Every agent-payable API.

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

Generate working automation scripts from natural language requirements.

Batch trading signals for multiple crypto assets

Fetches live Arbitrum L2 gas price estimations from the mainnet RPC pipeline.

Get top holders for a specific market ranked by position size

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

Token price history.

List Opinion markets with filtering and sorting

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

Get historical cumulative volume data for a market

List Predict.Fun markets with filtering and sorting

Long/short ratio history.

Get a complete smart wallet profile with all metrics

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

Exchange order book depth.

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

List Limitless markets with filtering and sorting

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

Perpetual contract snapshot.

Get volume chart with YES/NO breakdown for a market

Liquidations broken out by exchange.

Fetch + clean a web page into markdown.

Technical indicators (RSI, MACD, Bollinger, EMA).

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.

View smart money positioning on a specific market

Get historical OHLCV candlestick data for a market

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

Fear & Greed index history.

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

Get leaderboard for a specific market

Project search by name, ticker, or description.

Filter wallets by market trades with AND/OR logic

Fast sanctions/debarment screen for a Brazilian CPF or CNPJ against the CEIS list (companies and individuals barred from contracting with the public sector). Official CGU/Portal da Transparência data.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

Class-level attribution waterfall for one asset and horizon — master score, per-class contributions ordered by impact, per-signal triggers with walk-forward IS/OOS, and per-signal health grades.