QUANT_API
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Time resolution
is alpha.

The leak-free crypto microstructure feature store. Order flow, liquidations, funding, positioning and regime — resolved point-in-time, by API, across spot, perp, options and prediction-market venues.

STATUS: OPERATIONALPOINT-IN-TIMELEAK-FREE
166
base signals
15.6k
features
15
categories
5
live assets
69 serving live data today · 92 shipping — every signal carries its status in the catalog
liquidations.liq_cascade_hawkes SOL
@1h
sees nothing
@1m
tracking…
0.13
cascade intensity
Discover coverage — assets & venues
orderbook.book_imbalance_top5@1m 2.249
flow.ofi@1m 0.536
liquidations.liq_imbalance@15m:zscore 1.162
funding.funding_momentum@1h 3.448
regime.hurst@5m 2.411
positioning.lsr_divergence@15m 2.930
options.iv_rv_spread@1h 0.321
price_discovery.kyle_lambda@1m 0.604
cross_market.cb_premium@5m 0.049
polymarket.yes_no_arb_dev@5m 1.248
flow.vpin@5m 0.767
regime.realized_vol@15m 0.655
orderbook.book_imbalance_top5@1m 2.249
flow.ofi@1m 0.536
liquidations.liq_imbalance@15m:zscore 1.162
funding.funding_momentum@1h 3.448
regime.hurst@5m 2.411
positioning.lsr_divergence@15m 2.930
options.iv_rv_spread@1h 0.321
price_discovery.kyle_lambda@1m 0.604
cross_market.cb_premium@5m 0.049
polymarket.yes_no_arb_dev@5m 1.248
flow.vpin@5m 0.767
regime.realized_vol@15m 0.655
01 / THE MOAT

No look-ahead. Ever.
That's what you're paying for.

Every value is computed exactly as it stood at as_of — nothing from the future bleeds in. Train on the historical archive, deploy live, and the distributions match. The #1 thing quants pay for, guaranteed at the API seam.

✓ POINT-IN-TIME✓ AUDIT TRAIL✓ WATERMARKED EXPORTS
regime.realized_vol@5mas_of ◆ 2026-06-01T14:22Z
▸ future · never used
value = 0.0341 · computed from data ≤ as_of only · 0 leakage
02 / GRANULARITY ENGINE

166 signals, auto-expanded into 15,606 addressable features.

One base signal × every window × every transform. You address any cell directly: category.signal@window:transform

liquidations.liq_imbalance × windows × transforms
level
Δ
zscore
pctrank
@1m
-1.143
-1.679
0.872
2.183
@5m
0.787
5.251
3.621
3.729
@1h
-1.144
0.449
-0.767
-0.970
03 / COVERAGE

The top 20 by market cap.

Live today on BTC, ETH, SOL, XRP and BNB69 signals serving live data, 92 more shipping. We're rolling out the same leak-free, point-in-time signals to the rest of the top 20 by market cap, with Kalshi range markets landing alongside Polymarket.

ASSETS · 5 live · 15 coming soon
BTC
live
ETH
live
SOL
live
XRP
live
BNB
live
TRX
◷ soon
HYPE
◷ soon
DOGE
◷ soon
ZEC
◷ soon
ADA
◷ soon
XMR
◷ soon
XLM
◷ soon
LINK
◷ soon
TON
◷ soon
BCH
◷ soon
LTC
◷ soon
HBAR
◷ soon
SUI
◷ soon
SHIB
◷ soon
AVAX
◷ soon
Spot & perps
Binance · OKX · Bybit · Coinbase · Hyperliquid
live
Options
Deribit
live
Prediction markets
Polymarket
live
Coming soon
Kalshi — 3-outcome range markets, same assets
◷ soon
THE EDGE · ALL-MARKET LIQUIDATIONS

Binance 451-geo-blocks its USDT-M futures feed from EU / UK / US / SG IPs (MiCA). We capture it from Tokyo — the full all-market liquidation firehose, 300+ perps. An EU-hosted data feed structurally can't serve this. Powers liquidations.liq_market_cascade + per-asset USDT-M liquidation pressure.

