Derivatives & Sentiment

The engine provides five endpoints for crypto derivatives analytics and market sentiment. These complement the core OHLCV kline data with on-chain and exchange-level metrics commonly used for position sizing, regime detection, and contrarian signals.

All derivative endpoints cover perpetual contracts only.

Funding Rates

Historical funding rates for perpetual contracts across multiple exchanges.

GET /api/derivatives/funding-rates

Parameter	Type	Required	Description
exchange	string	Yes	binance, bybit, or okx
symbol	string	Yes	Canonical symbol (e.g. BTCUSDT)
limit	integer	No	Number of records (default 100, max 1000)

curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/funding-rates?exchange=binance&symbol=BTCUSDT&limit=100"

Example response:

{
  "symbol": "BTCUSDT",
  "exchange": "binance",
  "data": [
    {
      "funding_rate": 0.0001,
      "funding_time": 1717027200000,
      "mark_price": "67890.50"
    }
  ]
}

Open Interest

Historical open interest data (Binance only).

GET /api/derivatives/open-interest

Parameter	Type	Required	Description
symbol	string	Yes	Canonical symbol (e.g. BTCUSDT)
period	string	No	Aggregation period: 5m 15m 30m 1h 2h 4h 6h 12h 1d (default 1h)
limit	integer	No	Number of records (default 100, max 500)

curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/open-interest?symbol=BTCUSDT&period=1h&limit=100"

Example response:

{
  "symbol": "BTCUSDT",
  "data": [
    {
      "sum_open_interest": "12345.678",
      "sum_open_interest_value": "838926543.21",
      "timestamp": 1717027200000
    }
  ]
}

Long/Short Ratio

Top trader long/short ratio (Binance only). Shows the ratio of net long vs net short positions held by top accounts.

GET /api/derivatives/long-short-ratio

Parameter	Type	Required	Description
symbol	string	Yes	Canonical symbol (e.g. BTCUSDT)
period	string	No	Aggregation period: 5m 15m 30m 1h 2h 4h 6h 12h 1d (default 1h)
limit	integer	No	Number of records (default 100, max 500)

curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/long-short-ratio?symbol=BTCUSDT&period=1h&limit=100"

Example response:

{
  "symbol": "BTCUSDT",
  "data": [
    {
      "long_short_ratio": "1.234",
      "long_account": "0.5523",
      "short_account": "0.4477",
      "timestamp": 1717027200000
    }
  ]
}

Taker Buy/Sell Ratio

Taker buy/sell volume ratio (Binance only). Measures whether aggressive buying or selling dominates.

GET /api/derivatives/taker-ratio

Parameter	Type	Required	Description
symbol	string	Yes	Canonical symbol (e.g. BTCUSDT)
period	string	No	Aggregation period: 5m 15m 30m 1h 2h 4h 6h 12h 1d (default 1h)
limit	integer	No	Number of records (default 100, max 500)

curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/taker-ratio?symbol=BTCUSDT&period=1h&limit=100"

Example response:

{
  "symbol": "BTCUSDT",
  "data": [
    {
      "buy_sell_ratio": "1.056",
      "buy_vol": "5678.123",
      "sell_vol": "5376.890",
      "timestamp": 1717027200000
    }
  ]
}

Fear & Greed Index

Crypto Fear & Greed Index from alternative.me. A composite sentiment indicator (0 = Extreme Fear, 100 = Extreme Greed).

GET /api/sentiment/fear-greed

Parameter	Type	Required	Description
limit	integer	No	Number of days (default 30, max 365)

curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/sentiment/fear-greed?limit=30"

Example response:

{
  "data": [
    {
      "value": 72,
      "value_classification": "Greed",
      "timestamp": 1717027200
    }
  ]
}

Caching

Endpoint group	Cache TTL
Derivatives (funding-rates, open-interest, long-short-ratio, taker-ratio)	5 -- 10 minutes
Sentiment (fear-greed)	1 hour

Data is cached server-side to reduce upstream rate-limit pressure. The TTLs above are approximate; fresh data is available within those windows after the upstream source updates.