DripMetrics AI

value is percentage change in stablecoin supply over the requested window. Supported windows are 1d, 7d, 30d, and 90d.

Supply exactly one of chain or protocol. value is USD-denominated percentage TVL change over the requested window. For chain-level requests, components.nativeTvlMomentumPct adjusts TVL by the chain native token price, which helps separate actual liquidity growth from native-token price movement.

Supply protocol. value is annualized fee yield over a 7d, 30d, or 90d window.

Supply exactly one of chain or protocol. value is annualized turnover over a 7d, 30d, or 90d window.

Submit POST /metrics/portfolio/var with JSON. Use either weights plus portfolioValueUsd, or token quantities. Supported windows are 90d and 180d. Empirical VaR is only available for a 1d horizon; multi-day requests return normal VaR using square-root-of-time scaling.

{
  "value": {
    "empiricalVaRUsd": 6200,
    "empiricalVaRPct": 0.062,
    "normalVaRUsd": 5100,
    "normalVaRPct": 0.051
  },
  "components": {
    "observations": 364,
    "meanDailyReturn": 0.0011,
    "dailyVolatility": 0.041,
    "empiricalExpectedShortfallUsd": 8500,
    "normalZScore": -1.64485,
    "returnType": "log"
  }
}

Supply pair or coin for the target market. Optional benchmark defaults to xyz:SP500. The route preflights both candle series and returns before payment if there are not enough overlapping returns to compute a finite beta.

value is the VPIN score for the requested window. Higher values indicate more imbalanced buy and sell flow across equal-volume buckets, which can suggest more informed or one-sided trading pressure.

Reference: Easley, López de Prado, and O’Hara (2012), who extended the logic behind PIN to Volume-Synchronized PIN (VPIN).

{
  "components": {
    "buckets": 20,
    "bucketSize": 12.34,
    "meanImbalance": 1.82,
    "totalVolume": 617.0
  }
}

value is Kyle’s lambda, estimated here as the slope of the relationship between short-interval price changes and signed order flow. Higher absolute values indicate greater price impact per unit of net flow and therefore thinner liquidity.

Reference: Kyle (1985), which introduced lambda as a measure of market depth and price impact in continuous auctions.

{
  "components": {
    "alpha": 0.000001234567,
    "rSquared": 0.381204,
    "intervals": 29,
    "meanSignedOrderFlow": 4.287351,
    "lastPrice": 64218.55,
    "dollarsPer1Bp": 97580.21,
    "dollarsPer1Cent": 1524.88
  }
}

value is the asset’s beta relative to the benchmark pair on the same exchange, computed from aligned short-interval returns. Values above 1 indicate the asset tends to move more than the benchmark, while values below 1 indicate lower relative sensitivity.

{
  "components": {
    "correlation": 0.842311,
    "intervals": 29
  }
}

value is the Herfindahl-Hirschman Index of absolute signed order flow across short time buckets. Higher values mean order flow is concentrated in fewer bursts, while lower values mean order flow is distributed more evenly across the window.

{
  "components": {
    "intervals": 30,
    "nonZeroIntervals": 24,
    "totalAbsoluteSignedFlow": 418.273901,
    "effectiveIntervals": 7.612443,
    "maxShare": 0.284117
  }
}

value is the annualized standard deviation of short-interval log returns for the requested window.

{
  "components": {
    "intervalVolatility": 0.00128431,
    "intervals": 29,
    "intervalsPerYear": 525600
  }
}

value is net signed base volume over the window, with buys counted positively and sells negatively.

{
  "components": {
    "buyVolume": 412.81,
    "sellVolume": 388.22,
    "netDollarVolume": 1562404.55
  }
}

value is normalized net flow, computed as buy volume minus sell volume divided by total volume.

{
  "components": {
    "buyVolume": 412.81,
    "sellVolume": 388.22,
    "totalVolume": 801.03
  }
}

value is signed dollar flow across the window, where positive values indicate buy-side notional dominance.

{
  "components": {
    "totalDollarVolume": 3248801.22,
    "normalizedImbalance": 0.04127319
  }
}

value is trades per minute based on the observed elapsed time between the first and last trade.

{
  "components": {
    "tradeCount": 1842,
    "tradesPerSecond": 1.0214,
    "windowSeconds": 1802.4,
    "meanIntertradeSeconds": 0.9789
  }
}

value is mean base-asset size per trade across the window.

{
  "components": {
    "averageDollarSize": 1763.41,
    "tradeCount": 1842
  }
}

value is the share of dollar volume contributed by trades at or above the 90th percentile of trade notional.

