API marketplace

Live spot market data from BitMart, a global crypto exchange, served straight from its public API with no key and nothing cached. The ticker endpoint returns a market's last price, open, 24-hour high and low, 24-hour change, best bid and ask, the spread and base and quote volume. The tickers endpoint returns every spot market for a quote currency ranked by 24-hour quote volume, so one call surfaces the most-traded pairs on the venue. The markets endpoint lists the tradable pairs with their price precision and minimum order size. The book endpoint returns live order-book depth — every bid and ask level with price and amount, plus the best bid/ask and spread. Everything is read live from BitMart on each request, nothing stored. A distinct global venue, separate from the other exchange feeds on the marketplace. Ideal for trading bots, price tickers, arbitrage scanners, portfolio trackers and market dashboards. Live, no key. 4 spot endpoints. For candles or perpetuals use an OHLC or derivatives API.

Uptime

100.0%

Latency

393ms

Subs

3,209

Live Average True Range and volatility-stop analytics that traders run to size stops to market noise, computed on demand from the OHLC candles you pass in — no key, no cache, nothing stored. The atr endpoint returns the Average True Range using Wilder's smoothing, its value as a percent of price, and the latest true range — the single number that tells you how much an instrument typically moves. The stops endpoint returns ATR-based stop levels: the Chandelier Exit for a long and for a short (highest high or lowest low offset by a multiple of ATR) and, if you pass an entry price, an ATR trailing stop with its distance in money and percent. The keltner endpoint returns the Keltner Channel — an EMA mid-line with ATR-scaled upper and lower bands — and where the last price sits. Because true range needs the full high, low and close, this is a different tool from closes-only indicator APIs and from single-coin volatility feeds: you supply the candles for any market — forex, stocks, crypto or commodities. Computed locally and deterministically, so it is instant and private. Ideal for stop placement, position sizing, breakout filters and risk dashboards. ATR uses Wilder's smoothing. Live, nothing stored. 3 compute endpoints. For closes-only indicators like RSI or MACD use a technical-indicators API.

Uptime

100.0%

Latency

87ms

Subs

3,354

Live spot market data from CoinEx, a global crypto exchange, served straight from its public v2 API with no key and nothing cached. The ticker endpoint returns a market's last price, open, 24-hour high and low, 24-hour change and base and quote volume. The tickers endpoint returns every spot market for a quote currency ranked by 24-hour quote volume, so one call surfaces the most-traded pairs on the venue. The markets endpoint lists the tradable pairs with their maker and taker fees, base and quote precision and minimum order size. The book endpoint returns live order-book depth — every bid and ask level with price and amount, plus the best bid/ask and spread. Everything is read live from CoinEx on each request, nothing stored. A distinct global venue, separate from the other exchange feeds on the marketplace. Ideal for trading bots, price tickers, arbitrage scanners, portfolio trackers and market dashboards. Markets accept either BTC_USDT or BTCUSDT. Live, no key. 4 spot endpoints. For candles or perpetuals use an OHLC or derivatives API.

Uptime

100.0%

Latency

314ms

Subs

4,701

Live trading-performance analytics that traders run on a list of realised trade results, computed on demand from the profit-and-loss series you pass in — no key, no cache, nothing stored. The analyze endpoint returns the full performance scorecard: number of wins and losses, win rate, gross profit and loss, profit factor, expectancy, average win and loss, payoff ratio, and the largest win and loss — the numbers a trader pulls from a trade journal to judge a strategy. The equity endpoint builds the equity curve from a starting balance and returns the running balance after every trade, the peak, the maximum drawdown in money and percent, and the total return. The streaks endpoint returns the longest winning and losing runs and the current streak. This is a backward-looking trade-journal analyzer — it scores actual results, which is fundamentally different from forward Monte-Carlo simulators and position sizers that work from assumptions. Each value you pass is one closed trade's profit (positive) or loss (negative). Works for any market or strategy — stocks, forex, crypto or futures. Computed locally and deterministically, so it is instant and private. Ideal for trade journals, strategy dashboards, back-test scorecards and broker reports. Live, nothing stored. 3 compute endpoints. For forward simulation of an edge use a strategy-simulator API; for position sizing use a trading-risk API.

