DepthSignal API Documentation

Step 1: Check account access

Platform access is controlled separately from API access. Verified customers can create accounts now; we email you when platform sign-in opens. Neither path issues a customer API key.

Step 2: API key handling (reference only)

Customer API-key access is documented. Issuance requires enabled API access and an eligible account; signup or plan selection does not issue a key. This placeholder illustrates keeping an authorized key out of source code.

# Linux / macOS
export DEPTHSIGNAL_API_KEY="sk_live_..."

# Windows PowerShell
$env:DEPTHSIGNAL_API_KEY = "sk_live_..."

# .env file (for frameworks / Docker)
DEPTHSIGNAL_API_KEY=sk_live_...

Step 3: Example request shape

curl -H "X-API-Key: $DEPTHSIGNAL_API_KEY" \
  https://api.depthsignal.io/v1/orderbook/features/BTCUSDT

This is an illustrative response shape, not a live response or availability statement. Feature fields and freshness metadata depend on the documented backend response path.

{
  "symbol": "BTC/USDT",
  "features": {
    "binance": {
      "bid_ask_spread": 0.00012,
      "depth_imbalance": 0.15,
      "order_flow_imbalance": 0.08,
      "order_flow_imbalance_proxy": 0.42,
      "price_impact_coefficient": 0.0034,
      "book_pressure": 1.23,
      "weighted_mid_offset": -0.0001,
      "manip_risk": 0.12
    }
  },
  "data_freshness": {
    "binance": { "age_seconds": 1.4, "is_stale": false }
  },
  "tier": "professional",
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Field meanings are in the Glossary below.

Documents an orderbook analysis response shape broken down by exchange. Customer API-key access is documented. Issuance requires enabled API access and an eligible account; signup or plan selection does not issue a key.

{
  "symbol": "BTC/USDT",
  "features": {
    "<exchange>": {
      "bid_ask_spread": 0.00012,
      "depth_imbalance": 0.15,
      "order_flow_imbalance": 0.08,
      "book_pressure": 1.23,
      "weighted_mid_offset": -0.0001,
      "bid_depth_ratio": 0.52,
      "top_level_size_ratio": 0.85,
      "spread_volatility": 0.0003,
      // Professional+ features:
      "order_flow_imbalance_proxy": 0.42,
      "price_impact_coefficient": 0.0034,
      "level_ofi_1": 0.1,
      "level_ofi_2": -0.05,
      "level_ofi_3": 0.02,
      "level_ofi_4": 0.0,
      "level_ofi_5": -0.03,
      "manip_risk": 0.12,
      "large_order_activity": 0.35
      // Enterprise: all 49+ features
    }
  },
  "data_freshness": {
    "<exchange>": { "age_seconds": 1.4, "is_stale": false }
  },
  "tier": "professional",
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Returns 5 synthesized composite reads that combine multiple raw features into a monitoring-oriented context summary.

{
  "symbol": "BTC/USDT",
  "composites": {
    "directional_pressure": 0.65,
    "liquidity_risk": 0.22,
    "whale_conviction": 0.48,
    "flow_momentum": 0.31,
    "cross_exchange_agreement": 0.87
  },
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Detected support and resistance zones with strength scores, bounce/breach counts, and a persistence model that decays over approximately 5.7 minutes.

{
  "symbol": "BTC/USDT",
  "zones": [
    {
      "type": "support",
      "price_low": 62100.0,
      "price_high": 62250.0,
      "strength": 0.82,
      "bounce_count": 3,
      "breach_count": 0,
      "age_seconds": 145.2,
      "decayed_strength": 0.71
    }
  ],
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Real-time liquidation rate, long/short imbalance, and cascade stress score aggregated from Binance and Bybit liquidation streams.

{
  "symbol": "BTC/USDT",
  "rate_per_minute": 12.5,
  "long_short_imbalance": -0.35,
  "cascade_risk": 0.62,
  "total_volume_usd_1h": 8450000,
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Large-trade detection. Tracks outsized prints with buy/sell ratio and large-size flow scoring.