{
  "components": {
    "thresholdDollarSize": 9821.44,
    "largeTradeCount": 183,
    "totalTradeCount": 1842,
    "largeVolumeShare": 0.41421873
  }
}

value is non-annualized realized volatility, computed as the square root of summed squared interval returns.

{
  "components": {
    "realizedVariance": 0.0001842314,
    "intervals": 29
  }
}

value is the average ratio of absolute return to dollar volume across short intervals. Higher values indicate lower liquidity.

{
  "components": {
    "intervals": 28
  }
}

value is the volume-weighted average execution price across all trades in the window.

{
  "components": {
    "totalVolume": 801.03,
    "totalDollarVolume": 3248801.22
  }
}

value is the relative deviation of the last observed trade price from the window VWAP.

{
  "components": {
    "vwap": 64212.88,
    "lastPrice": 64218.55,
    "basisPoints": 0.8831
  }
}

value is the log return from the first price in the window to the last price.

{
  "components": {
    "simpleReturn": 0.01248173,
    "firstPrice": 63426.44,
    "lastPrice": 64218.55
  }
}

value is the negative of window momentum, useful when a mean-reversion framing is preferred.

{
  "components": {
    "momentum": 0.01240445,
    "simpleReversal": -0.01248173
  }
}

value is the largest percentage drop from a running peak price to a subsequent trough inside the window.

{
  "components": {
    "peakPrice": 64502.11,
    "troughPrice": 63874.92
  }
}

value is the square root of average squared negative returns only, isolating downside variation.

{
  "components": {
    "intervals": 29,
    "downsideIntervals": 11
  }
}

value is correlation between the asset return series and the benchmark return series over aligned intervals.

{
  "components": {
    "intervals": 29
  }
}

value measures how unstable realized volatility is across overlapping rolling subwindows.

{
  "components": {
    "rollingWindow": 5,
    "observations": 25,
    "meanRollingVol": 0.00841233
  }
}

value is the absolute Roll spread proxy, computed as 2 * sqrt(abs(covariance)). The response reports mode: "absolute" because positive covariance is treated as an absolute spread proxy rather than a strict Roll estimator.

{
  "components": {
    "covariance": 2.583251,
    "absoluteCovariance": 2.583251,
    "intervals": 30,
    "observations": 28,
    "mode": "absolute",
    "strictRollDefined": false,
    "interpretation": "absolute_covariance_proxy"
  }
}

value measures how persistently one-sided inferred YES/NO pressure is after the requested flow is divided into equal-notional buckets. Higher values imply more toxic or imbalanced flow.

{
  "components": {
    "vpin": 0.92349,
    "buckets": 10,
    "configuredBuckets": 10,
    "bucketSize": 14.9,
    "meanImbalance": 13.76,
    "totalVolume": 149
  }
}

value estimates how strongly short-horizon price changes in the selected Polymarket token respond to signed notional flow for that same outcome side. Larger magnitudes imply more price impact per unit of flow.

{
  "components": {
    "lambda": 0.00169347,
    "alpha": -0.01128977,
    "rSquared": 0.997935,
    "intervals": 3,
    "meanSignedFlow": 6.666667,
    "totalAbsoluteFlow": 29,
    "selectedOutcome": "YES",
    "lastPrice": 0.5
  }
}

value is normalized net trading pressure for a Polymarket market. Positive values indicate more YES-side pressure, while negative values indicate more NO-side pressure.

{
  "components": {
    "imbalance": 0.134228,
    "yesVolume": 84.5,
    "noVolume": 64.5,
    "totalVolume": 149,
    "tradeCount": 4
  }
}

value is highest when YES and NO flow are balanced and falls toward zero as one side dominates the market.

{
  "components": {
    "twoSidedness": 0.865772,
    "yesVolume": 84.5,
    "noVolume": 64.5,
    "dominantOutcome": "YES"
  }
}

value is an HHI-style concentration score over wallet notional shares. Higher values mean a smaller set of wallets dominates recent flow.

{
  "components": {
    "totalVolume": 149,
    "hhi": 0.45856,
    "top1Share": 0.620805,
    "top5Share": 1,
    "uniqueWallets": 3
  }
}

value measures how much current flow comes from wallets that do not appear in the earlier API-visible lookback for the same market. This is request-bounded novelty, not full lifetime novelty.

{
  "components": {
    "noveltyShare": 0.379195,
    "novelWalletCount": 2,
    "totalWalletCount": 3,
    "novelVolume": 56.5,
    "totalVolume": 149
  }
}

value is a z-style shock score that compares the recent price move in a selected YES or NO token against recent realized volatility in that same token.

