API Documentation
Multi-Exchange Data Aggregation and Advanced Filtering
Master data aggregation across Bybit, Binance, and Hyperliquid with advanced filtering, sorting, and normalization. Get unified market insights from 3+ exchanges simultaneously.
Published March 21, 2026
•
17 min read
•
Advanced
Data Aggregation Overview
The Smart Money API aggregates cryptocurrency derivatives data from 3 major exchanges: Bybit, Binance, and Hyperliquid. Instead of making separate API calls to each exchange, you get unified data with smart filtering, cross-exchange comparison, and advanced analytical capabilities.
Why aggregation matters:
- Single API Call — Get data from 3 exchanges simultaneously without managing multiple connections
- Normalized Format — All exchanges standardized to consistent schema
- Cross-Exchange Insights — Compare funding rates, positions, and liquidity across venues
- Intelligent Filtering — Query the exact data you need with powerful filters
- Performance — CDN-cached aggregated responses 50x faster than aggregating yourself
Architecture: Smart Money API collects data from exchanges every 1-5 seconds, normalizes it, caches it at CDN edge, and serves aggregated responses with sub-100ms latency globally.
Supported Exchanges
Bybit
Code: bybit | Coverage: 500+ perpetual pairs | Update Frequency: 1 second
- USDT perpetual futures (linear contracts)
- Inverse perpetuals (XRP, ETC)
- Complete order book and trade data
- Funding rates and mark prices
Binance
Code: binance | Coverage: 800+ perpetual pairs | Update Frequency: 1 second
- USDT-M (USDT perpetual) futures
- COIN-M (inverse) futures
- Complete market microstructure data
- Highest liquidity across pairs
Hyperliquid
Code: hyperliquid | Coverage: 300+ perpetual pairs | Update Frequency: 5 seconds
- Decentralized perpetual futures (no margin)
- Unique on-chain settlement model
- Native whale wallet data integration
- Lower latency for algorithmic traders
Exchange Specifications Table
| Exchange |
Pairs |
Leverage |
Update Freq |
Settlement |
| bybit |
500+ |
1-125x |
1s |
Perpetual |
| binance |
800+ |
1-125x |
1s |
Perpetual |
| hyperliquid |
300+ |
1-20x |
5s |
Perpetual |
Get your API key in 30 seconds
Ready to build? Grab a free API key (200 calls/day, no card) and start pulling live whale, funding and on-chain data.
Get your API key →Data Fusion Concepts
Normalization
Each exchange has different field names, decimal precision, and data structures. Smart Money normalizes everything to a standard schema:
{
"exchange": "bybit",
"symbol": "BTCUSDT",
"funding_rate": 0.0001,
"mark_price": 72500.50,
"index_price": 72480.25,
"open_interest": 850000000,
"timestamp": 1709980800000
}
Timestamp Alignment
All data points are timestamped and aligned to UTC milliseconds. Older data is handled transparently:
- Real-time data: sourced within last 5 seconds
- Aging data: marked with age_ms indicating staleness
- Missing exchanges: returns partial results with exchange list
- Full stale data: returns cached result with cache_age_seconds
Cross-Exchange Metadata
Every aggregated response includes metadata about data sources:
{
"data": [...],
"_meta": {
"exchanges": ["bybit", "binance", "hyperliquid"],
"count": 245,
"aggregated_at": 1709980800123,
"sources_healthy": true
}
}
Basic Filtering
Filter by Exchange
Request data from specific exchanges only:
// Get funding rates from Binance only
GET /v1/derivatives/funding-heatmap?exchange=binance
// Multiple exchanges
GET /v1/derivatives/funding-heatmap?exchange=bybit,binance
Filter by Asset Class
Filter by cryptocurrency or trading pair:
// Bitcoin pairs only
GET /v1/derivatives/funding-heatmap?asset=BTC
// Multiple assets
GET /v1/derivatives/funding-heatmap?asset=BTC,ETH,SOL
// Specific pairs
GET /v1/derivatives/funding-heatmap?symbol=BTCUSDT,ETHUSDT
Filter by Metric Range
Query based on numeric values:
// High funding rates (>0.01%)
GET /v1/derivatives/funding-heatmap?funding_rate_min=0.0001
// Low funding rates (<-0.01%)
GET /v1/derivatives/funding-heatmap?funding_rate_max=-0.0001
// High open interest
GET /v1/derivatives/oi-rankings?oi_min=100000000
Advanced Filtering
Comparative Filters
Find pairs with specific characteristics across exchanges:
// Pairs with >5% funding diff across exchanges
GET /v1/derivatives/comparative?metric=funding_rate_spread&min=0.0005
// Liquidation divergence
GET /v1/derivatives/comparative?metric=liquidation_pressure_diff
// Pairs with highest Bybit/Binance open interest ratio
GET /v1/derivatives/comparative?metric=oi_ratio&base=bybit&compare=binance&min=1.5
Time-Based Filters
Query historical aggregated data:
// Data from specific time window
GET /v1/derivatives/funding-heatmap?start_time=1709980800&end_time=1709984400
// Last 24 hours
GET /v1/derivatives/funding-heatmap?lookback=24h
// Snapshots at 1-hour intervals
GET /v1/derivatives/historical?interval=1h&limit=24
Composite Filters
Combine multiple filter conditions:
// Top tier pairs: BTC, ETH, SOL
// High positive funding on Binance
// Negative funding on Bybit (arbitrage)
GET /v1/derivatives/funding-heatmap?
