API Reference

Changelog

New endpoints, field additions, tier changes, and fixes.

1.7.02026-08-10

ORIA change detection gains magnitude, and the fingerprint flags stop counting pair churn

Four new fields on the activity snapshots answer how much moved, not just whether something did. The Layer 3 change flags no longer fire when an option simply re-enters the priced set.

NEWGET /v1/oria/snapshots returns options_state_changed, options_flow_changed, options_added and options_removed. Pro and above. options_state_changed counts options present in both cycles whose fingerprint differs, which is the field to threshold on: on one cycle it ranged from 0 on TRX and XRP to 26 on BTC while state_changed was true for all six coins.

FIXEDThe Layer 3 *_changed flags fired for any option with no fingerprint in the preceding cycle. Because the source table is built from complete call/put pairs, one leg failing its minimum price removes both for a cycle, so those flags were largely counting pair churn: 23,094 of 23,217 over 24 hours. An option is now compared against the most recent cycle in which it was actually observed, within an hour.

IMPROVEDField counts: Pro 656 to 660, Alpha 1,082 to 1,086. Core is unchanged. The new fields are NULL for cycles before 2026-08-10 rather than zero, because "not measured" and "nothing changed" are different answers.

1.6.32026-08-10

Corrected documentation of the ORIA change-detection layer

Three published statements about the triple-hash and the fingerprint change flags were wrong or incomplete. All are corrected with per-coin measurements.

FIXEDThe *_changed flags and changed_only were documented as firing on options entering the book. They fire on options whose call/put pair briefly left the priced set and returned, which is not the same thing and is not a new listing. Over 24 hours that case was 99.5% of volume_bucket_changed.

FIXEDflow_hash was documented as moving on about 58% of cycles. That is an average across six coins and it hides the spread. August 2026: BTC 99.6%, ETH 95.1%, SOL 69.1%, XRP 46.8%, AVAX 25.2%, TRX 9.5%. On the coins most people test first the flag is close to always-on.

FIXEDstate_hash was documented as having saturated recently. It was already at 100% on BTC and 99.9% on ETH in January 2026, so it never discriminated on liquid books. The smaller books have since become active enough to match. Both endpoints now recommend thresholding on flow and volume magnitudes rather than on the change booleans.

1.6.22026-08-10

ATM Strike Finder returns live expiries only, and recipes respect tier row limits

A recipe that had been returning the ATM pair for every expiry since March 2025 now returns only expiries that are still trading.

FIXEDThe atm-strike-finder recipe filtered on is_active alone, and expired instruments keep that flag set. For BTC it returned 1,026 rows across 513 expiry dates when 22 rows across 11 live expiries were meaningful. Both the recipe and the SQL published on its page now filter on expiration_timestamp.

NEWTry It Live is available on GET /v1/oria/snapshots and GET /v1/oria/fingerprints. Both ORIA endpoint pages now run against live data.

IMPROVEDRecipes are bounded by your tier row limit. Where a recipe returns more than your tier allows, the response carries row_limit and truncated so a shortened result is never mistaken for a complete one.

1.6.12026-08-10

Row limits apply to the instruments endpoints

The three reference-data endpoints now return the row count your tier pays for, and take a limit parameter like every other endpoint.

FIXEDGET /v1/instruments/options returned up to 5,000 rows on every tier, whatever the tier row limit was. It now returns up to 1,000 on Core, 5,000 on Pro and 10,000 on Alpha, in line with Tiers and Limits.

FIXEDGET /v1/instruments/futures and /v1/instruments/spot had no row limit at all. Both are small enough that only Core is affected, on futures.

NEWAll three take a limit parameter. It defaults to your tier row limit rather than to a fixed number, because reference data carries no time filter to page with: narrow with coin and expiry_date instead.

1.6.02026-08-07

Field-level tier enforcement, three new endpoints, four retired

Each tier now receives the field set it pays for. ORIA Layers 3 and 5 are exposed for the first time, four redundant endpoints are retired, and one endpoint that had never been reachable is now live.

