Get Regime

Per-coin liquidity regime + market-wide aggregate + composite score.

Each coin is classified into one of: deep_book, oi_price_divergence, depth_withdrawal, post_cascade_impaired, or neutral. The composite score (0-100) maps the regime mix into a single fragility read (higher = healthier market structure).

Forward-only — not historically backfillable. Unlike technical_regime (replayable from daily klines), the rules here depend on intraday L2 depth deltas (10-min withdrawal, 12h depth baselines, depth/spread percentiles) that only exist in the live per-minute sample buffer. There is no historical source to reconstruct them from, so this signal accumulates forward from collector start. The per-coin snapshot is archived daily so a backtestable history builds going forward; periods before collector deploy are unavailable.