API d’order flow crypto
Suivez la pression acheteuse et vendeuse du marché : CVD, carnet d’ordres agrégé, ratio achat/vente et taille moyenne des trades. Les données de flux sont normalisées sur toutes les places couvertes : vous lisez un seul marché au lieu de recoudre les carnets un à un.
Ce que le carnet d’ordres et le flux d’ordres disent du rapport de force. Quatre familles : delta de volume cumulé, profondeur agrégée, pression directionnelle et zones de liquidation.
#Order flow crypto pour agents IA et LLM
« Acheteurs ou vendeurs : qui tient BTC ? », « Le CVD diverge-t-il du prix ? », « Le carnet d’ETH est-il plus épais à l’achat ou à la vente ? » : un agent IA lit l’order flow par l’outil MCP get_pair_data, au comptant, en perpétuel ou les deux.
{
"name": "get_pair_data",
"arguments": {
"symbol": "BTCUSDT",
"fields": ["cvd", "buy_sell_ratio", "orderbook"],
"timeframe": "15m",
"limit": 48
}
}- Pour le LLM : le CVD est une somme cumulée, son niveau seul ne veut rien dire ; c’est sa pente sur la fenêtre qui dit qui pousse le prix.
- Pour les développeurs :
/v1/cvdet/v1/orderbookfont des outils naturels pour votre propre agent IA (tool calling) ; par MCP, l’outil envoie le marché demandé vers la bonne route. - Où ça tourne : Claude, ChatGPT, Cursor et tout client MCP, y compris les frameworks d’agents qui parlent MCP, comme LangChain ou n8n.
Branchez votre agent IA avec le guide du serveur MCP, ou apprenez-lui BytNode avec les Agent Skills open source.
#CVD
Les 9 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the bucket the row covers: a 1h bucket at 14:00 covers 14:00:00 to 14:59:59.999. |
cvd_series | base asset quantity (BTC for BTCUSDT) | Cumulative volume delta inside the bucket, one point per step of finer candles (1 minute up to `1h`, 5 minutes in `4h`, 15 minutes in `1d`), starting from 0 at the bucket start. `null` when those finer candles do not cover the bucket (before 2026-06-05; in `1d`, before 2023-12; or a collection gap): `buy_volume`, `sell_volume` and `net_volume` then come from the bucket's own candle, as on `/v1/trades-kline`, and `sample_count` is 1. |
net_volume | base asset quantity (BTC for BTCUSDT) | buy_volume - sell_volume over the row, base asset units. Positive = net buying. |
buy_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) buy volume, base asset units, aggregated across venues. |
sell_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) sell volume, base asset units, aggregated across venues. |
sample_count | count | Number of points in `cvd_series`; 1 when `cvd_series` is `null` (the bucket's candle alone). |
buy_sell_coverage_ratio | fraction (0.585 = 58.5 %) | Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume. |
is_volume_estimated | `true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available). | |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. |
Les 9 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the bucket the row covers: a 1h bucket at 14:00 covers 14:00:00 to 14:59:59.999. |
cvd_series | base asset quantity (BTC for BTCUSDT) | Cumulative volume delta inside the bucket, one point per step of finer candles (1 minute up to `1h`, 5 minutes in `4h`, 15 minutes in `1d`), starting from 0 at the bucket start. `null` when those finer candles do not cover the bucket (before 2026-06-05; in `1d`, before 2023-12; or a collection gap): `buy_volume`, `sell_volume` and `net_volume` then come from the bucket's own candle, as on `/v1/trades-kline`, and `sample_count` is 1. |
net_volume | base asset quantity (BTC for BTCUSDT) | buy_volume - sell_volume over the row, base asset units. Positive = net buying. |
buy_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) buy volume, base asset units, aggregated across venues. |
sell_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) sell volume, base asset units, aggregated across venues. |
sample_count | count | Number of points in `cvd_series`; 1 when `cvd_series` is `null` (the bucket's candle alone). |
buy_sell_coverage_ratio | fraction (0.585 = 58.5 %) | Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume. |
is_volume_estimated | `true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available). | |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. |
Le delta de volume cumulé : la somme courante du volume acheté au marché moins le volume vendu au marché. Il mesure qui, des acheteurs ou des vendeurs, a dû traverser le carnet d’ordres, donc qui pousse vraiment le prix.
