Real-time trades, L2 order books, funding rates, and microstructure metrics from Binance, Bybit, and OKX. Same quality as Tardis. Fraction of the price.
import requests
API_KEY = "your_api_key"
BASE = "https://api.cryptodataapi.dev"
# Get recent BTC trades from Binance
resp = requests.get(f"{BASE}/v1/trades", params={
"exchange": "binance",
"symbol": "BTCUSDT",
"start": "2026-03-17T00:00:00Z",
"end": "2026-03-17T01:00:00Z",
"format": "json",
"limit": 1000,
}, headers={"X-API-Key": API_KEY})
data = resp.json()
print(f"Got {len(data['data'])} trades")
# {'timestamp_ns': 1742169600000000000,
# 'price': 83142.5, 'qty': 0.003,
# 'side': 'buy', 'trade_id': '...'}Purpose-built for systematic traders, market microstructure researchers, and data engineers.
WebSocket ingestion from 3 exchanges simultaneously. Data hits Redis in < 5ms.
Compressed Parquet files partitioned by exchange/symbol/date/hour. Compact and fast.
OBI, VPIN, Kyle's lambda, trade imbalance, realized spread — computed on raw data.
Binance Futures, Bybit, and OKX all normalized to a single schema.
AI agents run every hour to detect gaps, crossed books, and stale streams — and fix them.
Query any date range via REST. Free plan: 7 days. Pro: 90 days. Enterprise: 2 years.
Same data. Better price. Extra microstructure metrics included.
| Feature | CryptoFeed | Tardis |
|---|---|---|
| Exchanges | Binance, Bybit, OKX | Binance, Bybit, OKX + |
| Trades | ✓ | ✓ |
| L2 Order Books | ✓ | ✓ |
| Funding Rates | ✓ | ✓ |
| Microstructure | ✓ (OBI, VPIN, Kyle's λ) | ✗ (raw data only) |
| Pro plan / month | $49 | $499 |
| Enterprise / month | $199 | $2,000+ |
| Free tier | 7 days history | None |
| API latency | < 100ms | < 100ms |
No hidden fees. Pay once, get a key instantly.
Get an API key, make your first call in 60 seconds. No credit card required for the free plan.
Get free API key