Uptime

100.0%

Latency

86ms

Subs

3,566

Live spot market data from Poloniex, one of the longest-running global crypto exchanges, served straight from its public v2 API with no key and nothing cached. The ticker endpoint returns a market's last price, open, 24-hour high and low, best bid and ask, the spread, 24-hour change, base and quote volume, trade count and mark price. The tickers endpoint returns every market for a quote currency ranked by 24-hour quote volume, so one call surfaces the most-traded pairs on the venue. The markets endpoint lists the tradable pairs with their price and quantity scales and minimum order size. The book endpoint returns live order-book depth — every bid and ask level with price and amount, plus the best bid/ask and spread. The trades endpoint returns the most recent public trades with price, size and taker side, so you can see the tape in real time. Everything is read live from Poloniex on each request, nothing stored. A distinct venue, separate from the other exchange feeds on the marketplace. Ideal for trading bots, price tickers, tape readers, arbitrage scanners and market dashboards. Live, no key. 5 spot endpoints. For candles or perpetuals use an OHLC or derivatives API.

Uptime

100.0%

Latency

580ms

Subs

3,530

Live currency-index maths that FX desks run to turn a set of exchange rates into a single index value, computed on demand from the rates you pass in — no key, no cache, nothing stored. The dxy endpoint computes the US Dollar Index (USDX) from its six component rates using the official ICE weights and formula — feed in EUR/USD, USD/JPY, GBP/USD, USD/CAD, USD/SEK and USD/CHF and get the index value the way the exchanges calculate it. The index endpoint builds an arbitrary weighted index from your own components: geometric (the standard for currency indices) or arithmetic, with a scaling constant and negative weights for inversely-quoted pairs. The basket endpoint computes a trade-weighted index normalised to 100, showing how a currency has moved against a basket from a set of reference rates — above 100 means it strengthened. This is an index-construction engine, distinct from published effective-exchange-rate feeds and strength meters: you supply the rates and weights and it returns the index, deterministically. Works for any custom basket. Computed locally, so it is instant and private. Ideal for FX dashboards, custom dollar/euro indices, back-tests and macro tools. Live, nothing stored. 3 compute endpoints. For published effective-exchange-rate data use a central-bank or BIS API.

Uptime

100.0%

Latency

752ms

Subs

4,447

Live crypto price and currency conversion, served from the public CoinGecko feed with no key and nothing cached. This is a conversion utility, distinct from market-overview, arbitrage and coin-profile tools: it tells you what a coin is worth right now and converts an amount between coins and fiats. The price endpoint returns the live price of one or more coins in one or more currencies at once, each with its market cap, 24-hour volume and 24-hour change — pull Bitcoin and Ethereum in USD, EUR and BTC in a single call. The convert endpoint converts an amount of a coin into a fiat currency or into another coin: two Bitcoin to euros, or one and a half Bitcoin to Ether, with the rate and the result. Coin-to-coin conversions are crossed through USD automatically. The supported endpoint lists every currency you can quote or convert into — dozens of fiats plus the major coins. Everything is read live from CoinGecko on each request, nothing stored beyond a short protective cache. Ideal for wallets, checkout and payment flows, portfolio trackers, price tickers and dashboards. Coin ids are lowercase CoinGecko ids (bitcoin, ethereum, solana). Live, no key. 3 endpoints. For prices by on-chain contract address use a token-price API.

Uptime

100.0%

Latency

156ms

Subs

4,191

Live carry-trade and rollover analytics that FX traders run before borrowing a low-yield currency to buy a high-yield one, computed on demand from the interest rates you pass in — no key, no cache, nothing stored. The carry endpoint returns the interest-rate differential, the carry income over a holding period, the financing-adjusted yield and the leveraged return on margin, so you see exactly what a position earns. The rollover endpoint returns the daily, weekly and monthly swap — positive when you receive carry, negative when you pay it — the number a broker debits or credits each night. The breakeven endpoint returns how far the spot rate can move against the position before the carry is wiped out: the cushion the carry buys you, and the break-even spot level. This is an interest-rate and carry engine, distinct from pip and lot calculators and price tools: it turns two yields, leverage and time into the income and the risk cushion of a carry trade. The carry trade is one of the most-used FX strategies (think funding in yen to hold a higher-yielding currency), and these are the numbers behind it. Computed locally and deterministically, so it is instant and private. Ideal for FX dashboards, strategy back-tests, position sizers and trading tools. Rates are annual percentages (5.5 = 5.5%). Live, nothing stored. 3 compute endpoints. For live policy rates feed them in from a central-bank or rates API.