CVD, ratio acheteur, taille moyenne des transactions et carnet prennent le marché dans le CHEMIN : sans suffixe = tous les marchés (spot + futures perpétuels), /spot, /futures (/v1/cvd, /v1/cvd/spot, /v1/cvd/futures, de même avec /history) ; l’enveloppe le rappelle dans market. Les quantités spot sont mesurées depuis le 2026-09-27 : avant cette date, en spot et tous marchés, les volumes acheteur et vendeur sont estimés depuis les montants en USD, signalés par is_volume_estimated: true. /futures sert tout l’historique futures.
| Paramètre | Type | Défaut | Description |
|---|---|---|---|
symbol | string | obligatoire | L’actif. |
timeframe | string | obligatoire | 1m, 5m, 15m, 30m, 1h, 4h, 1d. |
live | boolean | false | Expose la fenêtre en cours. |
since_ms / until_ms | integer | — | Sur l’historique uniquement. |
limit | integer | 100 | Sur l’historique, de 1 à 1000. |
curl -H "X-API-KEY: $BYTNODE_API_KEY" \
"https://api.bytnode.com/v1/cvd?symbol=BTCUSDT&timeframe=1h"| Champ | Type | Description |
|---|---|---|
time | string | Début de la fenêtre. |
cvd_series | float[] | La série cumulée à l’intérieur de la fenêtre, un point par pas interne, du plus ancien au plus récent. C’est sa pente qui porte l’information. |
net_volume | float | Achat moins vente sur toute la fenêtre. |
buy_volume / sell_volume | float | Les deux volumes qui composent le delta. |
sample_count | integer | Nombre de points de la série. |
is_volume_estimated | boolean | true quand une quantité spot de la ligne a été estimée depuis son montant en USD (données spot antérieures au 2026-09-27). |
is_closed | boolean | Faux uniquement avec live=1. |
#Carnet d’ordres
Les 9 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the bucket; the depth is the photo of the order book at the END of the bucket. |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. | |
ranges | One entry per price range around the mid price, from the tightest (±0.25 %) to the widest (±10 %). Each range is cumulative: ±1 % includes everything inside ±0.5 %. | |
ranges.range_pct | percent (58.5 = 58.5 %) | Half-width of the range around each venue's mid price ((best bid + best ask) / 2): `1.0` = bids down to -1 % and asks up to +1 %. |
ranges.bids_quantity | base asset quantity (BTC for BTCUSDT) | Resting BUY orders inside the range (price >= mid × (1 - range_pct/100)), summed across venues. `null` = no venue publishes its book that deep. |
ranges.asks_quantity | base asset quantity (BTC for BTCUSDT) | Resting SELL orders inside the range (price <= mid × (1 + range_pct/100)), summed across venues. `null` = not measured. |
ranges.bids_usd | USD | USD value (Σ price × quantity) of the buy orders inside the range. |
ranges.asks_usd | USD | USD value (Σ price × quantity) of the sell orders inside the range. |
ranges.imbalance_ratio | fraction from -1 to 1 | (bids_usd - asks_usd) / (bids_usd + asks_usd). Positive = more bids than asks. `null` when one side is not measured. |
La dernière photo close du carnet pour le timeframe demandé (1m = la dernière minute close), sommée sur les places, par fourchette de prix : la liquidité posée à ±0,25 %, 0,5 %, 0,75 %, 1 %, 2 %, 3 %, 5 % et 10 % du prix médian. /v1/orderbook additionne les carnets spot et futures perpétuels ; /v1/orderbook/spot et /v1/orderbook/futures donnent un seul marché.