NEWResponses are restricted to the fields your tier reads. Core 542, Pro 656, Alpha 1,082. The full per-endpoint breakdown is at /api-doc/fields.

NEWGET /v1/oria/snapshots: ORIA Layer 5. Per-coin book census plus triple-hash change detection, 105 fields. One row per coin per cycle, so deep history is cheap.

NEWGET /v1/oria/fingerprints: ORIA Layer 3. Per-option activity state carried cycle to cycle, 44 fields. Roughly 2,400 rows per cycle.

NEWGET /v1/thermography/volume: strike-level traded volume in USD with an 11-Greek overlay, 18 fields. Previously documented without a gateway route.

IMPROVEDORIA snapshots documents its own measured change-pattern distribution, including that state_hash is currently saturated at 99.8% of cycles and the FR stealth pattern is consequently rare. See the change_pattern field.

NEWfields_omitted: a response envelope field counting what your tier did not receive. Absent on Alpha, which reads everything. See Response Format.

NEWGET /v1/gex/strikes takes a strike parameter, for decomposing a single strike by expiration.

FIXEDGET /v1/vol/term-structure was returning 404. The router existed and was documented; it was never registered with the gateway. Now live, 49 fields.

FIXEDGET /v1/greeks/ratios documents 13 further ratios it has always returned: the Tier 1 emergency, Tier 6 surface and Tier 8 cross-order groups. Alpha.

FIXEDGET /v1/greeks/cohort-ratios documents 12 further aggregates it has always returned: the 4 emergency ratios by weighted average, median and standard deviation. Alpha.

BREAKINGGET /v1/marketdata/options no longer documents asks and bids. The endpoint has never returned the raw order book; the fields were listed in error. Book depth is served pre-computed at /v1/liquidity/options.

BREAKINGRetired: /v1/thermography/greeks, /strikes, /strike-oi and /strike-decomp. Each was a projection of data already served by /v1/greeks/snapshot, /v1/thermography/volume or /v1/gex/strikes, and none had a gateway route. Requests to their doc pages redirect to the endpoint that carries the data.

IMPROVEDEndpoint count: 28 documented to 26 documented, and all 26 are reachable with a key. The previous 28 included five that were not. New ORIA domain in the sidebar.

1.5.02026-05-14

Volume thermography: 5 new endpoints

Strike-level volume heatmaps, Greek time series, OI drilldown, and expiry decomposition. 28 live endpoints.

NEWGET /v1/thermography/volume: strike x time volume matrix with call/put USD split and 12-Greek overlay. Adaptive time bins (30m to 4h).

NEWGET /v1/thermography/greeks: per-strike Greek time series for selected strikes. 10 Greeks + IV, binned over requested range.

NEWGET /v1/thermography/strikes: latest volume snapshot by strike with call/put USD split.

NEWGET /v1/thermography/strike-oi: per-strike OI time series (call/put USD) at 10-minute resolution.

NEWGET /v1/thermography/strike-decomp: OI and net GEX decomposed by expiration at a single strike.

IMPROVEDEndpoint count: 23 to 28. New Thermography domain added to all tiers.

1.4.02026-03-12

Vol surface and skew endpoints, tier rework

Two new volatility endpoints, comprehensive tier rework across all 23 endpoints, and derived fields with LaTeX formulas.

NEWGET /v1/vol/surface: 127-column coin-level volatility surface options-volatility-landscape: VRP, lifecycle, cross-asset relative value, dynamic signals, skew contagion.

NEWGET /v1/vol/skew: per-tenor skew options-volatility-landscape: risk reversal, butterfly, deep OTM, normalized, velocity regime, tail-body ratio.

NEWDerived Fields with LaTeX formulas on vol/surface (6), vol/skew (19), and vol/term-structure (15). Gold expandable cards with mathematical notation.

NEW133 Suggested Calculations across all endpoints with formulas, headlines, and tier badges.

