Crypto market-data server for AI agents. Connect Claude, ChatGPT or any MCP client: 11 read-only tools.
Pairs: price, candles, trades, order flow, open interest, funding, basis, liquidations, aggregated across major spot and perpetual venues
Current values or dated history, rankings, 19 technical indicators
BTC and ETH options and spot ETFs
US macro, Bitcoin and Ethereum on-chain, sentiment
Auth: OAuth (no key needed) or X-API-KEY header. Free plan: bytnode.com/sign-up
Scored across 11 tools
Each tool targets a distinct data domain (macro, onchain, options/ETF, pair-level, market-wide, indicators, ranking, meta), so an agent can route most requests confidently. The closest overlaps are get_pair_brief vs get_pair_data (mitigated by the explicit 'Anything else: get_pair_data' note) and describe_fields vs get_system_info (both free meta tools with partially overlapping catalogs), but these are clarified in the descriptions.
All names are snake_case verb_noun, but the convention is mixed: eight tools use a get_ prefix (get_pair_data, get_macro_data, etc.) while three do not (describe_fields, rank_pairs, read_export). The pair get_pair_brief/get_pair_data also look near-identical in name, though the set remains readable.
Eleven tools is well within a healthy range, and each is a broad domain aggregator (macro, onchain, options, pairs, market-wide, indicators) rather than a redundant micro-endpoint. The two meta tools (describe_fields, get_system_info) and paging escape hatch (read_export) each earn their place.
Coverage is strong for a crypto market-data API: spot/futures trades, klines, funding, OI, liquidations, order flow, derivatives, options, ETFs, onchain, macro, indicators and ranking are all present, with describe_fields and get_system_info closing the discovery loop. Gaps are minor, such as news/social sentiment (beyond Fear & Greed) and no dedicated token/asset metadata lookup beyond tokenomics.
Full definition of data-tool fields, and of the output keys liquidations_24h, oi_usd, cumulative_net_volume, ranking, context: columns, unit of each column, label thresholds, dating, tool, timeframes, history depth, extra parameters. Free, no quota.
Inputs: fields (required).
US macro: one FRED series (macro; without series, the latest of every series), an intraday instrument (macro_intraday, series required), and computed fields with no target. Series: get_system_info catalogs. No window = current value; since_ms/until_ms/last = history. Rows newest first, dated at the START of their bucket (first_time + i x step_s); for a total, an extreme or a change read summary, for the period covered read ranges; null + unavailable = no data; _pct = percent, _ratio = fraction; every unit: describe_fields. timeframe: macro_intraday only. A daily or monthly series is legitimately days or weeks old.
EXAMPLE: 10-year yield: series=DGS10, fields=["macro"]
FIELDS:
macro: US macro: one series, or the latest of every series. [series optional]
macro_intraday: Intraday candles of a macro instrument. [tf with N or history, needs series]
macro_net_liquidity: Fed net liquidity, USD (balance sheet - TGA - reverse repo).
macro_correlations: Correlations between crypto and macro series. [now, 1 point]
macro_momentum: 30-day and 90-day momentum of the macro series. [now, 1 point]
macro_risk: Macro risk-on / risk-off score with its signals. [now, 1 point]
Inputs: fields (required), last, limit, detail, +8 more.
Technical indicators on the klines of 1 to 10 pairs (OBV, MFI, AD, ADOSC: aggregated spot volume; stablecoin pair: its keys null, unavailable not_applicable). Up to 50, several of a type (rsi_7, rsi_21). data: one series per '@' ('/@' with several pairs), newest first; indicators.: its type and parameters; limit 1 = the latest CLOSED candle. One quota request per pair. limit + warmup <= 1000 (warmup: period; ema 3x, rsi/atr/keltner 5x, adx 14x, macd 3x slow + signal, sar 200; the 422 gives the largest period). obv, ad: cumulative, read the slope only. OUTPUTS: stoch {k, d}; macd {macd, signal, histogram}; bb, keltner, donchian {upper, middle, lower}; ichimoku {tenkan_sen, kijun_sen, senkou_a, senkou_b}; others one value. EXAMPLE: indicators=[{"id": "rsi_7", "type": "rsi", "period": 7}, {"id": "macd", "type": "macd"}]
Inputs: symbol (required), timeframe (required), indicators (required), limit, +3 more.