| Champ | Type | Description |
|---|---|---|
time | string | Début de la minute photographiée ; les valeurs sont le carnet à sa fin. |
is_closed | boolean | Toujours vrai : toute photo servie est définitive. |
ranges | array | Une entrée par fourchette de prix, de la plus étroite à la plus large. |
range_pct / bids_quantity / asks_quantity / bids_usd / asks_usd / imbalance_ratio | float | null | Pour chaque fourchette : sa largeur en pourcentage, les quantités posées de chaque côté (actif de base), les mêmes en USD, et imbalance_ratio = (bids_usd − asks_usd) / (bids_usd + asks_usd), de −1 à 1, positif quand les acheteurs dominent. null quand aucune place n’a mesuré cette fourchette. |
Les 9 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the bucket; the depth is the photo of the order book at the END of the bucket. |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. | |
ranges | One entry per price range around the mid price, from the tightest (±0.25 %) to the widest (±10 %). Each range is cumulative: ±1 % includes everything inside ±0.5 %. | |
ranges.range_pct | percent (58.5 = 58.5 %) | Half-width of the range around each venue's mid price ((best bid + best ask) / 2): `1.0` = bids down to -1 % and asks up to +1 %. |
ranges.bids_quantity | base asset quantity (BTC for BTCUSDT) | Resting BUY orders inside the range (price >= mid × (1 - range_pct/100)), summed across venues. `null` = no venue publishes its book that deep. |
ranges.asks_quantity | base asset quantity (BTC for BTCUSDT) | Resting SELL orders inside the range (price <= mid × (1 + range_pct/100)), summed across venues. `null` = not measured. |
ranges.bids_usd | USD | USD value (Σ price × quantity) of the buy orders inside the range. |
ranges.asks_usd | USD | USD value (Σ price × quantity) of the sell orders inside the range. |
ranges.imbalance_ratio | fraction from -1 to 1 | (bids_usd - asks_usd) / (bids_usd + asks_usd). Positive = more bids than asks. `null` when one side is not measured. |
La même photo par bucket (timeframe obligatoire, sur la dernière valeur comme sur l’historique) : le carnet tel qu’il était à la FIN de chaque bucket — une photo, pas une moyenne. Toute ligne est définitive : live n’est donc pas accepté.
| Champ | Type | Description |
|---|---|---|
time | string | Début du bucket ; les valeurs sont le carnet à sa fin. |
ranges | array | Les mêmes fourchettes de prix que ci-dessus. |
is_closed | boolean | Toujours vrai : un intervalle n’est servi qu’une fois clos (live n’est pas accepté sur le carnet). |
#Pression directionnelle
Comme /v1/cvd, ces routes exigent timeframe (1m à 1d), et leur dernière valeur est le dernier bucket CLOS — la première ligne du /history pour le même timeframe. Le marché est dans le chemin : sans suffixe = spot + futures, /spot, /futures.
Les 8 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the latest closed bucket of `timeframe` — the first row of `/v1/buy-sell-ratio/history` for the same `timeframe`. |
buy_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) buy volume, base asset units, aggregated across venues. |
sell_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) sell volume, base asset units, aggregated across venues. |
buy_ratio | fraction (0.585 = 58.5 %) | buy_volume / (buy_volume + sell_volume). Above 0.5 = buyers dominate. |
sample_count | count | Number of points of the CVD series behind the bucket — the `sample_count` of `/v1/cvd` for the same bucket. |
buy_sell_coverage_ratio | fraction (0.585 = 58.5 %) | Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume. |
is_volume_estimated | `true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available). | |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. |
Les 8 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the bucket. The row covers the WHOLE bucket, from `time` to `time` + the envelope's `step` (excluded). |
buy_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) buy volume, base asset units, aggregated across venues. |
sell_volume | base asset quantity (BTC for BTCUSDT) | Aggressive (taker) sell volume, base asset units, aggregated across venues. |
buy_ratio | fraction (0.585 = 58.5 %) | buy_volume / (buy_volume + sell_volume). Above 0.5 = buyers dominate. |
sample_count | count | Number of points of the CVD series behind the bucket — the `sample_count` of `/v1/cvd/history` for the same bucket. |
buy_sell_coverage_ratio | fraction (0.585 = 58.5 %) | Share of the volume (in USD) whose buy/sell split is known. 1 = every trade is split. Below 1 on part of the history, where some sources did not report the aggressor side: `buy_volume` and `sell_volume` then cover that share only, so `buy_volume + sell_volume` < `volume`; `buy_ratio` and the CVD describe the covered share. `null` when the bucket has no volume. |
is_volume_estimated | `true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available). | |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. |
| Champ | Type | Description |
|---|---|---|
time | string | Début du bucket. |
