10 Free AI Prompts That Turn Any LLM Into a Crypto Trading Analyst
Most "crypto prompts" fail because the model has no live data. These 10 free, copy-paste prompts each plug into a real CryptoDataAPI endpoint — so your LLM analyzes what the market is actually doing, not what it remembers.
Read more →
Hidden Markov Model Crypto Regimes: A Nowcast, Not Price Prediction
Most vendors sell direction. We tested our own HMM honestly: it nails the current market state within hours and routes strategies measurably — but it does not predict where price goes next. Here are the base rates.
Read more →
Perp Gamma Exposure (GEX): Where Hyperliquid Market Makers Break
Options traders watch dealer gamma to know when the market amplifies a move or mean-reverts. Perps have no options chain — so we built the analog from market-maker inventory and on-chain liquidation density.
Read more →
Hyperliquid Whale Activity API: Read the $100k+ Account Book
Exchange-deposit alerts lag the decision. On Hyperliquid the positions are on-chain, so you can read the live margin book of every $100k+ account — net bias, conviction, and the coins whales hold most.
Read more →
Trader Positioning by Account Type: Market Makers vs Whales API
An aggregate long/short ratio hides who is actually positioned. This endpoint splits every coin's book by trader type — market maker, whale, and everyone else — so you know whose money is on each side.
Read more →
Whole-Universe Crypto Risk in One API Call: Liquidation & Vol
Fanning out two calls per coin across 200+ perps is slow and rate-limit-hungry. This endpoint batches the whole universe's risk model — regime, liquidation risk, volatility and sizing — into one response.
Read more →
The Quant Model Card: Provenance & Walk-Forward Validation API
Would you let a black box size your trades? The model-card endpoint exposes exactly what the regime engine is, how it validated, and whether it's drifting — so your agent can decide whether to trust today's call.
Read more →
No-Hindsight Regime Timeline: Daily Crypto Market Labels via API
Most 'historical regimes' are relabeled with hindsight — which quietly poisons any backtest. This timeline is labeled by the same model that runs live, fold-honest, every day since 2019.
Read more →
Free Binance Historical Data: Download Years of Futures Klines
The price history that trains serious quant models isn't behind a paywall — it's a free, checksummed archive on Binance's own CDN. Here's how to pull years of perp klines and funding in an afternoon.
Read more →
Download the Full 6-Regime Market History for Backtesting (Since 2020)
You can't backtest a regime strategy without knowing the past regime at every hour. Now you can download it — the full 6-regime market history, hourly since 2020, with now/4h/24h probabilities, in one Parquet.
Read more →
Quant Regime Probabilities: Short-Horizon Market States via API
Most regime tools hand you one label and hide the uncertainty. The quant engine returns a calibrated probability across six market states every hour — so your bot knows the difference between 'definitely ranging' and 'a coin-flip between range and breakout'.
Read more →
Order-Book Depth & Liquidity API: Spread, Imbalance & Slippage Data
Price is what you see; depth is what you actually get filled at. This feed exposes live order-book liquidity — depth within bps of mid, spread, and imbalance — so your agent sizes orders the book can actually absorb.
Read more →