Introduction
Welcome to the Cignals.io API. You can use our API to access various Cignals endpoints, which can be helpful for developing automated, quantitative trading strategies. Because Cignals primarily focuses on volumetric and orderflow based trading tools, derived from market auction theory, our API reflects a similar approach.
You can view code examples in the dark area to the right, and you can switch the programming language of the examples with the tabs in the top right. Language bindings for JavaScript, Ruby, Elixir, and Python are currently in the works - stay tuned!
This API was designed with the market maker, proprietary trader, and programmer in mind. If you have any suggestions or feedback, please drop us a note.
Authentication
To authorize, use this code:
# With shell, you can just pass the correct header with each request
curl "api_endpoint_here" \
-H "Authorization: [API-KEY]"
Make sure to replace
[API-KEY]with your API key.
Cignals uses API keys to allow access to the API. You can register for a new API key by signing up for an account.
Cignals expects for the API key to be included in all API requests to the server in a header that looks like the following:
Authorization: [API-KEY]
Instruments
Get All Instruments
curl "https://api.cignals.io/v1/instruments" \
-H "Authorization: [API-KEY]"
The above command returns JSON structured like this:
[
{
"exchange": "binance_futures",
"base_currency": "btc",
"quote_currency": "usdt"
},
{
"exchange": "coinbase_pro",
"base_currency": "eth",
"quote_currency": "usdt"
}
]
This endpoint retrieves all instruments tracked by Cignals.
HTTP Request
GET https://api.cignals.io/v1/instruments
Footprints
Get Footprints cells for a range
curl "https://api.cignals.io/v1/footprints?instrument_id=272&start_range=1605027600000&end_range=1605031200000&price_step=10&time_step=1h" \
-H "Authorization: [API-KEY]"
The above command returns JSON structured like this:
[
{
"price": "15230.0",
"side": "buy",
"size": "0.301",
"timestamp": 1605027600000
},
{
"price": "15240.0",
"side": "buy",
"size": "160.935",
"timestamp": 1605027600000
}
]
This endpoint retrieves footprint cells in a range, grouped by the time_step and price_step parameters.
HTTP Request
GET https://api.cignals.io/v1/footprints
Query Parameters
| Parameter | Default | Description |
|---|---|---|
| instrument_id | A reference to an instrument id from /instruments. |
|
| start_range | The start of the range in unix epoch milliseconds to return (inclusive). | |
| end_range | The end of the range in unix epoch milliseconds to return (exclusive). | |
| price_step | The price grouping to use. | |
| time_step | The time grouping to use (1m, 5m, 15m, 30m, 60m, 1h, 4h, 8h, 12h, 1D, 3D, 1W, 1M). |
OHLC(V)
Get OHLC(V) data for a range
curl "https://api.cignals.io/v1/ohlc?instrument_id=272&start_range=1605027600000&end_range=1605031200000&time_step=1h" \
-H "Authorization: [API-KEY]"
The above command returns JSON structured like this:
[
{
"close": "14918.5",
"high": "14924",
"low": "14738",
"open": "14840.5",
"price_volume": "80636681.511469480",
"timestamp": 1.6047936e12,
"volume": "5436.73922703",
"vwap": "14831.809683011034"
},
{
"close": "15064.5",
"high": "15100",
"low": "14855.5",
"open": "14919",
"price_volume": "77195192.784346320",
"timestamp": 1.6047972e12,
"volume": "5151.61071260",
"vwap": "14984.671220505746"
}
]
This endpoint returns OHLC, Volume, VWAP, and price-volume for a given range, grouped by the time_step parameter.