Uptime

100.0%

Latency

102ms

Subs

4,590

Live spot market data from WhiteBIT, one of the largest global crypto exchanges by spot volume and a major European venue, served straight from its public v4 API with no key and nothing cached. The ticker endpoint returns a market's last price, 24-hour percentage change and base and quote volume. The tickers endpoint returns every spot market for a quote currency ranked by 24-hour quote volume, so one call surfaces the most-traded pairs on the venue. The markets endpoint lists the tradable spot pairs with their base/quote precision, minimum and maximum order size and maker/taker fees. The book endpoint returns live order-book depth — every bid and ask level with price and amount, plus the best bid/ask and the spread. Everything is read live from WhiteBIT on each request, nothing stored; perpetual contracts are excluded so you get clean spot data. A distinct global venue, separate from the other exchange feeds on the marketplace. Ideal for trading bots, price tickers, arbitrage scanners, portfolio trackers and market dashboards. Live, no key. 4 spot endpoints. For perpetuals or candles use a derivatives or OHLC API.

Uptime

100.0%

Latency

148ms

Subs

3,469

Live mean-variance (Markowitz) portfolio optimisation that quants and allocators run across a basket of assets, computed on demand from the price series you pass in — no key, no cache, nothing stored. The optimize endpoint returns the two cornerstone portfolios: the minimum-variance portfolio and the maximum-Sharpe (tangency) portfolio, each with its optimal weights, expected return, volatility and Sharpe ratio. The frontier endpoint traces the efficient frontier — a set of optimal risk/return points and the weights that achieve them — so you can plot the whole risk/return curve. The stats endpoint returns the per-asset annualised return and volatility plus the full correlation and covariance matrices, the raw material behind the optimisation. It exploits diversification: by combining assets with low or negative correlation the optimiser finds a portfolio whose volatility is lower than any single holding. Works for any basket — stocks, funds, ETFs, crypto, FX or commodities. This is a multi-asset allocation engine, fundamentally different from single-asset risk and CAPM tools: it answers how to weight several assets together, not how one behaves. Weights can be negative, representing a short leg, as in classic unconstrained Markowitz. Computed locally and deterministically, so it is instant and private. Ideal for robo-advisors, portfolio dashboards, asset-allocation research and back-tests. Rates are fractions (0.02 = 2%). Live, nothing stored. 3 compute endpoints. For single-asset Sharpe/drawdown use a risk-metrics API; for beta use a CAPM API.

Uptime

100.0%

Latency

96ms

Subs

4,857

Live ranking and directory of crypto derivatives venues — the platforms that run perpetual and futures markets — served from the public CoinGecko feed with no key and nothing cached. This is a venue-level view of the derivatives market, distinct from spot-exchange directories, per-contract open-interest feeds and single-exchange tickers: it ranks the derivatives platforms themselves. The exchanges endpoint returns the venues ranked by open interest (or by 24-hour volume), each with its open interest in BTC, 24-hour derivatives volume in BTC, the number of perpetual and futures pairs it lists, its country and the year it was established — so one call tells you who the biggest derivatives venues are and how concentrated open interest is. The exchange endpoint returns a single venue's full profile by id. The list endpoint returns every derivatives-exchange id and name for lookup and autocomplete. Everything is read live from CoinGecko on each request, nothing stored beyond a short protective cache. Ideal for derivatives dashboards, open-interest and market-structure analytics, venue comparison and trading tools. Live, no key. 3 endpoints. For per-contract funding and open-interest history use a derivatives or open-interest API.

Uptime

100.0%

Latency

213ms

Subs

3,020

Live capital-asset-pricing-model and systematic-risk analytics that quants and portfolio managers run on an asset against a market benchmark, computed on demand from the two series you pass in — no key, no cache, nothing stored. The beta endpoint regresses an asset's returns on the market's and returns the beta, the alpha (per period and annualised), the correlation and the R-squared, so you see how strongly the asset tracks the market and how much it amplifies it. The capm endpoint returns the CAPM expected return — risk-free rate plus beta times the market risk premium — and Jensen's alpha, the excess over what beta says the asset should earn; it also has a direct mode where you pass beta, market return and risk-free rate with no series. The treynor endpoint returns the Treynor ratio, the reward per unit of systematic (market) risk. This measures risk relative to a market — systematic risk — which is fundamentally different from single-series total-risk tools: it needs two series and answers how an asset moves with, and is priced against, the market. Works for any asset against any benchmark: stocks, funds, crypto, FX or a whole portfolio. Computed locally and deterministically, so it is instant and private. Ideal for portfolio analytics, factor and risk dashboards, fund fact-sheets and back-tests. Rates are fractions (0.02 = 2%). Live, nothing stored. 3 compute endpoints. For single-series Sharpe/volatility/drawdown use a risk-metrics API.

