Jump to Content
Amberdata APIRESTWebsocketsamberLensAWS S3SnowflakeGoogle BigQueryAsset Reference & Classification
Data DictionaryAPI DocumentationChangelog
RESTWebsocketsamberLensAWS S3SnowflakeGoogle BigQueryAsset Reference & ClassificationAmberdata API
API Documentation
Data DictionaryAPI DocumentationChangelog

Amberdata API

  • Getting Started
  • Supported Blockchains
  • Blockchain Decimals & Denominations
  • Data Types
  • REST
    • Authentication & Headers
    • Responses - Error Codes
    • Pagination
    • Rate Limits
    • Query Parameters
    • API Versioning
    • Compression
  • WebSockets
    • Rate Limits
    • Connection
    • Subscriptions Format
    • Supported Blockchains
    • WebSocket Best Practices & Usage Guidelines

ARC (Asset reference & Classification)

  • Updatesget
  • List Classificationsget
  • Exchange Statisticsget
  • Search Assetsget

AMBERLENS

  • Datasets Informationget
  • Get Datasetget

On-chain & Defi

  • DeFi Overview
    • DEX - Trades
      • DEX Trades Historicalget
      • DEX Protocols Informationget
    • DEX - OHLCV
      • Informationget
      • Latestget
      • Historicalget
    • DEX - Liquidity
      • Informationget
      • Latestget
      • Historicalget
      • Snapshotsget
      • Uniswap v3 Liquidity Distributionget
    • DEX - Liquidity Providers
      • Pool Providersget
      • Provider Positionsget
      • Provider Eventsget
    • DEX - Metrics
      • Exchanges Latestget
      • Exchanges Historicalget
      • Assets Latestget
      • Assets Historicalget
      • Pairs Latestget
      • Pairs Historicalget
    • DEX - Price/TWAP/VWAP
      • Assets Informationget
      • Assets Latestget
      • Assets Historicalget
      • Pairs Informationget
      • Pairs Latestget
      • Pairs Historicalget
      • Global TWAP - Assets Informationget
      • Global TWAP - Assets Latestget
      • Global TWAP - Assets Historicalget
      • Global TWAP - Pairs Informationget
      • Global TWAP - Pairs Latestget
      • Global TWAP - Pairs Historicalget
      • Global VWAP - Assets Informationget
      • Global VWAP - Assets Latestget
      • Global VWAP - Assets Historicalget
      • Global VWAP - Pairs Informationget
      • Global VWAP - Pairs Latestget
      • Global VWAP - Pairs Historicalget
    • DEX - All Transactions
      • Protocol Lensget
      • Pool Lensget
      • Wallet Lensget
    • Portfolio & Returns
      • Provider Return Since Inceptionget
      • Provider Historical Returnget
      • Pool Total Returnget
      • Track Positions - Lending Walletsget
      • Profit & Loss Analytics in DeFi Lendingget
      • Impermanent Loss & DEX Returnsget
    • Lending - Metrics
      • Lending Protocol Summary Metricsget
      • Lending Asset Summary Metricsget
    • Lending - All Transactions
      • Protocol Lensget
      • Asset Lensget
      • Wallet Lensget
      • Governance Lensget
    • Stablecoins
      • Stablecoins in DeFi Lending - Aggregate Insightsget
    • Information - Lending Protocolsget
    • Information - Assets in Lending Protocolsget
    • Information - DEX Protocolsget
    • Information - Pairs in DEX Protocolsget
  • On-chain Overview
    • Metrics Historical - Confirmed Transactionsget
    • Metrics Latest - Confirmed Transactionsget
    • Historical - Token Supplies by Addressget
    • Metrics Historical - By ERC Symbolget
    • Metrics Historical - Confirmed Blocksget
    • Metrics - By Blockchainget
    • Wallet (Address) Balances
      • Token Balances Historical - By Addressget
      • Token Balances Latest - By Addressget
      • Account & Token Balances Latest Batch - Multiple Walletsget
      • Balance & Tokens Latest - By Addressget
      • Balance Historical - By Addressget
      • Balance Latest - By Addressget
      • Wallet Portfolio - Balance & Token Holdingsget
    • Transactions, Transfers & Internals
      • Token Transfers - By Transactionget
      • Token Transfers - By Token Addressget
      • Contract Detailsget
      • Transactions - By Addressget
      • Token Transfers - By Wallet Addressget
      • Transaction Logs - By Wallet Addressget
      • Internal Messagesget
    • Holders
      • Current Holders - By Token Addressget

