EnsoTrade

Explain Move

Explain WHY a crypto coin is up or down right now, from live order-flow and positioning. Use this for "why is bitcoin down", "why is BTC/ETH/SOL pumping or dumping", or any question about the CAUSE of a crypto move. Returns a ready-to-quote sentence plus structured signals (price, regime, funding, open interest, basis). `coin` = ticker like 'btc', 'eth', 'sol'. Pass an EnsoTrade Pro API key as a Bearer token for real-time data (public calls are 15-minute delayed) — generate one at ensotrade.tech

Get Funding

Current perpetual funding rate and crowding read for a crypto coin (are longs or shorts paying / crowded). Use for "what's the funding rate on <coin>", "is funding positive". `coin` = ticker e.g. 'btc'. Bearer-auth with a Pro API key for real-time data.

Get Order Flow

Positioning regime + open interest + recent taker imbalance for a crypto coin — whether a move is new longs, short covering, fresh shorts, or deleveraging. Use for "crypto order flow", "open interest change", "is this a short squeeze". `coin` = ticker e.g. 'btc'. Bearer-auth with a Pro API key for real-time data.

Market Snapshot

One combined live snapshot for a crypto coin: price, 24h change, funding, open interest, perp basis, positioning regime. `coin` = ticker e.g. 'btc'. Bearer-auth with a Pro API key for real-time data plus the validated funding-momentum directional signal (public calls get a 15-minute-delayed price and no directional call).

Top Movers

Top gaining and losing crypto perpetuals right now, ranked across the whole market. Use for "top crypto movers", "biggest crypto gainers and losers today".

Perp Dashboard

Full perp dashboard for a crypto coin: mark price, index price, funding rate + next funding time, open interest, 24h high/low/volume. Requires an EnsoTrade Pro API key (Bearer auth) — generate one at ensotrade.tech, Account -> Developer Access. `coin` = ticker e.g. 'btc'.

Options Chain

Full crypto options chain for a coin: strikes, mark IV, greeks, and the Black-Scholes fair-value gap per contract. Requires an EnsoTrade Pro API key. `coin` = underlying ticker e.g. 'btc'.

Carry Pressure

Toxic Carry Score (cost-of-leverage from funding, positive = bullish) + Open Interest Quality Index (is the price trend agreeing with new positioning, i.e. healthy, or against it, i.e. forced flow / reversal risk). Requires an EnsoTrade Pro API key. `coin` = ticker e.g. 'btc'. See the `market_glossary` resource for how to read these numbers.

Market Rotation

Cross-sectional momentum ranking across the whole crypto perp universe right now — which coins are leading (top percentile) vs lagging (bottom percentile). Use this FIRST when asked to "find a coin" or "what should I look at" before drilling into one with the other tools. Requires an EnsoTrade Pro API key.

Route Order

Cheapest way to fill a crypto perp order across multiple venues, and what that saves versus using the single best venue. Merges every order-book level from Binance, Bybit, Bitget, Hyperliquid, OKX and Gate into one list ordered by FEE-ADJUSTED price and walks it until filled. Use for "how should I split this order", "what's the cheapest venue to buy $2M of SOL", "how much would routing save me". Returns the per-venue allocation, the blended price, the best single venue, and the saving in bp and

Execution Window

When during the day crypto is cheapest to execute into, as a session-level profile pooled across the coin universe. Use for "what time of day should I trade", "when is crypto most liquid", "best time to execute a large crypto order". Returns four UTC session blocks with a relative execution-cost number each (lower = cheaper), measured as Amihud illiquidity (|hourly return| / hourly quote volume) over ~62 days of hourly candles. IMPORTANT when quoting this: the effect is WEAK BUT STABLE — roughl

Exit Capacity

How fast a crypto position can be exited and what it costs. Use for "how long to get out of $5M of SOL", "can I exit this position", "what's my liquidity risk". Returns: immediate exit cost by walking the live book; direction skew (up-cost vs down-cost, since a lopsided book matters); time to exit at 5%/10%/20% participation; max exitable in 24h; and how concentrated the depth is on one venue. IMPORTANT when quoting the capacity numbers: they are computed on REPORTED venue volume, which is an U

Position Limits

Position-limit table for a universe of crypto perps: the largest position in each coin that could be exited inside 24 hours at a chosen participation rate, sorted TIGHTEST-FIRST. Use for "what position limit should I set on X", "which of my positions is too big to get out of", "how much SOL can I safely hold", "rank my coins by exit risk". `coins` = optional comma-separated list (default: the liquid crypto perp universe by volume). `participation` = the fraction of daily volume you are willing

Mass Scan

MASS on one selected exchange or comma-separated exchanges. One result per exchange; no blend. Pro key required.

