Every agent-payable API.

AgentOracle: list real-time on-chain crypto tokens sorted by market cap, with chain / min-liquidity / min-24h-volume / min-market-cap filters and limit+offset pagination. Each row includes price, 24h volume, market cap, liquidity, 24h price change, and confidence score.

Aggregate stats for a Solana token: price, market cap, volume windows, holder count, liquidity.

Latest SEC EDGAR filings for any US-listed company by stock ticker or CIK: 10-K annual reports, 10-Q quarterly reports, and 8-K material events. Resolves ticker to CIK via SEC's official index and returns the parsed filing (company, form type, dated items). Sourced live from data.sec.gov.

Futures product universe — product codes, names, exchanges, sectors, asset classes and settlement details.

Relative Strength Index (RSI) momentum indicator for any ticker — overbought/oversold analytics for stocks, crypto, forex and options.

MACD momentum indicator for any ticker — trend and signal-line analytics for stocks, crypto, forex and options.

US inflation expectations — market breakevens and Cleveland Fed model estimates across horizons, macro time-series.

Batch trading signals for multiple crypto assets

Get volume chart with YES/NO breakdown for a market

Filter wallets by market trades with AND/OR logic

List Limitless markets with filtering and sorting

TVL by chain — every chain DefiLlama tracks with current TVL totals.

Get historical cumulative volume data for a market

Get a complete smart wallet profile with all metrics

Get historical OHLCV candlestick data for a market

List of every DeFi protocol DefiLlama tracks, with current and historical TVL across chains.

Detailed TVL + breakdown for a single protocol. Pass slug as `/v1/defillama/protocol/{slug}` (e.g. `aave`, `uniswap`).

Token price lookup. Pass coin identifiers as `/v1/defillama/prices/{coins}` (e.g. `coingecko:bitcoin`, `ethereum:0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2`). Supports comma-separated lists.

List Opinion markets with filtering and sorting

Token price lookup. Pass coin identifiers as `/v1/defillama/prices/{coins}` (e.g. `coingecko:bitcoin`, `ethereum:0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2`). Supports comma-separated lists.

Get volume chart broken down by BUY/SELL side for a wallet

View smart money positioning on a specific market

Detailed TVL + breakdown for a single protocol. Pass slug as `/v1/defillama/protocol/{slug}` (e.g. `aave`, `uniswap`).

List Predict.Fun markets with filtering and sorting

Detailed TVL + breakdown for a single protocol. Pass slug as `/v1/defillama/protocol/{slug}` (e.g. `aave`, `uniswap`).

Get current UMA oracle status and event timeline for a single market

Token price lookup. Pass coin identifiers as `/v1/defillama/prices/{coins}` (e.g. `coingecko:bitcoin`, `ethereum:0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2`). Supports comma-separated lists.

Get leaderboard for a specific market

Get historical open interest data for a market

Full KYB profile of a Brazilian company in ONE call — the enrichment bundle: official registration from the Receita Federal CNPJ registry (69M companies), partners/shareholders, branches, sanctions screening across 5 official government lists, Central Bank authorization with verified domains, and public contracts won (PNCP) with totals. Entity in, complete due-diligence profile out; replaces 5 separate calls. Free sample, no payment: https://api.brazilayer.com/v1/empresa/amostra

Btc Jpy — an agent-callable btc jpy service, payable over x402 (USDC on Base). Provided via Apify. Priced around 0.01 USD per call.

Btc Usd — an agent-callable btc usd service, payable over x402 (USDC on Base). Provided via Apify. Priced around 0.05 USD per call.

The entry point for agents landing on CRYPTYX. Returns the full signal registry (143 atomic + 9 composite) with class, horizon, geometry, parameters, 30-day trigger stats, three-axis health grades, walk-forward IS/OOS — plus a meta.service block (universe + walk-forward + macro-regime + OKX/Kraken/Coinbase venues), a meta.by_class strategy-family breakdown, a meta.next recommended 5-step flow, and per-signal _actions with direct URLs to explain / backtest / fork / simulate. One call answers "what is CRYPTYX, what can I buy, and what should I call next".

Lightweight 90-day z-score timeseries for one (metric_id, asset). Returns asof_day + z + percentile per day. Cheap primitive for chart tooltips, sparklines, or rapid metric due-diligence before committing to a full /metrics/slicer backtest at $0.05.