Market Data

  • Spot
    • Exchanges & Pairs
      • Instrumentsget
      • Referenceget
    • Order Books
      • Informationget
      • Snapshots Historicalget
      • Events/Updates Historicalget
    • Tickers
      • Informationget
      • Historicalget
    • Trades
      • Informationget
      • Historicalget
    • OHLCV
      • Informationget
      • Historicalget
      • Batch Historicalget
    • Price
      • Assets Informationget
      • Assets Latestget
      • Assets Historicalget
      • Pairs Informationget
      • Pairs Latestget
      • Pairs Historicalget
    • TWAP
      • Pairs Informationget
      • Pairs Historicalget
    • VWAP
      • Assets Informationget
      • Assets Historicalget
      • Pairs Informationget
      • Pairs Historicalget
    • Reference Rates
      • Hourly & Daily Reference Ratesget
  • Options
    • Exchanges
      • Instrumentsget
      • Referenceget
    • Liquidations
      • Informationget
      • Historicalget
    • OHLCV
      • Informationget
      • Historicalget
      • Batch Historicalget
    • Open Interest
      • Informationget
      • Historicalget
      • Batch Historicalget
    • Order Books
      • Events Informationget
      • Events Historicalget
      • Snapshots Informationget
      • Snapshots Historicalget
    • Tickers
      • Informationget
      • Historicalget
    • Trades
      • Informationget
      • Historicalget
  • Futures/Swaps
    • Exchanges
      • Instrumentsget
      • Referenceget
    • Funding Rates
      • Informationget
      • Historicalget
      • Batch Historicalget
    • Insurance Funds
      • Informationget
      • Historicalget
    • Liquidations
      • Informationget
      • Historicalget
    • Long/Short Ratio
      • Informationget
      • Historicalget
    • OHLCV
      • Informationget
      • Historicalget
      • Batch Historicalget
    • Open Interest
      • Informationget
      • Historicalget
      • Batch Historicalget
    • Order Books
      • Informationget
      • Events/Updates Historicalget
      • Snapshots Historicalget
    • Tickers
      • Informationget
      • Historicalget
    • Trades
      • Informationget
      • Historicalget

SPOT MARKET ANALYTICS

  • Information
    • Information Depth Analytics Pairs and Exchangesget
    • Information Trade Analytics Pairsget
    • Information Trade Exchange Support per Pairget
  • Order Book Depth Analytics
    • Depthget
    • Average Depthget
    • Depth Dashboardget
    • LWAPget
    • Pressureget
    • Bid Ask Spreadget
  • Trade Analytics
    • Trade Frequencyget
    • Trade Pressureget

