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Futures

The futures endpoints provide granular derivatives data across 19 chart types and 10 exchanges (Binance, Bybit, OKX, Deribit, Hyperliquid by default; Bitget, Gate.io, KuCoin, MEXC, HTX available via the exchanges filter). Query open interest, liquidations, volume profiles, funding rates, long/short ratios, 3-month basis, and term structure with configurable timeframes and exchange filters.


Get futures data

Returns time-series or snapshot data for a specific futures chart. The response shape varies by chart type but always includes chart, coin, timeframe, and a data array. A coverage object indicates the earliest available data point and which timeframes have sufficient history.

Query parameters

  • Name
    chart
    Type
    string
    Description

    The chart to fetch. One of: perpetual-price, liquidations, oi-stacked, oi-change, oi-daily-change, oi-snapshot, oi-volume, volume-snapshot, volume-history, cvd, long-short-ratio, funding-rate, top-trader-ls, returns-session, returns-heatmap, returns-hour, returns-day, annualized-basis, term-structure.

  • Name
    coin
    Type
    string
    Description

    Asset ticker (e.g., BTC, ETH, SOL). Defaults to BTC.

  • Name
    timeframe
    Type
    string
    Description

    Lookback window. One of 1W, 2W, 1M, 3M, 6M, 1Y, 3Y. Defaults to 3M.

  • Name
    exchanges
    Type
    string
    Description

    Comma-separated exchange filter (e.g., Binance,Bybit). When omitted, all exchanges with data for the selected chart are included.

Response fields

  • Name
    chart
    Type
    string
    Description

    The chart ID that was requested.

  • Name
    coin
    Type
    string
    Description

    The asset ticker.

  • Name
    timeframe
    Type
    string
    Description

    The timeframe that was applied.

  • Name
    data
    Type
    array
    Description

    Array of data points. Shape varies by chart — see examples below.

  • Name
    coverage
    Type
    object
    Description

    Contains availableSince (ISO timestamp or null) and availableTimeframes (array of valid timeframe strings).

  • Name
    source
    Type
    string
    Description

    Always "supabase".

Request

GET
/v1/futures/data
curl -G https://www.sharpe.ai/api/v1/futures/data \
  -H "Authorization: Bearer sk_live_your_key_here" \
  -d chart=oi-stacked \
  -d coin=BTC \
  -d timeframe=1M
{
  "data": {
    "chart": "oi-stacked",
    "coin": "BTC",
    "timeframe": "1M",
    "data": [
      {
        "exchange": "Binance",
        "base_coin": "BTC",
        "open_interest_value": 8234567890,
        "timestamp": "2026-03-01T00:00:00Z"
      },
      {
        "exchange": "Bybit",
        "base_coin": "BTC",
        "open_interest_value": 3456789012,
        "timestamp": "2026-03-01T00:00:00Z"
      }
    ],
    "coverage": {
      "availableSince": "2024-06-15T00:00:00Z",
      "availableTimeframes": ["1W", "2W", "1M", "3M", "6M", "1Y"]
    },
    "source": "supabase"
  },
  "meta": {
    "request_id": "req_abc123def456ghij",
    "timestamp": "2026-03-28T12:00:00Z"
  }
}

Chart data shapes

Different chart values return rows with different columns. Here are the key shapes:

Open interest charts

Charts: oi-stacked, oi-change, oi-daily-change, oi-snapshot.

  • Name
    exchange
    Type
    string
    Description

    Exchange name (e.g., Binance, Bybit).

  • Name
    base_coin
    Type
    string
    Description

    Asset ticker.

  • Name
    open_interest_value
    Type
    number
    Description

    Open interest in USD.

  • Name
    timestamp
    Type
    string
    Description

    ISO 8601 timestamp.

OHLCV charts

Charts: perpetual-price, volume-snapshot, volume-history, oi-volume, cvd, returns-session, returns-heatmap, returns-hour, returns-day.