Daily taker buy/sell USD and buy/sell ratio per asset, split into spot and futures arrays, last N days. Raw tape for custom flow models.

Tactical / strategic / secular regime decomposition + Supertrend score across a 1-1900 day lookback. Shows regime alignment across timescales — is the market in agreement or diverging? Complements /market-pulse/regime by decomposing multi-horizon consistency into named layers.

Per-asset metric health grades for one symbol — TS vs. CS grade divergence, per-metric ts_ic, ts_hit_rate. Answers "which metrics actually work on THIS asset", not just the universe average. Companion to /asset/top-predictors which ranks; this endpoint diagnoses.

Market vs. asset regime cascade divergence for one symbol — score delta, per-horizon breakdown, severity, and one-line interpretation. Novel cross-asset positioning read: "where is this asset out-of-step with the macro?" Companion to /market-pulse/divergences (which scans the universe); this endpoint drills into one asset.

Cross-class positioning panels per asset — futures funding stress, options 1M risk-reversal skew, order-book imbalance, and 7-day taker buy/sell ratio. Each panel: current z, percentile, 30-day sparkline, one-line narrative. Response carries a _next block with active-signals / thesis / regime-context / top-setups / peer-cluster so an agent can go from positioning read to per-asset conviction, historical edge, or basket construction without leaving the flow.

Claude-narrated per-asset conviction thesis (3-5 sentences) plus an evidence pack — composite rank vs universe, returns and volatility, factor scores per class, top active signals, and top per-asset predictors. 4-hour cache.

Per-day composite conviction trajectory for one asset over 7-90 days. Score timeline always complete; optional narrative one-liner overlay from the daily thesis job. Track conviction evolution before a major move.

CRYPTYX is the intelligence layer for autonomous trading agents — the same institutional-grade research stack that powers professional desks, priced per call in USDC. 200+ digital assets, 440+ metrics, 150+ signals across 8 factor classes, walk-forward validated, macro-regime aware. Agents don't just consume signals. They backtest any factor over 5+ years of history (Metric Slicer), fork and validate custom signal recipes (Signal Forge), scan the universe for live matches, decompose per-asset conviction across every factor class, and query the full stack in natural language. The loop: define your conviction thesis → validate it against history → scan for live matches → execute via OKX, Kraken, or Coinbase execution toolkits. CRYPTYX is the brain; exchanges are the rails. No accounts, no API keys, no rate cards.

Invoke the DB-side signal evaluator for one anchor day. Dryrun mode predicts trigger counts without writes; live mode executes and returns rows inserted to signal_log. Backfill primitive for missed pipeline days; validation primitive for forked parameter variants before you activate them.

Backtest any signal over up to 365 days. Returns trigger stats, per-day rows, and a 4-horizon performance block (sample size, mean/median return, hit rate, bootstrap CI, statistical significance, reliability grade). Walk-forward OOS read inlined.

Per-asset triggered signal feed on the latest day — every active signal with z, confidence, IC, hit rate, regime accuracy, and full health grading. Per-signal walk-forward IS/OOS block. Live firing panel with regime context.

BTC price + macro regime history + high-conviction signal density timeseries in a single call (1-1900 days). Bundled dashboard hero for orienting on "where are we in the cycle" — configurable horizon (1d-365d) and layer (core/signals). One call replaces 3 separate history queries.

Cross-sectional z-score scanner across 200+ assets and 440+ metrics. Pick a metric and threshold; get ranked triggering assets with z, percentile, returns, composite score, and per-metric health grading. Live anomaly hunting.

Recently triggered atomic signal events (up to 50, last 1-7 days). Per event: asset, signal_id, confidence, asof_day. Change-detection digest for monitoring. Response carries a _next block with explain / catalog / top / thesis / trade-ideas so an agent can pivot from event stream to per-event drill-down or asset thesis in one hop.

Historical signal edge for one asset and horizon — up to 6 A/B-graded atomic signals that actually worked on this asset, grouped into reversal/continuation/breakout lanes. Per setup: hit rate, mean forward return, walk-forward IS/OOS.

Walk-forward backtest of a custom 8-class composite weight vector at 7d/14d/30d. Runs custom, IC-weighted default, and equal-weight blends in parallel with full performance breakdowns. Benchmark your blend against the production moat.