Uptime

100.0%

Latency

88ms

Subs

3,308

Live spot market data from the Crypto.com Exchange, one of the largest global retail crypto venues and the heart of the CRO ecosystem, served straight from its public API with no key and nothing cached. The ticker endpoint returns a market's last price, best bid and ask, the spread, 24-hour high and low, 24-hour change and base and quote volume. The tickers endpoint returns every spot market for a quote currency ranked by 24-hour quote volume, so one call gives you the most-traded pairs on the venue. The instruments endpoint lists the tradable spot pairs with their price and quantity tick sizes and decimal precision. The book endpoint returns live order-book depth — every bid and ask level with price, amount and order count, plus the best bid/ask and spread. Everything is read live from Crypto.com on each request, nothing stored; perpetual contracts are excluded so you get clean spot data. A distinct global venue, separate from the other exchange feeds on the marketplace. Ideal for trading bots, price tickers, arbitrage scanners, portfolio trackers and market dashboards. Live, no key. 4 spot endpoints. For perpetuals or candles use a derivatives or OHLC API.

Uptime

100.0%

Latency

475ms

Subs

4,797

Live cross-rate, triangular-arbitrage and conversion-path maths that FX desks and trading bots run on a set of quoted rates, computed on demand from the legs you pass in — no key, no cache, nothing stored. The cross endpoint chains two pairs that share a currency into the implied third rate (EUR/USD x USD/JPY gives EUR/JPY) and, if you supply the quoted cross, returns the discrepancy in basis points and whether it is arbitrageable. The triangular endpoint takes a closed loop of three rates and detects a triangular-arbitrage opportunity — the cycle product, the profit in percent, the winning direction (forward or reverse) and the payout on a notional. The chain endpoint converts an amount along a path of pairs and returns the amount at every hop with the effective rate. Each leg is written FROMTO:rate, meaning one unit of FROM buys that many of TO (e.g. EURUSD:1.08). This is an FX cross-rate and arbitrage engine that reasons across several pairs at once, distinct from pip/lot calculators and single-pair converters. Computed locally and deterministically, so it is instant and private. Ideal for FX arbitrage scanners, multi-currency pricing, treasury routing and trading dashboards. Live, nothing stored. 3 compute endpoints. For live quotes feed in rates from an FX or exchange API.

Uptime

100.0%

Latency

91ms

Subs

4,504

What the crypto market is searching for right now, served live from the public CoinGecko trending feed with no key. This is hype and attention data — distinct from market-cap rankings, exchange tickers and DeFi feeds — surfacing the coins, NFT collections and categories with the biggest spike in search interest over the last 24 hours. The coins endpoint returns the trending coins ranked by search popularity, each with its live USD price, 24-hour change, market cap, 24-hour volume, market-cap rank and BTC price. The nfts endpoint returns the trending NFT collections with floor price (native and display), 24-hour floor change and 24-hour volume. The categories endpoint returns the trending narratives and sectors with market cap, volume and 24-hour change. Trending means ranked by CoinGecko search popularity, so rank 1 is the single most-searched asset of the moment — exactly the signal traders, bots and dashboards use to catch a move early. Read live from CoinGecko, nothing stored beyond a short protective cache. Ideal for crypto dashboards, trading bots, sentiment and hype trackers, and discovery feeds. Live, no key. 3 trending endpoints. For full price history use an OHLC or exchange API.

Uptime

100.0%

Latency

116ms

Subs

4,111

Live VWAP (volume-weighted average price) and execution-benchmark analytics that trading desks and algos run to judge a fill, computed on demand from the OHLCV candles you pass in — no key, no cache, nothing stored. The vwap endpoint returns the session VWAP, its cumulative curve and where the last price sits relative to it (above, below or at VWAP), using the typical price (high+low+close)/3 weighted by volume. The anchored endpoint returns the VWAP measured from a chosen bar — an anchored VWAP from a swing high, a session open or a news event. The benchmark endpoint scores an execution price against both VWAP and TWAP (time-weighted average price): the slippage in basis points and whether the fill beat the benchmark, separately for a buy or a sell. Works for any market — forex, equities, crypto or commodities — because you supply the candles. This is an execution-analytics engine: it turns price and volume into the benchmark a trader's fill is measured against, distinct from indicator and pattern tools. Computed locally and deterministically, so it is instant and private. Ideal for execution-quality (TCA) reporting, algo-trading back-tests, broker fill analysis and trading dashboards. VWAP uses the typical price (H+L+C)/3. Live, nothing stored. 3 compute endpoints. For raw price feeds use an exchange or FX API.

Uptime

100.0%

Latency

88ms

Subs

3,544

Live spot market data from Bitvavo, the largest retail crypto exchange in the Netherlands and one of the highest-volume euro venues in Europe — served straight from its public API, no key, nothing cached. Get a market's last price, best bid/ask, 24h high/low, open, 24h change and base/quote volume (in euro, USDT or Bitcoin); rank every market for a quote currency by 24h quote volume; list trading pairs with status, order limits and precision; and read live market depth. A distinct European / euro venue, separate from other exchange feeds. Markets are BASE-QUOTE (e.g. BTC-EUR).

