Market-structure data for AI agents, bots, and quants

Depthy gives builders access to market data they can't easily get anywhere else — including liquidation clusters, depth history, OI and funding deltas, cascade inference, and smart-money signals — all structured for programmatic use.

LIVE
API-first · Real-time + historical · Built for software
depthy.io/dashboard
Liq Clusters
847
OI Delta
+2.1%
Symbols
229
LIQ BTC-PERP $142M below 3m
OI ETH-PERP +8.3% 24h 5m
CASC SOL-PERP DOWN 0.72 8m
SM Trump wins popular vote $4.2K BUY 11m

For developers, systematic traders, quant researchers, and agent builders who need market structure — not just candles.

What You Get

Most APIs stop at prices, trades, and order book snapshots. Depthy goes further — exposing the structural layer of the market, structured for programmatic use.

💥

Estimated Liquidation Clusters

Structured liquidation geometry designed for software, not just visual heatmaps. Know where leveraged positions are concentrated and what price levels trigger cascades.

📊

L2 Depth History

Order book depth snapshots over time so your systems can analyze imbalance, pressure, and changing liquidity conditions. Millions of snapshots across 229 symbols.

📈

OI + Funding Deltas

Current open interest and funding rates plus 1h, 4h, and 24h changes in one structured response. See where crowding is building and where funding is shifting.

Cascade Inference

Derived cascade state and pressure signals for systems that care about liquidation-driven movement. Proximity, volume surge, and direction purity in one call.

💰

Polymarket Smart-Money Signals

Structured whale activity, volume anomalies, and flow-oriented event data across 50+ prediction markets. Smart-money detection for prediction-market builders.

Why Depthy Is Different

A specialized market-structure layer for systems that need more than prices and candles.

🔍

Vs Generic Market-Data APIs

Generic APIs are great for normalized prices and trades. Depthy focuses on the harder layer: liquidation geometry, depth history, OI deltas, and derived market-state data.

🖥️

Vs Retail Dashboards

Many platforms are built for humans staring at screens. Depthy is built for software that needs structured, programmatic inputs — agents, bots, and research pipelines.

📦

Vs Signal Services

Depthy doesn't ask you to trust a black box. It gives you the data so you can build your own models, workflows, and strategies. Your logic, our data.

🔗

API-First Architecture

Every dataset accessible via clean REST endpoints. JSON responses, consistent schemas, machine-readable outputs, and practical integration paths.

🤖

AI & MCP-Ready

Native MCP server for Claude and GPT. LangChain tools, OpenAI function schemas, SSE streaming. Your agent integrates in minutes.

📊

Cross-Exchange Structure

The only platform combining Hyperliquid market-structure data with Polymarket smart-money flow. Two exchanges, one unified data layer.

Live Data Preview

Real signals from the Depthy data engine, updating every collection cycle.

Signals loading...
Refreshes every 60 seconds

Data That Compounds

Every trade, every order book snapshot, every liquidation cluster gets stored and retained. More history means better baselines, deeper replay capability, and richer inputs for model development. This isn't a feed you can replicate overnight.

Who Depthy Is Built For

Whether you're building autonomous agents, running systematic strategies, or researching market microstructure.

🤖

AI Agent Builders

Feed market-structure data into autonomous systems that reason about crowding, pressure, and market state.

  • MCP Server — Claude calls Depthy natively
  • LangChain tools + OpenAI function schemas
  • SSE streaming for real-time feeds
  • Structured JSON, consistent schemas
⚙️

Quant & Bot Developers

Use better inputs for strategy logic, execution overlays, or custom signal generation. REST API with consistent response schemas.

  • Liquidation clusters, OI deltas, cascade state
  • Historical data for backtesting
  • Rate limits up to 300 req/min
🔬

Research Teams

Study how liquidation pressure, OI expansion, funding shifts, and depth conditions shape market behavior over time.

  • Historical retention for replay and calibration
  • CSV and JSON export
  • Growing dataset since February 2026
💰

Prediction-Market Builders

Track smart-money behavior and event flow with structured Polymarket data across 50+ active markets.

  • Whale detection and wallet profiling
  • Volume anomalies and depth imbalance
  • Trade history and position tracking

Explore the APIs

Nine specialized APIs covering market structure, prediction markets, and agent integration.