  • Name
    exchange
    Type
    string
    Description

    Exchange name.

  • Name
    base_coin
    Type
    string
    Description

    Asset ticker (e.g., BTC, ETH).

  • Name
    timeframe
    Type
    string
    Description

    Candle interval used for this row (e.g., 1h, 4h, 1d).

  • Name
    open
    Type
    number
    Description

    Open price.

  • Name
    high
    Type
    number
    Description

    High price.

  • Name
    low
    Type
    number
    Description

    Low price.

  • Name
    close
    Type
    number
    Description

    Close price.

  • Name
    volume
    Type
    number
    Description

    Volume in base currency.

  • Name
    timestamp
    Type
    string
    Description

    ISO 8601 timestamp.

Funding rate

Chart: funding-rate.

  • Name
    exchange
    Type
    string
    Description

    Exchange name.

  • Name
    base_coin
    Type
    string
    Description

    The base asset ticker (e.g., BTC, ETH).

  • Name
    rate
    Type
    number
    Description

    Funding rate as a decimal.

  • Name
    interval_hours
    Type
    number
    Description

    Hours between settlements.

  • Name
    settled_at
    Type
    string
    Description

    ISO 8601 settlement timestamp.

Long/short ratio

Charts: long-short-ratio, top-trader-ls.

  • Name
    exchange
    Type
    string
    Description

    Exchange name. For top-trader-ls, suffixed with _top_trader.

  • Name
    base_coin
    Type
    string
    Description

    The base asset ticker (e.g., BTC, ETH).

  • Name
    long_ratio
    Type
    number
    Description

    Fraction of accounts long (0-1).

  • Name
    short_ratio
    Type
    number
    Description

    Fraction of accounts short (0-1).

  • Name
    timestamp
    Type
    string
    Description

    ISO 8601 timestamp.

3-month basis

Chart: annualized-basis. Returns the dated futures contract closest to 90 days from expiry for each exchange and snapshot.

  • Name
    exchange
    Type
    string
    Description

    Exchange name.

  • Name
    base_coin
    Type
    string
    Description

    The base asset ticker (e.g., BTC, ETH).

  • Name
    contract_symbol
    Type
    string
    Description

    Dated futures contract identifier.

  • Name
    days_to_expiry
    Type
    number
    Description

    Days from the snapshot to contract expiry.

  • Name
    annualized_basis_pct
    Type
    number
    Description

    Annualized basis in percent.

  • Name
    timestamp
    Type
    string
    Description

    ISO 8601 snapshot timestamp.

Term structure

Chart: term-structure. Returns the latest snapshot across expiries.

  • Name
    exchange
    Type
    string
    Description

    Exchange name.

  • Name
    base_coin
    Type
    string
    Description

    Asset ticker (e.g., BTC, ETH).

  • Name
    contract_symbol
    Type
    string
    Description

    Contract identifier (e.g., BTC-260626).

  • Name
    expiry_date
    Type
    string
    Description

    Expiry date.

  • Name
    days_to_expiry
    Type
    number
    Description

    Days until contract expiry.

  • Name
    futures_price
    Type
    number
    Description

    Futures contract price.

  • Name
    spot_price
    Type
    number
    Description

    Current spot price.

  • Name
    basis_pct
    Type
    number
    Description

    Basis as a percentage (futures price vs spot price).

  • Name
    annualized_basis_pct
    Type
    number
    Description

    Annualized basis percentage.

  • Name
    volume_24h_usd
    Type
    number
    Description

    24-hour volume in USD.

  • Name
    open_interest_usd
    Type
    number
    Description

    Open interest in USD.

  • Name
    snapshot_at
    Type
    string
    Description

    ISO 8601 snapshot timestamp.

Liquidations

Chart: liquidations.

  • Name
    exchange
    Type
    string
    Description

    Exchange name.

  • Name
    base_coin
    Type
    string
    Description

    The base asset ticker (e.g., BTC, ETH).