Uptime

100.0%

Latency

175ms

Subs

4,983

Live dollar-cost-averaging analytics that investors run to see how periodic buying plays out — computed on demand from the price series you pass in, no key, nothing cached. Get the outcome of investing a fixed amount each period (total invested, units accumulated, average cost, current value, profit and ROI) with a lump-sum comparison; the per-period breakdown; and a ranking of dollar-cost averaging against lump-sum, best-case and worst-case timing. Works for any market — stocks, crypto, ETFs or forex. A dollar-cost-averaging engine, distinct from compound-interest and return-analysis tools: it turns a price path and a contribution into the cost basis and outcome of buying over time.

Uptime

100.0%

Latency

86ms

Subs

3,103

Live spot market data from BTCTurk, Turkey's largest and oldest crypto exchange and one of the highest-volume venues for the Turkish lira — served straight from its public API, no key, nothing cached. Get a pair's last price, best bid/ask, 24h high/low, open, average and 24h change (in Turkish lira, USDT or Bitcoin); rank every pair for a quote currency by 24h volume; and read live market depth with the best bid/ask and spread. A distinct Turkish venue with lira pricing, separate from other exchange feeds. Pairs are NUMERATOR+DENOMINATOR (e.g. BTCTRY).

Uptime

100.0%

Latency

163ms

Subs

3,663

Live Monte-Carlo simulation of a trading strategy's outcome that traders run to judge an edge — computed on demand and reproducibly, no key, nothing cached. Run a sequence of trades many times from a win rate, reward-to-risk payoff and risk-per-trade, and get the distribution of final equity, the probability of profit, the probability of ruin and the drawdown distribution; get the modelled chance of blowing up the account; or get the analytical edge — expectancy per trade, breakeven win rate and profit factor. Every run is seeded, so the same inputs always give the same numbers. A strategy-outcome engine, distinct from position-sizing tools and price simulators: it turns an edge into the equity, drawdown and ruin a strategy faces.

Uptime

100.0%

Latency

143ms

Subs

4,663

Live spot market data from Mercado Bitcoin, Brazil's largest and oldest crypto exchange — served straight from its public API, no key, nothing cached. Get a pair's last price, buy/sell, 24h high/low, open and 24h change (in Brazilian real); read live market depth with the best bid/ask and spread; and list 1,300+ trading pairs. A distinct Brazilian / Latin-American venue with real pricing, separate from other exchange feeds. Pairs are BASE-QUOTE (e.g. BTC-BRL).

Uptime

100.0%

Latency

338ms

Subs

4,454

Live trading hours and open/closed status for the world's major stock exchanges, computed on demand from the current time in each exchange's own time zone — no key, nothing cached. Find whether one exchange is trading right now, its local time, regular hours, lunch break and the minutes until it next opens or closes; get the live status of every covered exchange; or list only the exchanges trading right now. Daylight-saving is handled automatically. A market-clock layer — distinct from FX-session and exchange-registry tools: for 17 stock exchanges (NYSE, Nasdaq, LSE, Euronext, Xetra, TSE, HKEX, SSE and more) it answers "is this market open and when does it change?". Note: public holidays are not accounted for.

Uptime

100.0%

Latency

97ms

Subs

3,313

Live spot market data from bitFlyer, one of Japan's largest and longest-running crypto exchanges — served straight from its public API, no key, nothing cached. Get a product's last traded price, best bid/ask, 24h volume and order-book depth (in Japanese yen); read the live order book with the mid price and top bids and asks; and list bitFlyer's spot and FX products. A distinct Japanese venue with yen pricing, separate from other exchange feeds. Products are BASE_QUOTE (e.g. BTC_JPY).

Uptime

100.0%

Latency

306ms

Subs

3,997

Live conversion of OHLC candles into the alternative chart types traders use to filter noise — computed on demand, no key, nothing cached. Convert candles to Heikin-Ashi (which smooths price action and clarifies trend); build Renko bricks from a price series and a brick size (stripping out time and small moves); and produce a Three Line Break chart (which only prints a new line on a confirmed move). Each carries the latest trend direction. Works for any market — forex, stocks, crypto or commodities. A chart-transformation engine, distinct from pattern-detection and indicator tools: it turns ordinary candles into the trend-clarifying chart types a discretionary trader reads.

Uptime

100.0%

Latency

212ms

Subs

4,686