💥

Liquidation Tiers API

Nearest liquidation tiers above and below current price, band capture asymmetry, and dominance signals. GET /api/liq/tiers

Learn More
📈

OI + Funding API

Open interest and funding rate current values plus 1h, 4h, and 24h deltas in one call. GET /api/oi/change

Learn More

Cascade Inference API

Cascade state from cluster proximity, volume surge, and direction purity. GET /api/cascade/latest

Learn More
📊

Depth Data API

Hyperliquid order book snapshots, wall detection, and historical depth across 229 symbols. GET /api/depth/latest

Learn More
🧠

PM Signals API

Smart money alerts, volume anomalies, whale movements, and depth imbalance from Polymarket — 4 signal types in real-time.

Learn More
👛

Wallet Intelligence API

Profiled wallets scored by win rate, PnL, and trade frequency. Full trade history and position tracking across 50+ markets.

Learn More
⏱️

Backtest API

Historical trade data export. CSV or JSON. Build and validate strategies against real historical data.

Learn More
🔌

MCP Server

Model Context Protocol server with 7 tools. Claude and GPT call Depthy natively. npm install, configure, go.

Learn More
🌐

PM Markets API

1,300+ active prediction markets with prices, trade counts, and signal activity. Incremental polling with since= parameter.

Learn More

Simple, Transparent Pricing

Start free. Scale when you need to. Agent tier built for automated systems.

Free

$0
forever
  • 3 signal types
  • 5 markets
  • 100 API calls / day
  • Delayed signals
  • Dashboard access

Pro

$29
per month
  • 4 signal types incl. Depth Imbalance
  • All markets
  • 10,000 API calls / day
  • Real-time signals
  • Full wallet profiles
  • SSE streaming

Elite

$99
per month
  • Everything in Pro
  • 50,000 API calls / day
  • Backtest API
  • Historical exports
  • Priority support

Agent

Pay per query
no monthly commitment
  • Full API access, all endpoints
  • MCP server
  • SSE streaming
  • Backtest data
  • $0.001 – $0.01 / call
  • Min top-up $10

Frequently Asked Questions

Depthy provides market-structure data including estimated liquidation clusters, L2 depth history, OI and funding deltas, cascade inference signals, and Polymarket smart-money flow. All data is available through REST APIs with consistent JSON schemas, designed for programmatic consumption.
Hyperliquid — 229 perpetual futures with depth snapshots, wall detection, liquidation clusters, OI, and funding rates. Polymarket — 27,000+ prediction markets with trade data, wallet intelligence, and smart-money signals across 50+ active markets.
Collectors run continuously. Trade data, depth snapshots, and OI are typically updated within 5 minutes. Every API response includes a stale flag and freshness timestamp so your systems always know the data age.
No. Depthy is a data provider. We give you structured market-structure data so you can build your own models, strategies, and agents. We don't publish signals to follow or recommendations to trust — you bring the logic, we provide the inputs.
Coinglass and CoinAPI focus on broad normalized price and trade data across many exchanges. Depthy focuses on a harder, more specialized layer: liquidation geometry, depth history, OI deltas, cascade inference, and smart-money flow. We cover fewer exchanges but go much deeper into market structure.
MCP (Model Context Protocol) lets AI assistants like Claude call Depthy endpoints natively — no custom code needed. Add our MCP server config to Claude Desktop or any MCP-compatible client and your AI can query market-structure data directly. See our Agent Docs for the config snippet.
Three options: MCP Server — add one config block and Claude/compatible clients call Depthy natively. SSE Streaming — subscribe to /v1/pm/signals/stream for real-time data delivery. REST API — standard HTTP with Bearer auth and JSON responses, works with LangChain, OpenAI function calling, and any HTTP client. Check our Agent Documentation for quickstart guides.
Yes. Free tier: 30 req/min. Pro: 60 req/min. Elite: 120 req/min. Agent: 60 req/min. Enterprise/custom plans can go up to 300 req/min. Rate limit headers are included in every API response.

The data layer for

structure-aware trading systems

Access liquidation clusters, depth history, OI and funding deltas, cascade inference, and smart-money signals through APIs built for programmatic use.

No credit card required

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