Derivatives Analytics

  • Information
    • Options Instrumentsget
  • Futures/Perpetuals
    • Apr-Basis Constant Maturityget
    • Apr-Basis Live Term Structureget
    • Funding Realized/Accumulatedget
    • Funding Ratesget
    • Liquidations Aggregate (Futures and Perpetuals)get
    • Open Interestget
    • Volumesget
  • Realized Volatility
    • Pairs Informationget
    • Correlation, Beta and Realized Volatilityget
    • Monthly versus Daily Volatility Ratioget
    • Seasonality: Volatility Day of Weekget
    • Seasonality: Volatility Month of the Yearget
    • Volatility Conesget
  • Volatility
    • Level 1 Quotesget
    • Delta Surfaces Constantget
    • Delta Surfaces Floatingget
    • Moneyness Surfaces Floatingget
    • Moneyness Surfaces Constantget
    • Implied (vs) Realizedget
    • Term Structures Constantget
    • Term Structures Floatingget
    • Term Structures Richnessget
    • Volatility Indexget
    • Volatility Index Decoratedget
    • Volatility Index VRP (variance risk premium)get
    • Volatility of Volatility (DVol Index)get
    • Volatility Metrics (24 hr)get
  • SVI Calibration
    • Altcoin SVIget
    • Altcoin Deribit vs Modelget
    • Altcoin Statistics Tableget
    • Altcoin Strike Marksget
    • SVI - Historicalget
    • SVI - Minutelyget
  • Trades / Flow
    • Block Volumesget
    • Decorated Tradesget
    • Instruments Most Tradedget
    • Gamma Normalized in USDget
    • Gamma Snapshots (GEX)get
    • Options Yieldsget
    • Put Call Trades Distributionget
    • Put Call Ratioget
    • Top Tradesget
    • Volume Aggregatesget
  • TradFi: ETFs and Crypto related Equities
    • Information
      • Options Instrumentsget
    • Realized Volatility
      • Realized Volatility (Close-to-Close)get
      • Volatility Conesget
    • Volatility
      • Level 1 Quotesget
      • Delta Surfaces Constantget
      • Delta Surface Floatingget
      • Implied (vs) Realizedget
      • Term Structures Constantget
      • Term Structure Richnessget
      • Open Interestget
      • Volatility Metrics (24 hr)get
    • Trades / Flow
      • Decorated Tradesget
      • Instruments Most Tradedget
      • Options Yieldsget

Market Metrics

  • CEX Metrics
    • Exchange Volume Latestget
    • Exchange Volume Historicalget
    • Asset Volume Latestget
    • Asset Volume Historicalget
    • Pair Volume Latestget
    • Pair Volume Historicalget
  • Rankings
    • Asset Rankings Latestget
    • Asset Rankings Historicalget
    • Marketcapget
    • Token Rankings Latestget
    • Token Rankings Historicalget
  • Supply
    • Latestget
    • Historicalget
  • Token Prices
    • Latestget
    • Historicalget

Real-time Data (Websockets)

  • On-chain & DeFi
    • VWAP
      • market:dex:vwap
    • Trades
      • market:dex:trades
    • Prices
      • market:dex:prices
    • Liquidity
      • market:dex:liquidity
    • OHLCV
      • market:dex:ohlcv
    • Tokens
      • token_transfer
    • Internal Messages
      • function
      • internal_message
    • Blocks
      • block
    • Addresses
      • address:functions
      • address:internal_messages
      • address:logs
      • address:new_contracts
      • address:token_transfers
      • address:transactions
  • Market Data - Spot
    • OHLCV
      • market:spot:ohlcv
    • Order Books
      • market:spot:order:events
      • market:spot:order:snapshots
    • Prices
      • market:spot:prices
      • market:spot:prices:updates
    • Tickers
      • market:spot:tickers
    • Trades
      • market:spot:trades
  • Market Data - Options
    • Liquidations
      • market:options:liquidations
    • OHLCV
      • market:options:ohlcv
    • Open Interest
      • market:options:open_interests
    • Order Books
      • market:options:order:events
      • market:options:order:snapshots
    • Tickers
      • market:options:tickers
    • Trades
      • market:options:trades
  • Market Data - Futures
    • Funding Rates
      • market:futures:funding_rates
    • Insurance Funds
      • market:futures:insurance_funds
    • Liquidations
      • market:futures:liquidations
    • Long/Short Ratios
      • market:futures:long_short_ratios
    • OHLCV
      • market:futures:ohlcv
    • Open Interest
      • market:futures:open_interests
    • Order Books
      • market:futures:order:events
      • market:futures:order:snapshots
    • Tickers
      • market:futures:tickers
    • Trades
      • market:futures:trades
Powered by 

Price/TWAP/VWAP

Definition, details, availability and FAQ's can be found in our Data Dictionary for Price, Global TWAP, Global VWAP!