IMPROVEDTier rework (Pro / Alpha) across all endpoints. Pro = WHAT + WHERE, Alpha = WHEN + HOW MUCH.

IMPROVEDField counts: 566 Pro, 934 Alpha (cumulative).

IMPROVEDAPI documentation site: new Pricing page, updated Data comparison page, redesigned Overview, Tiers, and Authentication pages.

IMPROVEDNavigation: API and Pricing added to main header. Cayo Lab moved to footer. API doc topbar shows site logo with back link.

FIXEDRemoved all "Wave X" and "Alpha Enterprise" references from user-facing documentation.

1.3.02026-02-15

GEX outcomes, liquidity cohort, trade tape

Prediction validation, cohort liquidity intelligence, and full trade history endpoints.

NEWGET /v1/gex/outcomes: magnet vs max pain hit rate validation. Verify our predictions with your own data.

NEWGET /v1/liquidity/cohort: 57-column cohort liquidity: grade (A-F), usable liquidity, velocity, draining alerts.

NEWGET /v1/trades/options: full options trade tape with direction, USD value, size buckets (WHALE/LARGE/MEDIUM), block detection, combo parsing.

NEWGET /v1/trades/futures: futures trade tape with perpetual/dated split, liquidation flags, execution slippage.

IMPROVEDGEX pinning expanded to 81 columns: IV momentum at gamma strikes, scenario detection, stability and persistence scores.

IMPROVEDGEX strikes: taker-flow corrected GEX (55-60 pct of heuristic sign assignment is wrong). 9 proprietary strike-surface Greeks.

1.2.02026-01-28

Greeks ratios, cohort Greeks, OI positioning

NEWGET /v1/greeks/ratios: 22 cross-Greek ratios across 5 tiers (convexity, vol regime, cross-derivative, time decay, efficiency).

NEWGET /v1/greeks/cohort: liquidity-weighted Greek aggregation across 28 cohorts (7 moneyness x 4 expiry).

NEWGET /v1/greeks/cohort-ratios: cohort-level ratio statistics (wavg, median, std).

NEWGET /v1/positioning/oi: 46-column OI options-volatility-landscape: 24h changes, velocity, HHI concentration, warning system.

NEWGET /v1/positioning/volume: per-strike volume positioning.

IMPROVEDGreeks snapshot: 37 Greeks per option including 4th-order (instability, echo, aurora). d1/d2 values, reliability score.

1.1.02026-01-15

Marketdata, spot rates, vol term structure

NEWGET /v1/marketdata/options: options prices, IV, OI, bid/ask per instrument.

NEWGET /v1/marketdata/futures: futures prices, OI, funding rates.

NEWGET /v1/marketdata/spot: spot pair prices and bid/ask.

NEWGET /v1/spot/rates: index price time series for all 6 coins. 1-min returns to 6h sampling.

NEWGET /v1/vol/term-structure: per-cohort IV options-volatility-landscape across moneyness x expiry grid. Risk reversal, smile curvature, IV momentum.

NEWGET /v1/liquidity/options: per-option spread, depth, book values, liquidity score.

NEWGET /v1/gex/strikes: per-strike GEX with OI breakdown, call/put split, distance to spot.

NEWGET /v1/gex/pinning: magnetic strike identification, pinning zones, breakout levels, gamma flip detection.

1.0.02026-01-05

Initial release

First public API release with instruments and Greeks snapshot.

NEWGET /v1/instruments/options: all active Deribit option instruments with contract specs.

NEWGET /v1/instruments/futures: futures and perpetual instruments.

NEWGET /v1/instruments/spot: spot trading pair instruments.

NEWGET /v1/greeks/snapshot: 37 Greeks per instrument, repriced every 10 minutes. 6 coins: BTC, ETH, SOL, XRP, AVAX, TRX.

NEWAPI documentation site with interactive Try It Live, code examples (Python, curl, SQL), and response previews.