	Type	Description
`timestamp`	string	Timestamp of the computation.
`long_usd`	float	Dollars of long positions liquidated.
`short_usd`	float	Dollars of short positions liquidated.
`total_usd`	float	The total.

GET/v1/liquidations/ratiodata_type · liquidation_ratio

GET/v1/liquidations/ratio/historydata_type · liquidation_ratio_history

The ratio between large liquidations (at least $100,000) and small ones. It tells a flush of large accounts from a cascade of small holders.

Field	Type	Description
`big_count / big_usd`	integer / float	Liquidations of at least $100,000.
`small_count / small_usd`	integer / float	Those below.
`ratio`	float \| null	big_usd divided by small_usd. null if the denominator is zero.
`timestamp`	string	Timestamp of the computation.

#Long/short ratio

GET/v1/ls-ratiodata_type · ls_ratio_composite

GET/v1/ls-ratio/historydata_type · ls_ratio_composite_history

The share of accounts positioned long, in the global account flavour, composited over the venues that publish it and weighted by open interest. At least two venues are required over a window, otherwise the response is null.

Parameter	Type	Default	Description
`symbol`	string	required	The asset.
`timeframe`	string	required	5m, 15m, 30m, 1h, 4h, 1d. The 1m timeframe is refused: no venue publishes at that cadence.
`live`	boolean	false	Exposes the window in progress.
`limit`	integer	30	On the history, from 1 to 500.

Field	Type	Description
`timestamp`	string	Start of the window.
`timeframe`	string	The timeframe requested.
`part_long`	float	Share of long accounts, strictly between 0 and 1.
`ratio`	float	Longs divided by shorts.
`venue_count`	integer	Number of venues aggregated, at least two.
`weighting`	string	oi when weighting by open interest could be applied, geomean as the fallback.
`is_closed`	boolean	False only with live=1.

#Basis

GET/v1/basisdata_type · basis

GET/v1/basis/historydata_type · basis_history

The gap between the futures price and the spot price, an open-interest-weighted average over the venues that carry both markets. The two prices are weighted the same way, which guarantees that basis_value = futures_price − spot_price stays true.

Field	Type	Description
`basis_value`	float	The gap in dollars.
`basis_pct`	float	The gap in percent.
`futures_price`	float	Composite futures price.
`spot_price`	float	Composite spot price.
`timestamp`	string	Timestamp of the computation.

Default window of the history

Without since_ms or until_ms, the search goes back limit minutes. With an explicit window, that window applies.

#Cross-venue spreads

GET/v1/spread/interexchangedata_type · spread_interexchange_<tf>

GET/v1/spread/interexchange/historydata_type · spread_interexchange_<tf>_history

The only surface of the API that names the trading venues, since a spread makes no sense without them. The model is a premium per venue: a cross-venue reference price, then the gap of each venue to that reference. Any given pair is derived client-side, by the difference of two premiums.

Parameter	Type	Default	Description
`symbol`	string	required	The asset.
`timeframe`	string	required	1m, 5m, 15m, 30m, 1h, 4h, 1d.
`live`	boolean	false	Exposes the window in progress.
`limit`	integer	30	On the history, from 1 to 500. No dated window.

Response

{
  "status": "ok",
  "data_type": "spread_interexchange_1m",
  "data": {
    "timestamp": "2026-08-29T11:38:00+00:00",
    "timeframe": "1m",
    "is_closed": true,
    "ref_price": 71420.83,
    "weighting": "volume",
    "max_spread_bps": 5.4,
    "max_spread_pct": 0.054,
    "high": { "exchange": "venue_a", "price": 71423.10 },
    "low":  { "exchange": "venue_b", "price": 71414.55 },
    "venue_count": 2,
    "venues": [
      { "exchange": "venue_a", "price": 71423.10, "premium_bps":  3.2 },
      { "exchange": "venue_b", "price": 71414.55, "premium_bps": -2.2 }
    ]
  }
}

Field	Type	Description
`ref_price`	float	Cross-venue reference price.
`weighting`	string	volume in the nominal regime, mean as the fallback when volume is missing.
`max_spread_bps / max_spread_pct`	float	The amplitude between the highest and the lowest venue.
`high / low`	object	The extreme venue and its price.
`venue_count`	integer	Number of venues over the window, at least two.
`venues`	array	One entry per venue: exchange, price, premium_bps. Sorted by decreasing premium.
`is_closed`	boolean	False only with live=1.