Volatility Regime

Get Volatility Regime

Per-asset realized-volatility regime across the SIGNUM_RGG universe.

Each asset is classified into one of vol_shock, expanding, compressed, mean_reverting, or normal from realized vol (close-to- close, Parkinson, Garman-Klass) on daily klines. Each entry carries 7d/30d vol, the 90d vol percentile, term structure (7d/30d), and a vol-target position-size multiplier (target_vol / current_vol, capped).

Backfillable — replayable from daily klines (unlike the intraday-only liquidity regime). The vol.rv_1h field is live-only and lands null on historically backfilled days.

vol_target_multiplier is ABSOLUTE: 60 / rv_gk_30 (close-to-close fallback) clamped to [0.25, 3.0] — not a percentile of the coin's own history. A coin with 30d vol >= 240% pins at 0.25 for as long as that holds (vol.multiplier_at_floor, vol.multiplier_floor_days). For a shock gate use vol.rv_z_7 >= 2 (7d vol two sigmas above its own trailing 90d) or vol_pctile_7; vol_shock itself is relative (7d GK at/above the 90th percentile of the coin's own 90d).

A coin needs MIN_BARS = 40 daily bars to be classified. Rows whose candle fetch failed this cycle are carried over from the previous build (stale_cycles > 0, max 8 cycles) rather than vanishing.

Example screens: ?regime=compressed&sort=days_compressed (longest dry tinder), ?regime=vol_shock (acute spikes), ?sort=vol_target_multiplier& order=desc (assets a vol-targeter would size up).

Tiers: Free is scoped to BTC only; Pro / Pro Plus return the full universe.

get/api/v1/volatility/regime

Request

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

Query parameters

source'binance_spot' | 'hyperliquid_perp' nullable
regime'vol_shock' | 'expanding' | 'compressed' | 'mean_reverting' | 'normal' nullable

Filter by volatility regime

sort'symbol' | 'rv_gk_30' | 'rv_gk_7' | 'vol_pctile_30' | 'term_structure_ratio' | 'vol_target_multiplier' | 'days_compressed'
order'asc' | 'desc'
limitinteger

Response

Successful Response

countinteger required
universe_sizeinteger required
timestampstring required

Changes

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