{
  "symbol": "BTC/USDT",
  "count_5m": 7,
  "buy_sell_ratio": 1.45,
  "institutional_score": 0.68,
  "total_volume_usd_5m": 2350000,
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Cumulative Volume Delta -- net buying vs selling pressure computed from aggTrade streams. Includes taker ratio and CVD slope.

{
  "symbol": "BTC/USDT",
  "cvd_1m": 125000.50,
  "cvd_5m": 580000.25,
  "cvd_slope": 0.032,
  "taker_ratio": 0.58,
  "crowd_positioning": 0.12,
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Spot-vs-futures comparison engine. Basis spread, depth divergence, cross-venue flow analysis, and large-order agreement across venues.

{
  "symbol": "BTC/USDT",
  "basis_spread": 0.0012,
  "depth_divergence": 0.18,
  "ofi_lead_lag": -0.05,
  "whale_agreement": 0.72,
  "liquidity_ratio": 1.15,
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Multi-exchange derivatives consensus across Binance, Bybit, and OKX. Funding rates, open interest, long/short ratios, and agreement scores.

{
  "exchanges": {
    "binance": {
      "funding_rate": 0.0001,
      "open_interest_usd": 12500000000,
      "long_short_ratio": 1.12
    },
    "bybit": { "..." : "..." },
    "okx": { "..." : "..." }
  },
  "consensus": {
    "funding_agreement": 0.92,
    "oi_divergence": 0.15,
    "ls_consensus": 0.78
  },
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Positioning context data -- taker positioning, venue-reported ratio structure, and retail vs larger-size flow breakdown.

{
  "symbol": "BTC/USDT",
  "positioning": {
    "top_trader_long_ratio": 0.55,
    "taker_buy_ratio": 0.52,
    "retail_sentiment": 0.62,
    "institutional_bias": -0.10
  },
  "timestamp": "2026-03-05T14:22:01.123Z"
}

Historical time-series of orderbook features. Useful for research and analysis. Lookback depends on tier (Trader: 14 days, Professional: 30 days, Expert and Enterprise: 90 days).

{
  "symbol": "BTC/USDT",
  "exchange": "binance",
  "interval": "1m",
  "data": [
    {
      "timestamp": "2026-03-05T14:00:00Z",
      "bid_ask_spread": 0.00011,
      "order_flow_imbalance_proxy": 0.39,
      "price_impact_coefficient": 0.0031,
      "order_flow_imbalance": 0.05
    }
  ]
}

Historical time-series of composite reads for research and analysis. Same lookback rules as historical features.

{
  "symbol": "BTC/USDT",
  "interval": "1m",
  "data": [
    {
      "timestamp": "2026-03-05T14:00:00Z",
      "directional_pressure": 0.55,
      "liquidity_risk": 0.20,
      "whale_conviction": 0.42,
      "flow_momentum": 0.28,
      "cross_exchange_agreement": 0.90
    }
  ]
}

Discover all available symbols and which data types exist for each. No authentication required.

{
  "symbols": {
    "BTCUSDT": {
      "exchanges": ["binance", "bybit"],
      "data_types": {
        "orderbook": true,
        "liquidations": true,
        "spot_futures": true,
        "derivatives": true,
        "cvd": true,
        "positioning": true,
        "large_trades": true
      }
    },
    "ETHUSDT": { "exchanges": ["binance"], "data_types": { "orderbook": true } }
  },
  "total_symbols": 52,
  "total_exchanges": 11
}

Legacy entitlement data and the current commercial catalogue. Use_meta.current_catalogfor current pricing; the legacy tier map remains for existing accounts and historical compatibility. No authentication required.

Offer and plan IDs are server-issued catalog keys. Read their exact values from_meta.current_catalog.offers; the example uses placeholders. Current customer-facing names are Founding Plan and Standard Plan.