  • Name
    side
    Type
    string
    Description

    "long" or "short".

  • Name
    quantity
    Type
    number
    Description

    Liquidated quantity in base currency.

  • Name
    price
    Type
    number
    Description

    Liquidation price.

  • Name
    timestamp
    Type
    string
    Description

    ISO 8601 timestamp.

{
  "data": {
    "chart": "funding-rate",
    "coin": "ETH",
    "timeframe": "1W",
    "data": [
      {
        "exchange": "Binance",
        "base_coin": "ETH",
        "rate": 0.0001,
        "interval_hours": 8,
        "settled_at": "2026-03-21T00:00:00Z"
      },
      {
        "exchange": "Bybit",
        "base_coin": "ETH",
        "rate": 0.00008,
        "interval_hours": 8,
        "settled_at": "2026-03-21T00:00:00Z"
      }
    ],
    "coverage": {
      "availableSince": "2024-01-01T00:00:00Z",
      "availableTimeframes": ["1W", "2W", "1M", "3M", "6M", "1Y", "3Y"]
    },
    "source": "supabase"
  },
  "meta": {
    "request_id": "req_def456ghi789jklm",
    "timestamp": "2026-03-28T12:00:00Z"
  }
}
{
  "data": {
    "chart": "term-structure",
    "coin": "BTC",
    "timeframe": "3M",
    "data": [
      {
        "exchange": "Binance",
        "base_coin": "BTC",
        "contract_symbol": "BTC-260626",
        "expiry_date": "2026-06-26",
        "days_to_expiry": 90,
        "futures_price": 88500,
        "spot_price": 87200,
        "basis_pct": 1.49,
        "annualized_basis_pct": 6.04,
        "volume_24h_usd": 245000000,
        "open_interest_usd": 1890000000,
        "snapshot_at": "2026-03-28T11:55:00Z"
      }
    ],
    "coverage": {
      "availableSince": "2025-09-01T00:00:00Z",
      "availableTimeframes": ["1W", "2W", "1M", "3M", "6M"]
    },
    "source": "supabase"
  },
  "meta": {
    "request_id": "req_ghi789jkl012mnop",
    "timestamp": "2026-03-28T12:00:00Z"
  }
}

List available coins

Returns the list of coins with futures data, ordered by market cap rank. Each coin indicates which chart categories have data available. Use this to populate coin selectors and conditionally enable chart types in your UI.

Response fields

  • Name
    coins
    Type
    array
    Description

    Array of coin objects.

  • Name
    coins[].baseCoin
    Type
    string
    Description

    Asset ticker (e.g., BTC, ETH).

  • Name
    coins[].displayName
    Type
    string
    Description

    Display name for the coin.

  • Name
    coins[].hasOI
    Type
    boolean
    Description

    Whether open interest data is available.

  • Name
    coins[].hasLiquidations
    Type
    boolean
    Description

    Whether liquidation data is available.

  • Name
    coins[].hasLongShort
    Type
    boolean
    Description

    Whether long/short ratio data is available.

Request

GET
/v1/futures/coins
curl -G https://www.sharpe.ai/api/v1/futures/coins \
  -H "Authorization: Bearer sk_live_your_key_here"
{
  "data": {
    "coins": [
      {
        "baseCoin": "BTC",
        "displayName": "BTC",
        "hasOI": true,
        "hasLiquidations": true,
        "hasLongShort": true
      },
      {
        "baseCoin": "ETH",
        "displayName": "ETH",
        "hasOI": true,
        "hasLiquidations": true,
        "hasLongShort": true
      },
      {
        "baseCoin": "SOL",
        "displayName": "SOL",
        "hasOI": true,
        "hasLiquidations": false,
        "hasLongShort": false
      }
    ]
  },
  "meta": {
    "request_id": "req_jkl012mno345pqrs",
    "timestamp": "2026-03-28T12:00:00Z"
  }
}

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