Market Metrics Overview
/timeseries/market-metrics
Coin Metrics calculates several aggregated metrics for markets such as
binance-BTCUSDT-future. For example, the metric liquidations_reported_future_buy_usd_1d represents the daily volume in U.S. dollars of buy orders that were used to close short positions under liquidation for a specific market in our coverage universe. Aggregated metrics available at the market level are available through the /timeseries/market-metrics API endpoint.We define a market as a specific listed pair or derivatives contract that trades on a specific exchange, like
coinbase-btc-usd-spot or binance-BTCUSDT-future or deribit-BTC-16MAY21-58000-C-option. The market metrics coverage can be found by querying our /catalog/market-metricsor /catalog-all/market-metrics API endpoints.The metrics categories listed below are available at the market level:
The
/timeseries/market-metricsendpoint returns time series data for each market and metric requested. The response is formatted as follows:Field | Description |
market | Market name. |
time | The time in ISO 8601 date-time format. Always with nanoseconds precision. |
{metric} | Metric value for the specific market and timestamp. |
A sample of the market metrics data in json format is also provided below.
{
"data": [
{
"market": "binance-BTCUSDT-future",
"time": "2022-01-19T20:00:00.000000000Z",
"liquidations_reported_future_buy_usd_5m": "1298.36866"
},
{
"market": "binance-BTCUSDT-future",
"time": "2022-01-19T20:10:00.000000000Z",
"liquidations_reported_future_buy_usd_5m": "39713.60016"
},
{
"market": "binance-BTCUSDT-future",
"time": "2022-01-19T20:30:00.000000000Z",
"liquidations_reported_future_buy_usd_5m": "29084.10932"
},
{
"market": "binance-BTCUSDT-future",
"time": "2022-01-19T21:00:00.000000000Z",
"liquidations_reported_future_buy_usd_5m": "46294.99528"
}
]
}