asset=BTC,ETH,SOL&
exchange=binance,bybit&
binance_funding_rate_min=0.0003&
bybit_funding_rate_max=-0.0001&
sort=funding_rate_spread:desc
Sorting and Ranking
Sort Directions
Control result ordering:
// Highest funding rates first
GET /v1/derivatives/funding-heatmap?sort=funding_rate:desc
// Lowest open interest
GET /v1/derivatives/oi-rankings?sort=open_interest:asc
// Most recent timestamp
GET /v1/derivatives/funding-heatmap?sort=timestamp:desc
// Multi-field sort
GET /v1/derivatives?sort=exchange:asc,funding_rate:desc
Ranking Options
| Field |
Description |
Range |
| funding_rate |
Perpetual contract funding rate |
-1.0 to 1.0 |
| open_interest |
Total open positions in USD |
0 to billions |
| mark_price |
Contract mark/settlement price |
Positive |
| liquidation_pressure |
Longs vs shorts liquidation risk |
-1.0 to 1.0 |
Data Aggregation Modes
Raw Aggregation
Return all data points separately with exchange source identification:
GET /v1/derivatives/funding-heatmap?aggregate_mode=raw&symbol=BTCUSDT
// Response: 3 separate entries (one per exchange)
[
{ exchange: "bybit", funding_rate: 0.00010 },
{ exchange: "binance", funding_rate: 0.00012 },
{ exchange: "hyperliquid", funding_rate: 0.00009 }
]
Merged Aggregation
Combine data into single record with statistical fields:
GET /v1/derivatives/funding-heatmap?aggregate_mode=merged&symbol=BTCUSDT
{
symbol: "BTCUSDT",
funding_rate_avg: 0.000103,
funding_rate_median: 0.00010,
funding_rate_min: 0.00009,
funding_rate_max: 0.00012,
funding_rate_spread: 0.00003,
sources: { bybit, binance, hyperliquid }
}
Composite Aggregation
Statistical aggregation with confidence scores:
GET /v1/derivatives/funding-heatmap?aggregate_mode=composite&symbol=BTCUSDT
{
symbol: "BTCUSDT",
funding_rate_consensus: 0.000103,
confidence_score: 0.98, // 98% agreement
outliers: [],
weighted_avg: 0.000102, // liquidity-weighted
exchange_details: { ... }
}
Data Normalization
Price Normalization
All prices are normalized to 8 decimal places and USDT denomination:
- Bybit: USDT pairs normalized directly
- Binance: USDT-M and COIN-M both converted to standard form
- Hyperliquid: Native USDT converted consistently
Volume Normalization
All volumes reported in base asset units:
{
"volume_base": 1234.5,
"volume_quote": 89234500,
"num_trades": 45678
}
Timestamp Normalization
- All timestamps in UTC milliseconds (13 digits)
- Synchronized to API gateway clock
- Age adjustment for data collected at different times
- Timezone-agnostic (always UTC)
Practical Query Examples
Example 1: Funding Rate Arbitrage Opportunities
Find pairs with highest spread between Binance long funding and Bybit short funding:
GET /v1/derivatives/funding-heatmap?
exchange=bybit,binance&
asset=BTC,ETH,SOL,ARB&
sort=funding_rate_spread:desc&
limit=10&
aggregate_mode=merged
Example 2: High Open Interest Contracts
Get contracts with significant open interest across all exchanges:
GET /v1/derivatives/oi-rankings?
oi_min=100000000&
sort=open_interest:desc&
limit=20&
aggregate_mode=merged
Example 3: Time Series Aggregation
Historical funding rates at 4-hour intervals:
GET /v1/historical/funding?
symbol=BTCUSDT&
interval=4h&
limit=30&
aggregate_mode=composite
Master Multi-Exchange Data
Get unified derivatives data from Bybit, Binance, and Hyperliquid with powerful filtering, aggregation, and normalization. Save engineering time and reduce API costs.
View Plans
Free tier includes basic aggregation. Trader and Pro plans unlock advanced filtering and historical queries.