Binance Exchange Data

Binance endpoints serve trade data (raw ticks and OHLCV candles) and perpetual futures derivatives metrics (book depth, open interest, funding rates, long/short ratios).

All Binance endpoints use time ranges (since/until) instead of block ranges, and return CSV or Parquet (except OHLCV which also supports JSON).

Common Parameters:

Raw Trades

Endpoint: GET /v1/binance/trades/raw

Tick-level trade records. Each row is one matched trade on the exchange order book.

Time range limit: Maximum 7 days per request.

Additional Parameters:

Columns: time, price, amount, buy, id

curl -H "X-API-Key: $API_KEY" 
  "https://api.defistream.dev/v1/binance/trades/raw?token=BTC&since=2024-01-01&until=2024-01-02" 
  -o btc_trades.parquet

Sample Results:

OHLCV Candles

Endpoint: GET /v1/binance/trades/ohlcv

OHLCV candles aggregated to the requested window. Supports JSON, CSV, and Parquet.

Time range limit: Maximum 31 days per request.

Additional Parameters:

Columns: time, open, high, low, close, volume, trade_count

# JSON (default)
curl -H "X-API-Key: $API_KEY" 
  "https://api.defistream.dev/v1/binance/trades/ohlcv?token=BTC&window=1h&since=2024-01-01&until=2024-01-02"

# Daily candles as Parquet
curl -H "X-API-Key: $API_KEY" 
  "https://api.defistream.dev/v1/binance/trades/ohlcv?token=ETH&window=1d&since=2024-01-01&until=2025-01-01&format=parquet" 
  -o eth_daily.parquet

Sample Results (window=1h):

Book Depth

Endpoint: GET /v1/binance/book_depth

BPS-level order book depth snapshots. 12 rows per snapshot at fixed percentage levels from mid-price (±20, ±100, ±200, ±300, ±400, ±500 bps), captured every ~30 seconds.

Time range limit: Maximum 31 days per request.

Columns: time, token, percentage, depth, value, exchange

curl -H "X-API-Key: $API_KEY" 
  "https://api.defistream.dev/v1/binance/book_depth?token=BTC&since=2025-01-01&until=2025-02-01" 
  -o btc_book_depth.parquet

Sample Results:

Open Interest

Endpoint: GET /v1/binance/open_interest

5-minute open interest snapshots for perpetual futures contracts.

Time range limit: Maximum 31 days per request.

Columns: time, token, open_interest, open_interest_value, exchange

curl -H "X-API-Key: $API_KEY" 
  "https://api.defistream.dev/v1/binance/open_interest?token=BTC&since=2024-01-01&until=2025-01-01" 
  -o btc_oi.parquet

Sample Results:

Funding Rate

Endpoint: GET /v1/binance/funding_rate

Perpetual futures funding rates. Interval varies by symbol (typically 8h).

Time range limit: Maximum 31 days per request.

Columns: time, token, rate

curl -H "X-API-Key: $API_KEY" 
  "https://api.defistream.dev/v1/binance/funding_rate?token=BTC&since=2024-01-01&until=2025-01-01" 
  -o btc_fr.csv

Sample Results:

Long/Short Ratios

Endpoint: GET /v1/binance/long_short_ratios

5-minute long/short sentiment ratios for perpetual futures.

Time range limit: Maximum 31 days per request.

Columns: time, token, top_trader_count_ratio, top_trader_vol_ratio, long_short_count_ratio, taker_long_short_vol_ratio, exchange

• top_trader_count_ratio: top 20% traders long/short account ratio
• top_trader_vol_ratio: top 20% traders long/short position ratio
• long_short_count_ratio: global long/short account ratio
• taker_long_short_vol_ratio: taker buy/sell volume ratio

curl -H "X-API-Key: $API_KEY" 
  "https://api.defistream.dev/v1/binance/long_short_ratios?token=BTC&since=2024-01-01&until=2025-01-01" 
  -o btc_lsr.parquet

Sample Results:

Quota

Binance endpoints use a day-based quota model:

Check response headers X-RateLimit-Remaining and X-Request-Cost to monitor usage.