Quant

Get Quant Market

Whole-market regime + probability object (Pro).

HMM-filtered posterior over the 6 market regimes (strong_trend_bull/bear, range_low_vol, choppy_high_vol, vol_spike, squeeze) with calibrated probability buckets for direction, volatility, liquidation risk, funding, breadth, open interest and regime transitions at the requested horizon. The market liquidation_risk bucket is depth-aware — driven by live order-book fragility (thin book + wide spread = higher forced-liquidation odds), not just realized volatility; the source is tagged in explain.heads_provenance (e.g. depth_fragility:thin). Includes seeded Monte Carlo tomorrow-distribution stats on the 24h horizon and a full explain block. Refreshed every 15 minutes from hourly bars. Market-wide and per-coin regime data (/quant/coins) are both Pro.

get/api/v1/quant/market

Request

  • Base URL: https://cryptodataapi.com
  • URL: https://cryptodataapi.com/api/v1/quant/market
  • Auth: API key in header X-API-Key

Query parameters

horizon'4h' | '24h'

Response

Successful Response

scopestring required
symbolstring nullable
timestampstring required
horizonstring required
probabilitiesobject nullable
tomorrowobject nullable

Seeded Monte Carlo tomorrow stats (24h horizon only)

explainobject nullable

Feature z-scores, posteriors, hysteresis state, calibration — every adjustment inspectable

Changes

No recorded changes to this operation across all 1 revision of this API.