{"uid":"cap_mvt2P0_yn9Fx3VvI1i2kF","slug":"laevitas-historical-derivatives-dynamic-volume-snapshot-7ed2b846","name":"Laevitas Historical Derivatives Dynamic Volume Snapshot","description":"Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics.\n\n## Authentication\n\nUse an API key for authenticated REST requests:\n\n```http\nX-API-Key: your-api-key-here\n```\n\nData and history endpoints also accept x402 without an API key: 1, 5 or 10 credits ($0.001 each) for data up to 1 year, 1–3 years or older.\n\n**Subscriptions with USDC:** Premium and Enterprise can be purchased on Base or Solana for a month, a quarter, six months or a year. Access is prepaid, with no automatic renewal. [Buy a subscription](https://v3.laevitas.ch/profile/subscription/wallet) or read the [USDC subscription guide](/x402#subscriptions).\n\nThe subscription belongs to your signed-in Laevitas account; wallet sign-in does not require an email. Enterprise users generate an API key in V3 after activation. Plan and billing-period limits still apply. Subscription purchases are separate from API credit bundles.\n\nFor Claude MCP, add `https://apiv2.laevitas.ch/api/v1/mcp`, select **Sign in now → Register automatically**\nwith no custom headers, and authorize with your API key on the Laevitas page.\nDo not enter a client ID or secret manually. All OAuth clients require PKCE S256.\nConnection guide: [MCP setup](/mcp). CIMD / published client identity is not supported.\n\n| Resource | Path |\n| --- | --- |\n| OpenAPI JSON | `GET /openapi.json` |\n| x402 discovery | `GET /.well-known/x402` |\n| Changelog | `GET /api/v1/changelog` |\n| WebSocket docs | `GET /websocket` |\n\n## REST Surfaces\n\n| Surface | Examples |\n| --- | --- |\n| Instruments | Cross-market contract reference data |\n| Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry |\n| Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations |\n| Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX |\n| Options Backtests | Strategy templates, asynchronous submission, status, combined results, cancellation |\n| Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk |\n| Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots |\n| Predictions | Polymarket instruments, categories, trades, ticker history |\n| Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books |\n| Analytics | Realized volatility and derived metrics |\n\n## Pagination\n\nBacktests are asynchronous jobs, not paginated market-data queries. Start with\n`GET /api/v1/options/backtests/strategies`, submit with `POST /api/v1/options/backtests`,\nthen poll `/{id}` and retrieve `/{id}/result`. These responses have no data/meta wrapper.\n\nPaginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page.\n\n## WebSocket Streaming\n\nReal-time streams are documented at `/websocket`.\n\n| Data | Channel pattern |\n| --- | --- |\n| Trades | `trades.{market}.{exchange}.{instrument}` |\n| OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` |\n| OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` |\n\nVariables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`.\n\n## Quick Start\n\n```bash\ncurl \"https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL\" \\\n  -H \"X-API-Key: your-api-key-here\"\n```","url":"https://apiv2.laevitas.ch/api/v1/historical/derivs/dynamic_volume_snapshot/%7Bmarket%7D/%7Bcurrency%7D?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","required":["start"],"properties":{"end":{"type":"string","description":"Inclusive. Date-only includes the full UTC day. Archive end is clamped to now."},"page":{"type":"integer","description":"Timestamp-slot page, not an instrument-row page."},"limit":{"type":"integer","description":"Maximum selected snapshot timestamps, not instrument rows."},"start":{"type":"string","description":"Legacy ISO/date-only or 10/13-digit epoch."},"granularity":{"enum":["1m","5m","15m","30m","1h","2h","4h","6h","12h","1d"],"type":"string","description":"Default 1m. Sampling, not OHLC aggregation; archive grids start at the requested minute."}}},"responseSchema":{"type":"object","required":["meta","items"],"properties":{"meta":{"type":"object","required":["total","items"],"properties":{"page":{"type":"integer","maximum":9007199254740991,"minimum":0,"exclusiveMinimum":true},"items":{"type":"integer","maximum":9007199254740991,"minimum":0},"limit":{"type":"integer","maximum":9007199254740991,"minimum":0,"exclusiveMinimum":true},"total":{"type":"integer","maximum":9007199254740991,"minimum":0},"total_pages":{"type":"integer","maximum":9007199254740991,"minimum":0,"nullable":true}},"additionalProperties":false},"items":{"type":"array","items":{"type":"object","required":["date","instrument_name","mark_price","bid","bid_amount","ask","ask_amount","volume","volume_usd","open_interest","underlyer_spot","basis","next_fr","fr"],"properties":{"fr":{"type":"number","nullable":true,"description":"Retained funding-rate observation under the archived source convention. The retained-history guide documents percentage points (0.01 means 0.01%); that convention is not verified for archived snapshots. Not a funding payment."},"ask":{"type":"number","nullable":true,"description":"Retained best ask price in the contract quotation convention; not ask size. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation."},"bid":{"type":"number","nullable":true,"description":"Retained best bid price in the contract quotation convention; not bid size. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation."},"date":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Snapshot timestamp in Unix milliseconds, UTC. Multiple instruments share a timestamp; archive slots are not necessarily the original publication time."},"basis":{"type":"number","nullable":true,"description":"Retained futures/perpetual basis under the source convention. Not funding paid; no percentage/fraction conversion is added by this reader. