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Derivatives & Positioning Indicators for Crypto Trading
8 derivatives & positioning indicators, from the AlgoBrain wiki. What leveraged traders are doing: funding, open interest, basis, liquidations and long/short skew. Each lists what it measures, the strategies that use it, the Crypto Data API endpoints that serve it or its inputs, and a prompt for an AI agent to compute it. All of them are in the API: GET /api/v1/indicators/catalog?group=derivatives-positioning.
The basis is the difference between the spot (cash) price of an asset and its futures price. It is commonly expressed as basis = spot price - futures price.
Compute the Basis for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/basis.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Liquidation Cascade IndicatorsCascade Early Warning Signals
This page catalogs the data sources, the three-stage signal hierarchy (early warning → confirmation → exit), concrete numerical thresholds drawn from observed cascades on binance, bybit, OKX, hyperliquid, gmx, and dYdX, and a Python-sketch detector that emits PRE-CASCADE / IMMINENT / IN-CASCADE levels.
Via API/api/v1/indicators/catalog/cascade-detection-signals
AI-agent prompt
Compute it with an AI agent
Compute the Cascade Detection Signals for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/cascade-detection-signals.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Via API/api/v1/indicators/catalog/commercial-hedger-positioning
AI-agent prompt
Compute it with an AI agent
Compute the Commercial Hedger Positioning for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/commercial-hedger-positioning.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
The funding rate is a periodic payment exchanged between long and short holders of perpetual futures contracts. It is the primary mechanism that keeps the perp price anchored to the underlying spot price, solving the fundamental problem of how a contract with no expiry date can track its reference asset.
Compute the Funding Rate for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/funding-rate.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
When a trader opens a leveraged position on perpetual futures, they post margin as collateral. As the market moves against their position, unrealized losses consume this margin. If losses erode equity below the maintenance margin threshold, the exchange's liquidation engine forcibly closes the position.
Compute the Liquidation for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/liquidation.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Compute the Open Interest for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/open-interest.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
How to interpret managed money / non-commercial positioning from the CFTC Commitments of Traders (COT) report. Speculators -- hedge funds, CTAs, commodity pools, and other managed money accounts -- trade commodity futures for profit rather than to hedge physical exposure.
Used byA building block; no catalogue strategy declares it directly.
Via API/api/v1/indicators/catalog/speculative-positioning
AI-agent prompt
Compute it with an AI agent
Compute the Speculative Positioning for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/speculative-positioning.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Spot/Derivatives RatioSpot vs Perp RatioDerivatives Dominance
The spot-to-derivatives volume ratio (sometimes published as the inverse "derivatives-to-spot ratio" depending on vendor) is the ratio of spot-exchange trading volume to derivatives — primarily perpetual futures — volume for a given asset over a chosen window.
Via API/api/v1/indicators/catalog/spot-vs-derivatives-volume-ratio
AI-agent prompt
Compute it with an AI agent
Compute the Spot vs Derivatives Volume Ratio for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/spot-vs-derivatives-volume-ratio.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/derivatives/funding-rates
- GET https://cryptodataapi.com/api/v1/derivatives/open-interest
- GET https://cryptodataapi.com/api/v1/market-intelligence/liquidations
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Any key works, Free included — mint one in a single call. The list endpoint returns summaries; the per-slug endpoint adds the prompts. Full playbooks come from /api/v1/algobrain/page?path=… using each entry's wiki_path. Or use the MCP server.
What are derivatives & positioning indicators?
What leveraged traders are doing: funding, open interest, basis, liquidations and long/short skew.
Which derivatives & positioning indicators are covered?
8: Basis, Cascade Detection Signals, Commercial Hedger Positioning, Funding Rate, Liquidation, Open Interest, Speculative Positioning, Spot vs Derivatives Volume Ratio.
Where do I get derivatives & positioning data for crypto?
From these Crypto Data API endpoints: /api/v1/derivatives/funding-rates, /api/v1/derivatives/open-interest, /api/v1/market-intelligence/liquidations, /api/v1/derivatives/binance/long-short-ratio.
Can an AI agent compute these indicators?
Yes. GET /api/v1/indicators/catalog/{slug} returns a prompt naming the endpoints to call and the parameters to pin. Any API key works, Free included.