04 / CATEGORIES

15 categories of edge.

core

Order book

Depth, imbalance and queue dynamics at the top of book.

0 signals
core

Order flow

Trade-driven pressure: OFI, VPIN and aggressor balance.

0 signals
core

Liquidations

Forced-deleveraging cascades and liquidation imbalance.

0 signals
pro

Funding & basis

Perp funding momentum and spot-perp basis structure.

0 signals
pro

Regime

Hurst, variance ratios and realized-vol regime state.

0 signals
pro

Positioning

Long/short ratios and crowd-divergence signals.

0 signals
quant

Options

IV-RV spread, skew and term-structure features.

0 signals
quant

Price discovery

Kyle's lambda and microstructure price impact.

0 signals
quant

Cross-market

Lead-lag and cross-venue premium dislocations.

0 signals
pro

On-chain

on-chain

Flows, exchange balances and on-chain pressure.

0 signals
quant

Prediction markets

events

YES/NO arb deviation and resolution-window edges.

0 signals
core

Price action

Returns, momentum and realized moves across windows.

0 signals
core

Volume

Participation, surges and volume-profile features.

0 signals
05 / PLAYBOOKS

Built for how you actually trade.

Trend follower, perp scalper, intraday window trader, event trader — pick your seat. Every feature below is one API call away.

TREND · MULTI-DAY
holds days

Ride the trend, sit out the chop

BTC · ETH spot+perp

For the long-term trend follower: only stay in when the regime persists. Gate the model on regime.hurst@4h + variance_ratio and flat the book the moment the tape turns mean-reverting.

regime.hurst@4h0.278
build this set ↗
SCALP · PERPS
minutes

Gate HL perp scalps on order-flow regime

Hyperliquid

For the perpetual scalper on Hyperliquid: size up only when the flow regime agrees. Read flow.ofi@1m and book_imbalance_top5, then confirm with basis_hl_vs_spot when funding flips against the crowd. (Second-by-second streaming is on the roadmap.)

flow.ofi@1m-0.610
build this set ↗
INTRADAY · BTC
5m / 15m

Trade the BTC M5 / M15 windows

BTC perp

For the intraday window trader: time entries with liquidations.liq_imbalance@15m:zscore and flow.vpin@5m — fade the exhaustion print, ride the impulse that follows.

liquidations.liq_imbalance@15m:zscore-1.992
build this set ↗
EVENTS · PREDICTION
event window

Arb the prediction-market book

Polymarket (Kalshi coming soon)

For the event trader: yes_no_arb_dev@5m flags when YES+NO drifts off 1.00, while dist_to_half and context.tte_hours tell you when to press into resolution.

polymarket.yes_no_arb_dev@5m1.901
build this set ↗
06 / WORKED EXAMPLE

One playbook, end to end.

No abstractions — here is exactly what a subscriber does on day one: catch the post-liquidation-cascade reversal on the BTC hourly UP/DOWN binary. Four steps, every one of them a real call against this API.

STEP 1 · THE EDGE

A cascade is a forced seller.

When BTC dumps, over-levered longs get liquidated at any price — selling that has nothing to do with new information. When the cascade exhausts, price tends to snap back within the hour. The hourly binary reprices late: right after the flush, “UP this hour” is often cheaper than it should be. That lag is the trade.

STEP 2 · THE SIGNAL

Three features, one rule.

GET /v1/features/live?asset=BTC&features=
  liquidations.liq_imbalance@15m:zscore,
  flow.ofi@5m:zscore,
  funding.funding_avg@1h
Authorization: Bearer fk_live_…   # poll every minute
liq_imbalance z < −2 (longs flushed) · ofi z flips > +1 (flow turns) · funding < 0 (crowd still short) → buy the UP binary.
STEP 3 · THE PROOF

Backtest it without lying to yourself.

