Volume Delta

Retrieve cumulative volume delta (buy minus sell volume) as OHLC candles by trade size bucket.

Volume delta (VD) measures the cumulative difference between buy and sell volume over time by trade size bucket. Returns OHLC candles representing the VD value at each interval.

Authentication

API key via X-API-Key header.

Endpoint

GET /api/v1/vd

Parameters

Parameter	Type	Required	Description
`exchange`	string	Yes	Exchange ID (e.g., `binancef`, `bybitf`). Aggregated format: colon-separated, unique, alphabetically ordered IDs (e.g., `binancef:bybitf`). Invalid aggregate strings return `INVALID_EXCHANGE`.
`symbol`	string	Yes	Trading pair with slash separator (e.g., `btc/usd`)
`tf`	string	Yes	Timeframe (e.g., `1m`, `5m`, `1h`)
`from`	int64	Yes	Start timestamp (Unix seconds, inclusive)
`to`	int64	Yes	End timestamp (Unix seconds, exclusive)
`bucket`	int	Yes	Trade size bucket (see below)

Bucket Values

Bucket	Trade Size Range
1	All trades
2	$1 - $1K
3	$1K - $10K
4	$10K - $25K
5	$25K - $50K
6	$50K - $100K
7	$100K - $250K
8	$250K - $500K
9	$500K - $1M
10	$1M - $5M
11	$5M+

Note: Basic plans can access bucket 1 only. Pro plans can access buckets 1-11.

Rate Limits

Metric	Value
Cost multiplier	1x
Max points	100,000

Weight calculation for single-exchange requests:

base_points = (to - from) / tf_seconds
weight = ceil(base_points / 1000) × 1

For multi-exchange aggregated requests, each exchange adds 20% to the base cost:

weight = ceil(base_points / 1000) × 1 × (1 + 0.2 × num_exchanges)

For example, 5 exchanges = 2x cost, 10 exchanges = 3x cost.

Response

{
  "data": [
    {
      "t": 1704067200,
      "o": 150000.00,
      "h": 250000.00,
      "l": 100000.00,
      "c": 200000.00,
      "n": 60
    },
    {
      "t": 1704067260,
      "o": 200000.00,
      "h": 300000.00,
      "l": 180000.00,
      "c": 275000.00,
      "n": 60
    }
  ],
  "exchange": "binancef",
  "symbol": "btc/usd",
  "tf": "1m",
  "from": 1704067200,
  "to": 1704067320,
  "points": 2
}

Response Type: OHLC

{"t": 1704067200, "o": 150000.00, "h": 250000.00, "l": 100000.00, "c": 200000.00, "n": 60}

Field	Type	Description
`t`	`int64`	Unix timestamp (seconds)
`o`, `h`, `l`, `c`	`float64`	Open, high, low, close value
`n`	`int64`	Sample count

See Types for full details.

Errors

Code	HTTP	Description
`INVALID_API_KEY`	401	Missing or invalid API key
`INVALID_PARAMS`	400	General parameter validation failure
`INVALID_EXCHANGE`	400	Unknown/unsupported exchange ID, duplicate exchange in aggregate string, or non-alphabetical aggregate ordering
`INVALID_SYMBOL`	400	Unknown or unsupported trading symbol
`INVALID_TIMEFRAME`	400	Invalid timeframe format or outside allowed range
`INVALID_BUCKET`	400	Invalid or missing bucket parameter
`TIER_RESTRICTED`	403	Request outside tier's allowed access
`AGG_NOT_ALLOWED`	403	Multi-exchange aggregation not allowed on tier
`MAX_POINTS_EXCEEDED`	400	Request exceeds maximum datapoints
`RATE_LIMITED`	429	Rate limit exceeded
`TIMEOUT`	504	Query exceeded 30 second timeout

Example Error

{
  "error": {
    "code": "INVALID_BUCKET",
    "message": "Invalid or restricted bucket group",
    "details": {
      "bucket": "15",
      "valid_buckets": [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11],
      "bucket_descriptions": {
        "1": "all", "2": "1-1K", "3": "1K-10K", "4": "10K-25K",
        "5": "25K-50K", "6": "50K-100K", "7": "100K-250K", "8": "250K-500K",
        "9": "500K-1M", "10": "1M-5M", "11": "5M+"
      }
    }
  }
}

Example Request

curl -X GET "https://eu-central-1.mmt.gg/api/v1/vd?exchange=binancef&symbol=btc/usd&tf=1m&from=1704067200&to=1704153600&bucket=1" \
  -H "X-API-Key: your-api-key"

Volume Delta

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