Mass Map

Bounded MASS scan. Select exchanges with comma-separated venues. Rows stay separate. Pro key required.

Currency Leg

The cost of the currency you were never quoted in. Use for "what does it really cost me to trade $5M of SOL", "which venue is cheapest for a USD fund", "how much am I paying to hold USDT", "should I use a USDC venue instead". THE POINT: every execution cost in this API, and in every competing tool, is denominated in the VENUE'S OWN quote currency. Most perp venues quote USDT. A fund's money is USD. So the quoted cost is for a trade the fund cannot place until it has bought USDT, and the price o

Leg Rates

What it costs, right now, to move USD into and back out of the stablecoins the crypto venues quote in — and how much can be moved before the book runs out. Use for "what does USDT conversion cost", "is USDC or USDT cheaper to hold", "how much can I convert at once", "what is the USDT basis". No coin involved: this is the currency leg on its own. Returns per-market cost in and out, the cheapest venue for each direction, aggregate capacity, and how far each stablecoin is trading from 1.0000. `wh

Post Value

What POSTING a resting order is worth versus CROSSING the spread, per venue, for a crypto perp. Use for "should I use a limit order or market order", "what does paying the spread cost me", "which venue should I quote on", "is it worth being passive here", "maker vs taker". Returns per venue: the current spread in bp, taker and maker fee, the value of posting per side, and the round trip (2x, because a position is opened and closed). Ranked by posting value. Pass `notional_usd` to price the cros

Post Map

Universe-wide maker/taker table: for each liquid crypto perp, the best venue to post on and the round-trip prize, sorted widest-first. Use for "where is being passive worth the most", "which coins should I be quoting rather than taking", "rank my book by spread capture". Same honesty requirement as post_value and it is not optional: these are prizes CONDITIONAL ON BEING FILLED. No fill probability is estimated anywhere in the response. Say so. `coins` = optional comma-separated list (default:

Fetch Series

Raw time series for one field on one symbol, oldest-first, capped at 1000/1500 points. Use this to explore what a field actually looks like before wiring it into test_formula. Requires an EnsoTrade Pro API key. `symbol` e.g. 'SOL' or 'SOLUSDT'. `timeframe="scalp"` (default): WDE order-flow microstructure, second-scale. `field` is one of mid, spread_bp, signal, toxicity, cost_bp, ret_1s_bp, ret_5s_bp, ret_30s_bp, ret_60s_bp (top-level), or ofi1, ofi5, dofi, qi, mp, obi, tf1, tf5, tf30, run, inte

Test Formula

Invent a formula over EnsoTrade's data, and get back whether it actually predicts forward returns — validated on a holdout split, not just fit to the whole window. `formula` is a math expression combining any of the fields listed in fetch_series' docstring (for the same `timeframe`) with +, -, *, /, **, %, unary +/-, and abs/min/max/ sqrt/log/log1p/exp/sign/clip/mean/std, e.g. "ofi1 * vpin - dofi / 2" or "sign(qi) * sqrt(abs(obi))". No other Python is executed — this runs through a restricted, d

Save Strategy

Save a formula as a strategy IF it currently validates. Re-runs test_formula itself server-side first — never trusts a stale claim from an earlier call, since data moves — and only saves when that fresh verdict is 'validated'. Saved strategies appear in the user's own EnsoTrade dashboard under Strategies; they're private to that account, not published or shared with anyone else. Same parameters as test_formula: `symbol`/`formula` as usual, `timeframe`="scalp" (use `horizon`) or "15m"/"1h"/"4h"/"