One POST /v1/features/historicalwith your rule’s timestamps returns every signal exactly as it stood at that minute— leak-free by construction. Measure the hit-rate of post-cascade hours against the 50/50 prior. Clears your bar → size it. Doesn’t → you killed a bad idea in an afternoon. Both outcomes are wins.

rows: your as_of list · columns: the 3 signals · every value point-in-time
STEP 4 · THE LOOP

Run it live.

Set the alert on the trigger, poll the rule every minute with your key, place the order on Polymarket when it fires. Your plan decides how deep the same playbook goes:

DISCOVERwatch the cascade signature live @1h — free, no card
SIGNALthe rule at 15m with deltas — a firing trigger you can poll
EDGEz-scores + the funding filter — the full rule above
QUANTevery window 1m→24h + the full point-in-time training-matrix export
07 / DEPTH IS THE TIER

You see everything.
You unlock what you need.

The whole grid is visible on every plan — windows and categories above your tier are dimmed, never hidden. Upgrade and the locks lift live, mid-session. No re-keying, no migration.

regime.hurst — windows × your plan (Signal)
@5m
@15m
@1h
@4h
@12h
@24h
3 / 6 windows unlocked
08 / BUILD VS BUY

Raw feeds are public. The seam is the work.

Every venue will hand you a websocket. The distance between that socket and a number your backtest can trust is the part you'd be rebuilding.

RAW FEEDS → YOU REBUILD
Subscribe to books, trades, liquidations, funding and prediction-market feeds on every venue you care about.
Keep harvesters alive 24/7 — a capture gap is a permanent hole in your history.
Store every series, then build a point-in-time resolver so backtests only ever see what was known at each timestamp.
Build mark-price outcome series to evaluate your signals against honestly.
Maintain all of it, on call, while the research you set out to do waits.
QUANT_API → RESOLVED AT THE API SEAM
Harvesting runs 24/7 on our side, across spot, perp, options and prediction-market venues; every series is stored.
Every value is resolved point-in-time at the API seam — reads filter ts ≤ as_of, so look-ahead can't happen.
Historical and live calls share the same resolution path — train and deploy on matching distributions.
Mark-price outcome series included, so evaluation is honest out of the box.
One key, one call — category.signal@window:transform. You start at the research step.
09 / DUE DILIGENCE

Questions a quant will ask.

How do I know it’s really leak-free?

Every read filters ts ≤ as_of over a stored series: a historical value is computed only from data that existed at that timestamp, through the same path that serves live traffic — so backtest and live distributions match by construction, and nothing is revised after the fact. The methodology page documents the mechanism and includes a downloadable point-in-time sample you can audit against public data yourself.

Read the methodology ↗

Can I trust the analytics?

Yes — and when you shouldn’t, we tell you. Analytics are computed over real stored series, with outcomes measured against real next-bar mark-price returns. Where a series doesn’t yet have enough real history, the response is explicitly labeled simulated: true and the dashboard badges it. Every analytics response also carries span_days and bars, so you see exactly how much history backs a number before you lean on it.

Why not build this in-house?

You can — the raw feeds are public. What it actually takes: harvesters across spot, perp, options and prediction-market venues running 24/7 (a capture gap is a permanent hole in your history), storage for every series, a point-in-time resolution layer so backtests only see what was known at each timestamp, and mark-price outcome series to evaluate against. That’s an ongoing infrastructure commitment, and every hour it absorbs is an hour not spent on your models. We sell that layer at the API seam so you start at the research step.

What’s the ROI?

We don’t promise returns, and you won’t find a fabricated performance number anywhere on this site. What you’re buying is input quality: point-in-time, leak-free features your backtest can actually trust. Whether that becomes alpha depends on your models — that part is yours. Whether the data quietly lied to you is the part we take off the table.

Am I locked in?

No. Exports are watermarked to your account and remain yours — downgrading or cancelling doesn’t delete them. You can revoke any of your API keys at any time, the trial requires no card, and plan changes apply mid-session without re-keying or migration.

NO CARD · 14-DAY SIGNAL TRIAL

The edge comes from you.
I keep it leak-free.

Spin up a key, pull a live feature in under a minute, and see your signals resolved point-in-time, leak-free.