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation."},"volume":{"type":"number","nullable":true,"description":"Trade-derived volume over the requested resolution ending at this minute, in base-asset units, rounded to three decimals. Not the venue-reported rolling 24-hour volume."},"next_fr":{"type":"number","nullable":true,"description":"Retained next funding-rate estimate under the archived source convention (documented elsewhere as percentage points, not verified for archives). Not the next settlement timestamp or a guaranteed payment."},"datetime":{"type":"string","nullable":true,"description":"Optional legacy timestamp text from the archive; date is the pagination timestamp in Unix milliseconds. Text may omit a timezone suffix."},"underlyer":{"type":"string","nullable":true,"description":"Legacy underlying label, typically BTC_USD; not a guarantee of the option premium or settlement currency."},"ask_amount":{"type":"number","nullable":true,"description":"Retained displayed quantity at the best ask, in source quantity units. Not depth beyond level 1 or a fill guarantee. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation."},"bid_amount":{"type":"number","nullable":true,"description":"Retained displayed quantity at the best bid, in source quantity units. Not depth beyond level 1 or a fill guarantee. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation."},"mark_price":{"type":"number","nullable":true,"description":"Retained derivative reference/mark price in the source price convention; not an option premium or OHLC candle. A stored 0 is returned as null, except in post-2024-11-01 perpetual archive rows, where 0 is kept."},"volume_usd":{"type":"number","nullable":true,"description":"Trade-derived volume over the requested resolution ending at this minute, in USD, rounded to three decimals."},"open_interest":{"type":"number","nullable":true,"description":"Retained open interest under the archived source convention. Derivative instrument history documents USD-equivalent open interest; that unit is not verified for archived snapshots, so check before combining them. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation."},"underlyer_spot":{"type":"number","nullable":true,"description":"Retained derivative spot/index reference price, in its reference quote currency. Archived snapshots return a stored null or empty value as 0 and an absent value as null; a zero is not proof of a zero observation."},"instrument_name":{"type":"string","description":"Retained venue-specific instrument identifier; preserve spelling and separators."}},"additionalProperties":false}}},"additionalProperties":false},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.1","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","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":"$0.1/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_0iVyilkzeIL1kqwEQ3cg6","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.1","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Retrieves historical snapshots of dynamic volume data (mark price, bid/ask, open interest, funding rate, basis) for crypto derivatives instruments across a market and currency pair over a specified time range.","exampleAgentPrompt":"Pull historical derivatives dynamic volume snapshots for BTC on Deribit starting from January 1, 2024 through March 31, 2024, using hourly granularity, and give me the first page of results.","exampleUseCases":[{"title":"Funding rate backtest for perpetuals","prompt":"I need historical funding rate and open interest snapshots for ETH perpetuals on Binance from July 1 2023 to December 31 2023, sampled every 4 hours — grab the first 100 timestamp slots so I can backtest a funding arbitrage strategy."},{"title":"Basis analysis for expiring futures","prompt":"Can you get me daily historical basis and mark price snapshots for BTC futures on Deribit from October 1 2024 to January 31 2025? I want to study how the basis collapses near expiry."},{"title":"Open interest monitoring for risk dashboard","prompt":"Fetch the last 30 days of hourly open interest and volume snapshots for SOL derivatives on OKX — I'm building a risk dashboard and need the full time series starting from November 1 2024."}],"resultDescription":"Returns a paginated object containing metadata (total snapshots, page info, limit) and an array of instrument-level snapshot items. Each item includes the snapshot Unix timestamp (ms), instrument name, mark price, best bid/ask prices and sizes, volume in native and USD, open interest, underlyer spot price, futures basis, current and next funding rate — all stored under the original source convention with nulls for absent values.","failureModes":["Missing required 'start' parameter returns a 400 validation error","Invalid market or currency path parameter returns 404 or empty result set","Requesting data older than 3 years without sufficient x402 credits returns a payment-required or access error","Granularity mismatch with archive grid may cause gaps in returned timestamps","Page number beyond total_pages returns empty items array","Rate limiting or quota exhaustion returns a 429 or 402 error"],"whenToPreferThis":"Choose this endpoint when you need historical time-series snapshots of derivatives instrument-level data (mark price, bid/ask, OI, funding rate, basis) for a specific market and currency with controllable time granularity. It is ideal for backtesting, quantitative research, risk dashboards, and funding rate analysis. Prefer it over live/streaming endpoints when you need archived data going back months or years, and over aggregated endpoints when you need per-instrument granularity at each snapshot timestamp.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-31T18:42:13.171Z","isFirstParty":false,"canonicalSlug":"laevitas-historical-derivatives-dynamic-volume-snapshot-7ed2b846"}