{
  "observer": { "legacy": true, "price_monthly_usd": 0, "rate_limit_per_minute": 10 },
  "trader": {
      "legacy": true,
      "price_monthly_usd": 149,
      "price_annual_usd": 119,
      "rate_limit_per_minute": 60,
      "features": ["bid_ask_spread", "depth_imbalance", "...12 total"]
    },
    "professional": {
      "legacy": true,
      "price_monthly_usd": 399,
      "price_annual_usd": 319,
      "rate_limit_per_minute": 300,
      "features": ["order_flow_imbalance_proxy", "price_impact_coefficient", "liquidations", "...28 total"]
    },
    "expert": {
      "legacy": true,
      "price_monthly_usd": 999,
      "price_annual_usd": 799,
      "rate_limit_per_minute": 1500,
      "features": ["all 49+", "sse_streaming", "per_venue", "cross_exchange"]
    },
  "enterprise": {
      "legacy": true,
      "price_monthly_usd": 1499,
      "price_annual_usd": 1199,
      "rate_limit_per_minute": 1000,
      "features": ["all 49+", "unlimited team keys", "SSE streaming"]
  },
  "_meta": {
    "current_catalog": {
      "contract_version": "1",
      "currency": "USD",
      "interval": "monthly",
      "offers": [
        { "id": "<offer id>", "plan_id": "<plan id>", "name": "Founding Plan", "price_usd": 29, "first_100_activated": true, "price_protection_months": 12 },
        { "id": "<offer id>", "plan_id": "<plan id>", "name": "Standard Plan", "price_usd": 49 }
      ]
    },
    "legacy_api_only_discount_pct": 20,
    "legacy_rate_limit_addons": ["+60 rpm/$29", "+300 rpm/$99", "+1000 rpm/$249"]
  }
}

Statistical categorization of current market conditions based on proprietary regime analysis.

Measures how current data patterns deviate from recent baselines using proprietary statistical methods.

Normalized liquidation stress context from exchange feeds and depth analysis.

Multi-model statistical agreement score. Not a trade recommendation.

Cross-exchange price discrepancy data.

Market anomaly detection -- 8 exploitation detectors.

Cumulative liquidity at standardized price bands.

Spot and derivatives market structural comparison.

Composite score summarizing whether larger or more active participants are dominating the current orderbook read. Range 0 to 1. Higher values indicate heavier larger-participant pressure in the current context.

Price impact coefficient estimating how sensitive price is to incremental flow in the current depth snapshot. Computed from live depth snapshots. Higher values indicate a thinner book around the top of book.

Five scalar fields, level_ofi_1 through level_ofi_5, record Order Flow Imbalance for the five price levels. Each field is in [-1, 1]; positive values indicate net buying pressure and negative values indicate net selling pressure at that level.

See live: /platform/orderbook

Normalized 0 to 1 read for liquidation stress. Combines liquidation rate acceleration, volume clustering, and long/short imbalance. Higher values mean the market is more exposed to forced-position pressure and deserves closer review.

Context read for spoofing-like behavior - large orders placed and quickly cancelled in ways that can distort perceived supply/demand. Computed from order placement/cancellation pattern analysis over short time windows. Range 0 to 1. Higher values indicate stronger spoofing-like stress in the current read.

Composite read combining OFI, depth imbalance, and large-order trade direction to summarize the current pressure balance across the market. Positive values lean toward buy pressure; negative values lean toward sell pressure. Magnitude indicates strength.

See live: /platform/composite

Microstructure research surface: spread stress percentiles vs trailing history, per-symbol spread-bucket forward-move statistics across 31 microstructure features, per-venue integrity medians, a composite 0-100 market stress index, cross-asset contagion matrix, and per-horizon Spearman IC. Descriptive historical research, not predictions or signals.

See live: /platform/liquidity

Core Orderbook Features

These are documented API field definitions, not a promise of enabled launch endpoints or a verification of customer access. Customer API-key access is documented. Issuance requires enabled API access and an eligible account; signup or plan selection does not issue a key.