The whole crypto market, no target. No window = current value; since_ms/until_ms/last = history. Rows newest first, dated at the START of their bucket (first_time + i x step_s); for a total, an extreme or a change read summary, for the period covered read ranges; null + unavailable = no data; _pct = percent, _ratio = fraction; every unit: describe_fields. timeframe: global_market only; the indices are daily.
EXAMPLE: dominance over 30 days: fields=["global_market"], timeframe=1d, last="30d"
FIELDS:
global_market: Total market cap, volume, BTC and ETH dominance. [tf with N or history]
fear_greed: Crypto Fear & Greed index (0-100) and label, daily.
fear_greed_cmc: CMC's Fear & Greed index (0-100), not fear_greed.
altcoin_season: Altcoin Season index (0-100) and yearly range.
cmc20: CMC20 index level, constituents and 24h change.
cmc100: CMC100 index level, constituents and 24h change.
Inputs: fields (required), last, limit, detail, +8 more.
Bitcoin and Ethereum on-chain, no target. No window = current value; since_ms/until_ms/last = history. Rows newest first, dated at the START of their bucket (first_time + i x step_s); for a total, an extreme or a change read summary, for the period covered read ranges; null + unavailable = no data; _pct = percent, _ratio = fraction; every unit: describe_fields. timeframe: btc_fees only (others keep their source cadence); dataset: the btc_mining history.
EXAMPLE: MVRV over 90 days: fields=["btc_mvrv"], last="90d"
FIELDS:
btc_network: Difficulty, block height, next adjustment.
btc_mempool: Mempool size, fees and trend.
btc_fees: Recommended fees, sat/vB, by urgency. [tf with N or history]
btc_mining: Mining pool concentration, pool ranking and block rewards. [dataset in history]
btc_mvrv: MVRV, label, 30-day change (source ~7 days behind).
btc_nvt: NVT and NVT signal (label: the signal).
btc_active_addresses: Active addresses, 7- and 30-day averages.
btc_revenue_per_difficulty: Miner revenue per unit of difficulty, in USD.
eth_supply: Supply, issuance, burn, net issuance.
eth_gas: Gas prices (gwei) and block usage.
eth_staking: Staking ratio, total staked, APR.
eth_deflation: 24h burn and net issuance (and annualised).
eth_defi: DeFi TVL, DEX volume, health ratio.
eth_gas_momentum: Gas trend: 7-day vs 30-day averages.
eth_squeeze: Supply squeeze index (staking, issuance).
eth_price_btc: ETH price in BTC and USD, 7-day change.
Inputs: fields (required), last, limit, detail, +8 more.
Options and spot ETFs of ONE asset (BTC or ETH, never a pair). No window = current value; since_ms/until_ms/last = history. Rows newest first, dated at the START of their bucket (first_time + i x step_s); for a total, an extreme or a change read summary, for the period covered read ranges; null + unavailable = no data; _pct = percent, _ratio = fraction; every unit: describe_fields.
expiries=true: active expiries with, PER EXPIRY, OI calls/puts, put/call, max pain, top strikes, ATM IV (options_summary and options_put_call_ratio are totals).
options_max_pain: every active expiry, nearest first (limit=N: N nearest); its history needs expiry. options_oi_distribution: one expiry is much smaller.
etf_fundamentals: QUARTERLY SEC filings per issuer (no daily flows); ticker keeps one.
EXAMPLE: nearest expiry: asset=BTC, expiries=true
FIELDS:
options_summary: Options overview: OI, volume, put/call, ATM IV, nearest expiry. [now, 1 point]
options_oi: Open interest, calls and puts, USD. [tf with N or history]
options_oi_change: OI change, calls and puts, USD. [tf with N or history]
options_oi_distribution: Open interest by strike, per expiry. [expiry, now, 1 point]
options_volume: Volume, calls and puts, USD. [tf with N or history]
options_put_call_ratio: Put/call ratio (open interest) and label. [tf with N or history]
options_iv: ATM 30-day implied volatility (%). [tf with N or history]
options_iv_klines: Candles of the ATM 30-day implied volatility (%). [tf with N or history]
options_max_pain: Max pain strike of each active expiry. [history needs expiry]
options_greeks: Aggregated greeks: delta, gamma, theta, vega. [now, 1 point]
etf_fundamentals: Spot ETF filings per issuer: shares, NAV, net assets, holdings. [ticker in history]
Inputs: asset (required), last, limit, detail, +12 more.