{
  "components": {
    "currentPrice": 0.65,
    "priorPrice": 0.55,
    "delta": 0.1,
    "realizedVol": 0.043589,
    "shockZ": 2.294157
  }
}

value measures how much of the total event-window move occurred before the effective event anchor. If newsTs is omitted, the endpoint uses the midpoint of the effective analysis window, so a default request scores the most recent hour. It is an information leakage / pre-news movement score, not an accusation of insider trading.

{
  "components": {
    "leakageScore": 0.5,
    "preMove": 0.1,
    "totalMove": 0.2,
    "preNewsVolumeShare": 0.384181,
    "preWindowVolume": 34,
    "postWindowVolume": 54.5
  }
}

value is ivAtm² − rvAnnualized² in annualized variance points, using the shortest-dated expiry more than two hours out. Positive means options are pricing more variance than the tape is realizing. components.carryRatio (realized over implied) and components.breakevenWindowMovePct (the move the window needs to pay for gamma) give the trader-facing reads of the same spread. Realized vol uses 1-minute log returns from the BTC trade cache, annualized on a 24/7 calendar.

value is realizedMovePct / impliedMovePct, where the implied move is the ATM straddle mark (converted from BTC to USD at the Deribit index) divided by the forward, and the realized move is the absolute log return between the first and last trade in the window. Values near 0 mean the move budget is intact; values near or above 1 mean the tape has already spent what the straddle implies.

value is rr25 − realizedSkew in annualized vol points. rr25 interpolates put and call IV at ±0.25 Black-76 delta on the expiry nearest seven days out; realizedSkew is annualized downside semivol minus upside semivol from 1-minute returns on the trade tape. Positive means options are pricing more crash risk than the tape is exhibiting.

value is total net USD gamma exposure per 1% spot move under the stated dealers-long-calls-short-puts convention. components.profile lists the largest strikes by gross exposure, components.gammaFlipLevel is the spot level where net gamma changes sign (scanned ±15%), and components.grossTotalGexUsdPer1Pct is the assumption-free concentration read. Crypto has no dealer-positioning data, so the sign convention is reported explicitly rather than assumed silently.

Submit POST /options/spread-greeks with a JSON body containing up to six legs of { instrument, qty } (negative qty = short). The response nets delta, gamma, vega, and theta across legs on a consistent USD-forward basis, returns per-leg detail, and includes a scenarioGrid repricing the spread over spot moves of ±10% and vol shifts of ±10 points. Unknown instruments and malformed legs return 400 before payment.

value is the spread in basis points of mid price: (bestAsk − bestBid) / midPrice × 10000. components carries the raw best bid/ask price and size plus the absolute spread. No parameters are required.

value weights each side's price by the opposite side's size, so heavier resting size on one side pulls the price toward the other side — the standard microprice convention. components.skew is the microprice minus the naive midpoint, signed. No parameters are required.

value is (bidVolume − askVolume) / (bidVolume + askVolume) summed over the top depthLevels per side (default 10, max 50). Positive means bid-heavy. If the fetched book has fewer levels than requested, the response still charges and flags components.levelsLimited rather than failing — it's still a valid, conservative reading.

value is total bid-plus-ask volume within bpsDistance basis points of mid price on both sides (default 50, max 2000). components breaks out each side's volume and USD notional and flags bookExhaustedBid / bookExhaustedAsk if the fetched book's edge is still inside the requested band, meaning the true depth extends further than what was fetched.

value is a Herfindahl index (sum of squared volume shares) pooled across both sides' top depthLevels (default 10, max 50) — higher means volume is concentrated in a few levels, a thinner and more fragile book. components.bidHHI and askHHI break out each side separately.

Requires side (buy or sell) and exactly one of sizeBtc or notionalUsd. The calculator walks asks (for a buy) or bids (for a sell) level by level and returns the volume-weighted average fill price, filled quantity and notional, and slippage versus top-of-book in value (bps) and components.slippageUsd. If the requested size exceeds the fetched book depth, the request fails with 422 before payment rather than returning a partial, misleading fill.

Bundles all six other orderbook metrics computed from a single Binance book fetch, keyed under components. All parameters are optional and default the same way as the individual endpoints (notionalUsd defaults to $10,000 on the buy side for the execution-impact leg). value is null — there's no single headline number for a six-metric bundle. If the execution-impact leg can't be filled within the fetched depth, the whole request fails with 422 before payment.