{"uid":"cap_blZ0kzaNl9-ciNDQ8TocP","slug":"api-dripmetrics-ai-c7aab742","name":"DripMetrics VPIN (Volume-Synchronized Probability of Informed Trading)","description":"DripMetricsAI (https://dripmetrics.ai/) provides on-demand crypto market microstructure metrics, Hyperliquid candle metrics, Polymarket diagnostics, and on-chain DefiLlama metrics for agents, dashboards, and trading workflows.","url":"https://api.dripmetrics.ai/metrics/vpin?utm_source=zero.xyz","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET"],"type":"string"},"queryParams":{"type":"object","required":["pair","exchange","window"],"properties":{"pair":{"type":"string","description":"Exchange-native trading pair symbol such as BTCUSDT, ETH-USD, BTC, or xyz:TSLA."},"window":{"enum":["30m","1h","2h","3h"],"type":"string","description":"Lookback window. Hyperliquid supports 30m and 1h; 2h and 3h are currently BTCUSDT/BTC-USD only."},"exchange":{"enum":["binance","coinbase","hyperliquid"],"type":"string","description":"Exchange adapter to source recent trades from."}},"additionalProperties":false}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object","required":["metric","pair","exchange","window","value","computedAt","tradeCount","firstTradeTime","lastTradeTime","coverage"],"properties":{"pair":{"type":"string"},"value":{"type":"number"},"metric":{"type":"string"},"window":{"enum":["30m","1h","2h","3h"],"type":"string"},"coverage":{"type":"object","required":["requestedWindowMinutes","effectiveWindowMinutes","coverageRatio","partialData","completeFetch","errorMessage"],"properties":{"partialData":{"type":"boolean"},"errorMessage":{"type":["string","null"]},"completeFetch":{"type":"boolean"},"coverageRatio":{"type":"number","maximum":1,"minimum":0},"effectiveWindowMinutes":{"type":"number","minimum":0},"requestedWindowMinutes":{"type":"number","minimum":0}},"additionalProperties":false},"exchange":{"enum":["binance","coinbase","hyperliquid"],"type":"string"},"components":{"type":"object","required":["buckets","bucketSize","meanImbalance","totalVolume","tradeCount","minimumTradeCount","targetBuckets","buyTrades","sellTrades","buyVolume","sellVolume","oneSidedBuckets","minimumTradeContributionsPerBucket","meanTradeContributionsPerBucket","estimatedNullVpin","excessVpin"],"properties":{"buckets":{"type":"integer"},"buyTrades":{"type":"integer"},"buyVolume":{"type":"number"},"bucketSize":{"type":"number"},"excessVpin":{"type":"number","description":"Raw VPIN minus estimatedNullVpin; this signed value is not clamped at zero. Raw VPIN is sample-size dependent and comparable only within the same market and window, so use excessVpin and the bucket-density fields for broader comparisons."},"sellTrades":{"type":"integer"},"sellVolume":{"type":"number"},"tradeCount":{"type":"integer"},"totalVolume":{"type":"number"},"meanImbalance":{"type":"number"},"targetBuckets":{"type":"integer"},"oneSidedBuckets":{"type":"integer"},"estimatedNullVpin":{"type":"number","description":"Approximate finite-sample VPIN baseline under independent, equally likely buy/sell signs."},"minimumTradeCount":{"type":"integer"},"meanTradeContributionsPerBucket":{"type":"number"},"minimumTradeContributionsPerBucket":{"type":"integer"}},"additionalProperties":false},"computedAt":{"type":"string","format":"date-time"},"tradeCount":{"type":"integer","minimum":1},"lastTradeTime":{"type":"string","format":"date-time"},"firstTradeTime":{"type":"string","format":"date-time"},"benchmarkCoverage":{"type":"object","required":["requestedWindowMinutes","effectiveWindowMinutes","coverageRatio","partialData","completeFetch","errorMessage"],"properties":{"partialData":{"type":"boolean"},"errorMessage":{"type":["string","null"]},"completeFetch":{"type":"boolean"},"coverageRatio":{"type":"number","maximum":1,"minimum":0},"effectiveWindowMinutes":{"type":"number","minimum":0},"requestedWindowMinutes":{"type":"number","minimum":0}},"additionalProperties":false}},"additionalProperties":false}}}}},"responseSchema":{"type":"json","example":{"pair":"BTC-USD","value":0.18624412,"metric":"vpin","window":"30m","coverage":{"partialData":false,"errorMessage":null,"completeFetch":true,"coverageRatio":1,"effectiveWindowMinutes":30,"requestedWindowMinutes":30},"exchange":"coinbase","components":{"buckets":20,"bucketSize":12.842913,"totalVolume":256.85826,"meanImbalance":2.392118},"computedAt":"2026-05-23T14:00:00.000Z","tradeCount":428,"lastTradeTime":"2026-05-23T13:59:58.000Z","firstTradeTime":"2026-05-23T13:00:02.000Z"}},"example":{"request":{"input":{"type":"http","method":"GET","queryParams":{"pair":"BTCUSDT","window":"1h","exchange":"binance"}}},"response":{"pair":"BTCUSDT","value":0.32208094,"metric":"vpin","window":"1h","exchange":"binance","components":{"buckets":20,"bucketSize":8.160213,"totalVolume":163.20426,"meanImbalance":2.628249},"computedAt":"2026-05-25T04:33:47.113Z","tradeCount":15970,"lastTradeTime":"2026-05-25T04:33:46.862Z","firstTradeTime":"2026-05-25T03:33:47.919Z"}},"exampleRequest":{"pair":"BTCUSDT","window":"1h","exchange":"binance"},"tags":["x402"],"displayCostAmount":"0.05","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"settled","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.05/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_UoDatdMM8cL-uO5DcF4DD","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.05","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes VPIN, a measure of the probability of informed trading, for a specified crypto trading pair and exchange over a recent lookback window.","exampleAgentPrompt":"What's the current VPIN for BTCUSDT on Binance over the last 1 hour — I want to know how much informed trading activity is happening right now.","exampleUseCases":null,"resultDescription":"Returns a JSON object with the VPIN scalar value (0–1 probability), the trading pair, exchange, window, computation timestamp, trade count, first and last trade timestamps, and breakdown components (bucket count, bucket size, total volume, mean imbalance).","failureModes":["Unsupported exchange name returns an error (only 'binance' or 'coinbase' accepted)","Unsupported window value returns an error (only '30m' or '1h' accepted)","Invalid or unrecognized pair symbol returns an error or empty result","Insufficient trade data in the window may result in a low tradeCount or computation error","Payment failure (x402) if USDC balance is insufficient blocks the request"],"whenToPreferThis":"Use this endpoint when you need a real-time, volume-clock-based informed trading probability signal for a specific crypto pair on Binance or Coinbase — particularly useful for detecting toxic order flow, assessing adverse selection risk before placing large orders, or building microstructure-aware trading strategies. Prefer this over simpler spread or volume metrics when you need a theoretically grounded, academically recognized measure of information asymmetry.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-10T06:40:17.929Z","isFirstParty":false,"canonicalSlug":"api-dripmetrics-ai-c7aab742"}