getLongShortRatio
Query the net long and short position ratios as a market sentiment indicator for derivatives contracts, with configurable time periods and pagination.
Instructions
Query the net long and short position ratios as percentages of all position holders, used as a market sentiment indicator for derivatives markets.
Use this endpoint when you need to:
Measure market sentiment by comparing long vs short position holder ratios
Track changes in long/short ratio over time as a contrarian or trend-following signal
Analyze historical sentiment data at intervals from 5min to 1d
Supported Products: USDT contract, Inverse contract
Calculation:
buyRatio= Number of long position holders / Total position holderssellRatio= Number of short position holders / Total position holders
Required parameters: category, symbol, and period.
Supports cursor-based pagination via nextPageCursor.
Notes:
Supports cursor-based pagination
No authentication required
Agent hint: Use this endpoint to retrieve long/short ratio sentiment data for a derivatives symbol. Required parameters: category, symbol, and period (5min/15min/30min/1h/4h/1d). Use startTime and endTime (milliseconds) to query a specific time range. For pagination, pass nextPageCursor from the previous response into the cursor parameter.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| category | Yes | ||
| symbol | Yes | ||
| period | Yes | ||
| startTime | No | ||
| endTime | No | ||
| limit | No | ||
| cursor | No |