CandleFeed

OHLCV candles (intervals 1m 5m 15m 1h 4h 1d). Free keys get BTC, ETH, SOL, XRP and DOGE on Binance for the last 30 days; other venues need Advanced. Max 5,000 rows per call. Rows are oldest first. Without start you get the newest `limit` rows up to a fixed end (end, or now, sent to the API) from a window that is `limit` intervals long, starting on a bucket boundary (whole buckets within 30 days on Free); with start, the first `limit` rows from start. The result's `window` and `note` say which range was used.

Funding rate settlements per exchange (funding_rate, mark_price). Free on the five free symbols for 30 days. Max 5,000 rows per call. Rows are oldest first. Without start you get the newest `limit` rows up to a fixed end (end, or now, sent to the API) from a window that is `limit` x 8 h long (x 1 h on Hyperliquid, clipped to 30 days on Free); with start, the first `limit` rows from start. The result's `window` and `note` say which range was used.

Rebuilt order book at a moment (ISO 8601 UTC, e.g. 2026-09-01T13:05:00Z): top `levels` bids and asks as [price, qty], best bid/ask, mid, spread in bps, and the snapshot it was anchored on. The day must be downloaded first with l2_download_day.

Which order book ("book") and tick-trade ("trades") days are published, per symbol: first and last day, day count, and unpublished days in between with the reason. Public, no key needed.

Resting size within each `bps` band of the mid (default [10, 50]) at a moment, per side, in the base asset and in USDT, each band flagged complete or not. window_minutes > 0 adds mean/min/max of that depth over complete one-second samples, with their count. Depth outside the anchor snapshot's known price window is partial: report completeness per band and exclude incomplete samples from full-depth statistics. The day must be downloaded first.

Download one UTC day of Binance USD-M L2 files (dataset "book": 24 hourly diff files plus the day's REST snapshots; "trades": tick trades) into the local cache, checking every file's size and SHA-256. Files already cached with a matching hash are skipped. The 1st of each month is free on every plan; other days need Pro. Uses CANDLEFEED_API_KEY; without it, only the public no-account sample days can be downloaded.

The public gap log: every stretch on a published day that none of the three capture nodes recorded, with times, size and the reason. Dates are YYYY-MM-DD. Public, no key needed.

Bid-ask spread statistics for a downloaded day (or an ISO start/end window inside it), sampled every `freq` (100ms to 5min): mean, median, p95 and max spread in bps, the mid range, and the biggest 1-minute mid move. series_points > 0 adds an evenly thinned series (max 500 points).

Liquidations bucketed by interval (1m 5m 15m 1h 4h 1d), or tick rows when interval is null. side (the filter), position_side and long/short_liq_usd mean the liquidated position on every exchange. A tick row's side is the exchange's raw value: sell = long liquidated on Binance, Huobi and Hyperliquid, buy = long liquidated on Bybit, long/short on OKX. Builder plan and up. Max 5,000 rows per call. Rows are oldest first. Without start you get the newest `limit` rows up to a fixed end (end, or now, sent to the API) from a window that is `limit` intervals long (24 h for tick rows); with start, the first `limit` rows from start. The result's `window` and `note` say which range was used. Hyperliquid liquidations start 2026-05-28 (node fill data, rebuilt 10 October 2026) and usually lag 3 to 4 hours, longer if Hyperliquid's S3 uploads stall. A dataset that's switched off returns the error code dataset_paused. On Hyperliquid a row sums the liquidated fills sharing a time, side and price: count is rows, not fills.

Open interest in contracts and USD (intervals 5m 15m 1h 4h 1d). Builder plan and up. Max 5,000 rows per call. Rows are oldest first. Without start you get the newest `limit` rows up to a fixed end (end, or now, sent to the API) from a window that is `limit` intervals long; with start, the first `limit` rows from start. The result's `window` and `note` say which range was used.