The state of 1 to 10 pairs in ONE call, fixed shape: price_change, funding_next, the latest basis, oi (with oi_usd) and cvd of the last closed 1h bucket, liquidations_24h {from, to (start of the first and of the last 1h bucket), long_usd, short_usd, total_usd, bucket_count} and fear_greed (Financial plan), with context: where each value sits in its own recent history. Two quota requests per pair, plus one. Anything else: get_pair_data.
Inputs: symbol (required), dry_run, max_quota_cost.
A trading pair, or up to 10 compared: price, candles, trades, order flow, derivatives, tokenomics. No window = current value; since_ms/until_ms/last = history. Rows newest first, dated at the START of their bucket (first_time + i x step_s); for a total, an extreme or a change read summary, for the period covered read ranges; null + unavailable = no data; _pct = percent, _ratio = fraction; every unit: describe_fields. oi is read at the END of its bucket; price_change 1d = rolling 24 h.
EXAMPLES
State: symbol=["BTCUSDT"], fields=["klines","funding_next","oi","cvd"], timeframe=1h, limit=24
Liquidations 48 h, long/short: fields=["liquidations_cumulative"], last="48h", detail="summary"
Buyers vs sellers, last 1000 trades: fields=["trades_futures"], limit=1000, detail="summary"
FIELDS:
klines: OHLCV candles (OHLC: reference spot market; volume: spot + futures). [tf, live]
price_change: Current price (last trade) and its rolling % change, 1m to 1w. [now, 1 point]
trades_spot: Individual spot trades, most recent first. [now, N<=10000]
trades_futures: Individual perpetual futures trades, most recent first. [now, N<=10000]
trades_large: Futures trades above min_usd, most recent first. [min_usd, now, N<=10000]
trades_kline_futures_seconds: Perpetual futures trades aggregated per second. [now]
oi: Open interest per bucket, base units and USD (oi_usd). [tf]
funding_next: Next estimated funding (8h equivalent, %) and APR: what venues show as current. [now, 1 point]
funding_rate: Settled funding of each period (8h equivalent, %) and APR.
funding_cumulative: Funding summed over a rolling 24h, and APR.
basis: Futures/spot basis, % and price (positive = contango). [tf]
oi_change: Open interest change per bucket, absolute and in %. [tf]
liquidations_events: Individual liquidations: side, price, quantity, USD. [min_usd, now, N<=10000]
liquidations_cumulative: USD liquidated per bucket, long and short positions. [tf]
liquidations_big_small_ratio: Large vs small liquidations per bucket: counts, USD, ratio. [tf]
orderbook: Order book depth (bids, asks, imbalance) by distance from mid. [tf, market]
cvd: Volume delta per bucket (net, buy, sell, base units) and its running total cumulative_net_volume. [tf, market, live]
spread_interexchange: Price spread between venues, bps (the only field naming venues). [tf, live]
buy_sell_ratio: Buy share of the traded volume per bucket. [tf, market]
trades_avg_size: Average trade size per bucket (base units). [tf, market]
trades_kline: Trade candles, spot + futures: count, buy, sell, net volume. [tf, live, N<=1440]
trades_kline_spot: Trade candles, spot: count, buy, sell, net volume. [tf, live, N<=1440]
trades_kline_futures: Trade candles, futures: count, buy, sell, net volume. [tf, live, N<=1440]
tokenomics: Supply (circulating, total, max), market cap, FDV (USD).
Inputs: fields (required), symbol (required), last, live, +12 more.
Your plan (families, history depth, rate, quota; null = unlimited), always returned and free; on demand the served pairs, data freshness and catalogs.
include: symbols (spot-only pairs have no futures data), freshness (freshness_fields: per field). catalogs: macro_series, macro_intraday_series, symbol_capabilities (the series of get_macro_data; symbol_capabilities needs symbol). Each part or catalog: one request.
Inputs: symbol, include, catalogs, category, +1 more.
Every pair ranked by ONE metric, top limit, ONE quota request: oi_usd, volume_usd_24h (spot + futures, last 24 closed hours, USD), funding_next (next estimated funding: estimated_rate_pct, 8h rate in %, and apr_pct), price_change_pct (over window, default 1d), rsi (RSI 14, last closed candle of timeframe, default 4h). Values at most 60 s old; pairs without the metric are in excluded. Example, most negative funding: metric=funding_next, order=asc
Inputs: metric (required), limit, order, window, +4 more.
The rest of a response cut by its size budget, page by page, same format, free. key: as in its data (default the first); offset: first row (0 = newest; the cut response's ranges..row_count). next_offset null = end. One hour, same API key.
Inputs: export_id (required), key, offset, max_tokens.
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