buy_volume | float | Volume acheteur sur le bucket (le même que /v1/cvd pour ce bucket). |
sell_volume | float | Volume vendeur. |
buy_ratio | float | buy / (buy + sell), de 0 à 1. Au-dessus de 0,5, les acheteurs dominent. |
is_volume_estimated | boolean | true quand une quantité spot de la ligne a été estimée depuis son montant en USD (données spot antérieures au 2026-09-27). |
sample_count | integer | Nombre de minutes (points) derrière le bucket. |
is_closed | boolean | true : le bucket est clos et ses valeurs sont définitives. |
Les 7 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the latest closed bucket of `timeframe` — the first row of `/v1/trades/avg-size/history` for the same `timeframe`. |
avg_trade_size | base asset quantity (BTC for BTCUSDT) | Average trade size, base asset units (NOT dollars: multiply by the price for a notional). |
volume | base asset quantity (BTC for BTCUSDT) | Traded volume over the row, base asset units (BTC for BTCUSDT, NOT dollars), aggregated across venues, over the market(s) the route covers: spot + perpetual futures on `/v1/klines` and `/v1/trades-kline`, the path's market alone on a `/spot` or `/futures` route (a name without a market suffix covers every market of its route; `volume_spot` / `volume_futures` restrict). `null` when a market is not available (never a partial sum). |
trade_count | count | Number of trades. `null` when the number is not known: history imported from an outside source carries the buy and sell volumes, not the trade count. |
is_volume_estimated | `true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available). | |
sample_count | count | Number of source points in the bucket (one-minute points with data). For a state (basis, open interest) the value is the LAST of them — the bucket's close —; for a flow it is their total. |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. |
Les 7 champs de cette route (d’après le contrat)
time | ISO 8601 UTC, milliseconds (2026-09-28T14:00:00.000Z) | Start of the bucket of `timeframe`, the value aggregating the bucket's minutes; the row covers `time` to `time` + the envelope's `step` (excluded). |
avg_trade_size | base asset quantity (BTC for BTCUSDT) | Average trade size, base asset units (NOT dollars: multiply by the price for a notional). |
volume | base asset quantity (BTC for BTCUSDT) | Traded volume over the row, base asset units (BTC for BTCUSDT, NOT dollars), aggregated across venues, over the market(s) the route covers: spot + perpetual futures on `/v1/klines` and `/v1/trades-kline`, the path's market alone on a `/spot` or `/futures` route (a name without a market suffix covers every market of its route; `volume_spot` / `volume_futures` restrict). `null` when a market is not available (never a partial sum). |
trade_count | count | Number of trades. `null` when the number is not known: history imported from an outside source carries the buy and sell volumes, not the trade count. |
is_volume_estimated | `true` when some base-asset quantities of this row were ESTIMATED from USD amounts (history where a source reported amounts but not quantities): a buy or sell amount is converted at that source's own average price when its total quantity is known, otherwise at the candle's typical price (high + low + close) / 3. Every quantity a source measured is kept as is. `false` = all measured. `null` when the volume itself is `null` (not available). | |
sample_count | count | Number of source points in the bucket (one-minute points with data). For a state (basis, open interest) the value is the LAST of them — the bucket's close —; for a flow it is their total. |
is_closed | `true` = the row is final; `false` = provisional: the latest bucket while it still settles (a few seconds after its end, e.g. a candle whose volumes are not final yet), or the period in progress with `?live=1` on the routes that take it. Exception, rare: when a venue delivers trades LATE (seconds to minutes, e.g. during a burst), a closed row built from trades (trade candles, candle volumes, CVD, buy/sell ratio, trades per second) is corrected afterwards to include them, usually within minutes and at most one hour later; the correction only adds the late trades. |
La taille moyenne d’une transaction profile les participants : elle monte quand les acteurs institutionnels entrent, elle s’effondre quand le flux devient une poussière d’ordres de particuliers.
| Champ | Type | Description |
|---|---|---|
avg_trade_size | float | null | Taille moyenne, pondérée par le nombre de transactions de chaque place. |
volume | float | Volume total agrégé. |
trade_count | integer | Nombre de transactions agrégé. |
time | string | Début du bucket. |
is_volume_estimated | boolean | true quand une quantité spot de la ligne a été estimée depuis son montant en USD (données spot antérieures au 2026-09-27). |
sample_count | integer | Nombre de minutes (points) derrière le bucket. |
is_closed | boolean | true : le bucket est clos et ses valeurs sont définitives. |