QUANT_API
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POSITIONING · ✓ LIVE

Taker Buy/Sell Ratio

Taker buy/sell volume ratio.

positioning.taker_ratiotaker_buy / taker_sellBinance

What it measures

Taker buy volume divided by taker sell volume. Values above 1 mean aggressive buyers (those crossing the spread) dominate. It is a cleaner read on aggression than price itself in choppy conditions, because it counts who initiated, not where the mid drifted.

References: LSR + taker ratio.

Point-in-time, leak-free

Like every QUANT_API feature, positioning.taker_ratio is computed point-in-time: each value uses only data that had actually arrived at the timestamp you query — live or historical. No restatements, no backfills that quietly rewrite the past, no look-ahead. The value your backtest sees at a given stamp is the value the live API would have returned at that stamp. How we enforce this is documented on the methodology page.

Windows & transforms

The signal is computed over rolling windows; each window can be served raw or through a transform (z-score, percentile rank, delta…). Which windows and transforms you can query depends on your plan — the signal itself supports:

WINDOWS
1s5s15s30s1m5m15m30m45m1h2h4h12h24h
TRANSFORMS
leveldeltaratezscorepctrankewmaminmaxrange

Plan & access

positioning.taker_ratio unlocks on the Edge plan ($499/mo) and every plan above it. Every new account starts with a 14-day free trial of the Signal plan — no card required. The trial covers Signal-plan features, so you can evaluate the API end-to-end before upgrading to Edge.

Start free, then upgrade →Compare plans

Example call

Resolve the latest value for BTC (5m window, zscore transform — both available on the Edge plan):

curl -G https://api.quant-api.dev/v1/features/live \
  -H "Authorization: Bearer fk_live_<your_key>" \
  --data-urlencode "asset=BTC" \
  --data-urlencode "features=positioning.taker_ratio@5m:zscore"

Same key works on /v1/features/historical for point-in-time backtesting — see the API docs.

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