HTTP Request
GET https://api.cignals.io/v1/ohlc
Query Parameters
| Parameter | Default | Description |
|---|---|---|
| instrument_id | A reference to an instrument id from /instruments. |
|
| start_range | The start of the range in unix epoch milliseconds to return (inclusive). | |
| end_range | The end of the range in unix epoch milliseconds to return (exclusive). | |
| time_step | The time grouping to use (1m, 5m, 15m, 30m, 60m, 1h, 4h, 8h, 12h, 1D, 3D, 1W, 1M). |
Order Book
Get a current Order Book snapshot
curl "https://api.cignals.io/v1/order_book/[instrument_id]" \
-H "Authorization: [API-KEY]"
The above command returns JSON structured like this:
{
"buy": {
"27509.2": [
0.029,
-0.221,
-0.00955099999999999
],
"27738.7": [
0.044,
-0.09000000000000001,
-0.031708278518266596
],
"27807.1": [
0.105,
-0.010000000000000009,
0.05055
],
"26408.0": [
0.003,
0.0,
0.0014700000000000004
]
},
"sell": {
"27586.7": [
0.003,
-0.004,
0.0420160379
],
"26694.8": [
0.001,
0.001,
0.001
],
"26699.1": [
0.021,
-0.009999999999999998,
0.0012619290000000002
],
"27695.3": [
0.003,
-0.001,
-0.0011223334930299995
]
}
}
This endpoint returns a current order book snapshot.
HTTP Request
GET https://api.cignals.io/v1/order_book/:instrument_id
Path Parameters
| Parameter | Default | Description |
|---|---|---|
| instrument_id | A reference to an instrument id from /instruments. |
Open Interest
Get the aggregate open interest data for a range
curl "https://api.cignals.io/v1/open_interest?instrument_id=272&start_range=1605027600000&end_range=1605031200000&time_step=1h" \
-H "Authorization: [API-KEY]"
The above command returns JSON structured like this:
[
{
"long_ratio": "0.6490",
"long_short_ratio": "1.8490",
"open_interest": "74146.64700000",
"open_interest_value": "2940448409.40840000",
"short_ratio": "0.3510",
"timestamp": 1.6473024e12
},
{
"long_ratio": "0.6440",
"long_short_ratio": "1.8090",
"open_interest": "74368.36100000",
"open_interest_value": "2942317271.44010000",
"short_ratio": "0.3560",
"timestamp": 1.647306e12
}
]
This endpoint returns the aggregate open interest for a given range, grouped by the time_step parameter.
HTTP Request
GET https://api.cignals.io/v1/open_interest
Query Parameters
| Parameter | Default | Description |
|---|---|---|
| instrument_id | A reference to an instrument id from /instruments. |
|
| start_range | The start of the range in unix epoch milliseconds to return (inclusive). | |
| end_range | The end of the range in unix epoch milliseconds to return (exclusive). | |
| time_step | The time grouping to use (1m, 5m, 15m, 30m, 60m, 1h, 4h, 8h, 12h, 1D, 3D, 1W, 1M). |
Funding Rates
Get the funding rate data for a range
curl "https://api.cignals.io/v1/funding_rates?instrument_id=272&start_range=1605027600000&end_range=1605031200000&time_step=1h" \
-H "Authorization: [API-KEY]"
The above command returns JSON structured like this:
[
{
"funding_rate": "0.00005726",
"timestamp": 1.6473024e12
},
{
"funding_rate": "0.00004476",
"timestamp": 1.6473312e12
},
{
"funding_rate": "0.00009061",
"timestamp": 1.64736e12
}
]
This endpoint returns the funding rate for a given range, grouped by the time_step parameter.
HTTP Request
GET https://api.cignals.io/v1/funding_rates
Query Parameters
| Parameter | Default | Description |
|---|---|---|
| instrument_id | A reference to an instrument id from /instruments. |
|
| start_range | The start of the range in unix epoch milliseconds to return (inclusive). | |
| end_range | The end of the range in unix epoch milliseconds to return (exclusive). | |
| time_step | The time grouping to use (1m, 5m, 15m, 30m, 60m, 1h, 4h, 8h, 12h, 1D, 3D, 1W, 1M). |
Errors
The Cignals API may return one of the following error codes in the event of a problem with the request:
| Error Code | Meaning |
|---|---|
| 400 | Bad Request -- Your request is invalid. |
| 401 | Unauthorized -- Your API key is wrong. |
| 403 | Forbidden -- The requested resource is hidden for administrators only. |
| 404 | Not Found -- The specified resource could not be found. |
| 405 | Method Not Allowed -- You tried to access a resource with an invalid method. |
| 406 | Not Acceptable -- You requested a format that isn't json. |
| 410 | Gone -- The resource requested has been removed from our servers. |
| 429 | Too Many Requests -- You're making too many requests in the given period. |
| 500 | Internal Server Error -- We had a problem with our server. Try again later. |
| 503 | Service Unavailable -- We're temporarily offline for maintenance. Please try again later. |