GET /v1/derived

Returns pre-computed analytics that combine data across multiple sources into a single time series.

Minimum tier: Pro | Credits: 50 base + 5 per row returned

GET https://kwery-api.com/v1/derived?api-key=YOUR_KEY

Parameters

Parameter	Type	Required	Default	Description
`api-key`	string	Yes	—	Your API key. Passed as a query parameter.
`symbol`	string	Yes	—	Asset symbol (e.g. `BTC`, `ETH`).
`interval`	string	No	`1h`	Time bucket interval (`5m`, `15m`, `1h`, `4h`, `1d`).
`metrics`	string	No	all	Comma-separated list of metrics to include (e.g. `basis_spot_futures,funding_differential`). Omit to return all available metrics.
`start`	string	No	—	ISO 8601 start time (inclusive).
`end`	string	No	—	ISO 8601 end time (exclusive).
`limit`	integer	No	100	Number of rows to return. Range: 1–1000.
`after`	string	No	—	Cursor for pagination. Pass the `next_cursor` value from a previous response.

Response fields

Each object in data contains the following fields:

Field	Type	Description
`timestamp`	`string`	ISO 8601 bucket open time.
`symbol`	`string`	Asset symbol.
`interval`	`string`	Interval used for this row.
`basis_spot_futures`	`number \| null`	Annualized basis between Binance spot and Binance USDT-M futures, calculated as `((futures_close / spot_close) - 1) * (365 / days_to_expiry)`. Positive values indicate contango.
`basis_binance_hyper`	`number \| null`	Annualized basis between Binance USDT-M futures and Hyperliquid perpetual, highlighting venue-specific premium divergence.
`funding_differential`	`number \| null`	Difference between Binance perpetual and Hyperliquid perpetual funding rates at the same timestamp. Positive means Binance funding is higher.
`polymarket_chainlink_div`	`number \| null`	Divergence between Polymarket implied price (derived from YES probability × strike) and the Chainlink oracle feed for the same asset. Useful for detecting stale oracles or mispriced contracts.
`implied_vol_polymarket`	`number \| null`	Implied volatility backed out from Polymarket binary option prices using a Black-Scholes approximation, annualized.
`implied_vol_kalshi`	`number \| null`	Implied volatility backed out from Kalshi binary contract prices using a Black-Scholes approximation, annualized.

Response headers

Header	Description
`X-Credits-Charged`	Total credits consumed by this request.
`X-RateLimit-Remaining`	Requests remaining in the current rate-limit window.
`X-RateLimit-Reset`	ISO 8601 timestamp when the rate-limit window resets.

Example request

cURL

curl "https://kwery-api.com/v1/derived?api-key=YOUR_KEY&symbol=BTC&interval=1h&metrics=basis_spot_futures,funding_differential&start=2026-03-01T00:00:00Z&limit=3"

Python

import requests

resp = requests.get("https://kwery-api.com/v1/derived", params={
    "api-key": "YOUR_KEY",
    "symbol": "BTC",
    "interval": "1h",
    "metrics": "basis_spot_futures,funding_differential",
    "start": "2026-03-01T00:00:00Z",
    "limit": 3,
})
data = resp.json()

TypeScript

const params = new URLSearchParams({
  "api-key": "YOUR_KEY",
  symbol: "BTC",
  interval: "1h",
  metrics: "basis_spot_futures,funding_differential",
  start: "2026-03-01T00:00:00Z",
  limit: "3",
});

const res = await fetch(`https://kwery-api.com/v1/derived?${params}`);
const data = await res.json();

Example response

{
  "data": [
    {
      "timestamp": "2026-03-01T00:00:00Z",
      "symbol": "BTC",
      "interval": "1h",
      "basis_spot_futures": 0.0812,
      "funding_differential": 0.00034
    },
    {
      "timestamp": "2026-03-01T01:00:00Z",
      "symbol": "BTC",
      "interval": "1h",
      "basis_spot_futures": 0.0798,
      "funding_differential": 0.00028
    },
    {
      "timestamp": "2026-03-01T02:00:00Z",
      "symbol": "BTC",
      "interval": "1h",
      "basis_spot_futures": 0.0821,
      "funding_differential": 0.00041
    }
  ],
  "meta": {
    "symbol": "BTC",
    "source": "derived",
    "interval": "1h",
    "count": 3,
    "next_cursor": "eyJ0IjoiMjAyNi0wMy0wMVQwMzowMDowMFoifQ=="
  }
}

Metric definitions

Metric	Sources combined	Calculation
`basis_spot_futures`	Binance Spot + Binance Futures	`((futures_close / spot_close) - 1) * (365 / days_to_expiry)` annualized.
`basis_binance_hyper`	Binance Futures + Hyperliquid	Same formula, comparing Binance USDT-M futures to Hyperliquid perpetual close.
`funding_differential`	Binance Futures + Hyperliquid	`binance_funding_rate - hyperliquid_funding_rate` at the interval boundary.
`polymarket_chainlink_div`	Polymarket + Chainlink	`polymarket_implied_price - chainlink_oracle_price`, in USD.
`implied_vol_polymarket`	Polymarket	Black-Scholes inversion of YES/NO prices given strike, time to expiry, and risk-free rate. Annualized percentage.
`implied_vol_kalshi`	Kalshi	Same Black-Scholes inversion applied to Kalshi contract prices. Annualized percentage.

Tier access

Tier	Access
Free	Locked — returns `403`.
Pro	`basis_spot_futures` only. Other metrics return `null`. History limited to 30 days.
Business	All metrics. Full history.

Errors

Status	Code	Description
`400`	`invalid_symbol`	The `symbol` parameter is missing or not recognized.
`400`	`invalid_interval`	The `interval` value is not supported for derived metrics.
`400`	`invalid_metric`	One or more values in `metrics` are not recognized.
`403`	`tier_locked`	Your plan does not have access to this endpoint or the requested metric.
`429`	`rate_limit_exceeded`	You have exceeded your per-minute or per-hour request quota.