Arrays Data Api Spot Market Price And Volume

Arrays Data API — Spot Market Price and Volume

Stock and crypto spot kline/OHLCV (Binance USDT, Hyperliquid USDC) and token detail by symbol.

Base URL and auth

• Base: ARRAYS_API_BASE_URL env var (default https://data-tools.prd.space.id)
• Auth: Send X-API-Key: header on every request. Read the key from env ARRAYS_API_KEY or .env file.

Important notes

• Data ordering: All kline endpoints return reverse chronological (latest first; use data[0] or match by timestamp). stocks/kline uses time_period_start; new crypto endpoints use time_open.
• volume unit: All endpoints return volume in base-asset units (BTC, ETH, HYPE, shares, etc.) — multiply by a representative bar price for notional. stocks/kline uses the legacy field name volume_traded.
• Quote currency scope: Binance only via USDT pairs; Hyperliquid only via USDC pairs. Other quote currencies (Binance USDC/FDUSD/BTC, Hyperliquid HIP-3 USDH/USDE/USDT etc.) are not exposed by these endpoints.
• Timestamp Rule: Date fields are stored in UTC for crypto data and US Eastern time (ET) for US stocks. A bar is only returned if the query range fully contains [time_open, time_close].
• Bar boundaries: Stock intraday RTH: 9:30–16:00 ET; intraday ETH: 4:00–20:00 ET. 1d: 9:30–16:00 ET (RTH only). 1w/1m/3m: midnight ET. Crypto: midnight UTC.
• Session filter: session=ETH is only valid for intraday intervals. Using it with 1d or higher returns an error.

Crypto — /api/v1/crypto/

| Method | Path | File | Description | |--------|------|------|-------------| | GET | detail | crypto-detail | Token detail by symbol | | GET | binance/spot/usdt/kline | binance-spot-usdt-kline | Binance spot USDT kline (default for BTC, ETH, etc. when no exchange is named) | | GET | hyperliquid/spot/usdc/kline | hyperliquid-spot-usdc-kline | Hyperliquid spot USDC kline (use for HYPE, or when the user explicitly says "on Hyperliquid") |

Stocks — /api/v1/stocks/

| Method | Path | File | Description | |--------|------|------|-------------| | GET | kline | stocks-kline | Stock kline (candlestick) data |

Parameters by endpoint

Kline endpoints (crypto/binance/spot/usdt/kline, crypto/hyperliquid/spot/usdc/kline, stocks/kline)

| Param | Type | Required | Description | |-------|------|----------|-------------| | symbol | string | yes | Base token (e.g. BTC, ETH, HYPE) for crypto — never BTCUSDT, the quote currency is fixed in the URL path. Stock symbol (e.g. AAPL, TSLA) for stocks/kline. | | start_time | int | yes | Start time (Unix seconds). Must be > 0 | | end_time | int | yes | End time (Unix seconds). Must be > start_time | | interval | string | yes | 1min, 2min, 3min, 5min, 10min, 15min, 30min, 45min, 1h, 2h, 4h, 1d, 1w, 1m, 3m, 6m (Binance + stocks). Hyperliquid is narrower: 1min, 5min, 15min, 30min, 1h, 4h, 1d, 1w, 1m. | | limit | int | no | Max data points. Default 500, max 10000 |

Endpoints

| Method | Path | File | Description | |--------|------|------|-------------| | GET | crypto/detail | crypto-detail | Token detail | | GET | crypto/binance/spot/usdt/kline | binance-spot-usdt-kline | Binance spot USDT kline | | GET | crypto/hyperliquid/spot/usdc/kline | hyperliquid-spot-usdc-kline | Hyperliquid spot USDC kline | | GET | stocks/kline | stocks-kline | Stock kline |

> For detailed parameters, response fields, and examples for a specific endpoint, read references/.md in this skill directory.

Calculating crypto volatility from kline data

To compute daily volatility for a crypto asset, fetch daily kline data over the desired lookback window, compute log returns between consecutive closes, then take the population standard deviation (divide by N, not N-1).

IMPORTANT: For an "N-day window ending on date D", fetch N+1 candles ending on date D (you need N+1 prices to get N log returns). Set end_time to the target date (NOT the next day) to ensure the target date is the last candle.

import requests, os, math, calendar
from datetime import datetime, timezone, timedelta

base = os.environ["ARRAYS_API_BASE_URL"]
key = os.environ["ARRAYS_API_KEY"]

def to_ts(year, month, day, hour=0):
    return int(calendar.timegm(datetime(year, month, day, hour, tzinfo=timezone.utc).timetuple()))

# Daily volatility of BTC on Aug 9, 2025 with 30-day window
target = datetime(2025, 8, 9, tzinfo=timezone.utc)
lookback_start = target - timedelta(days=30)  # Jul 10
start = to_ts(lookback_start.year, lookback_start.month, lookback_start.day)
end = to_ts(2025, 8, 9)  # target date itself (NOT next day)

resp = requests.get(f"{base}/api/v1/crypto/binance/spot/usdt/kline",
    params={"symbol": "BTC", "start_time": start, "end_time": end,
            "interval": "1d", "limit": 35},
    headers={"X-API-Key": key})
body = resp.json()
candles = body["data"]
candles.sort(key=lambda x: x["time_open"])
closes = [c["price_close"] for c in candles]
log_returns = [math.log(closes[i] / closes[i-1]) for i in range(1, len(closes))]
n = len(log_returns)
mean_r = sum(log_returns) / n
variance = sum((r - mean_r) ** 2 for r in log_returns) / n  # population variance (N)
daily_vol = math.sqrt(variance)
print(f"{daily_vol * 100:.2f}%")

Python examples

import requests, os
base = os.environ["ARRAYS_API_BASE_URL"]
key = os.environ["ARRAYS_API_KEY"]

# Binance spot kline (use for BTC, ETH, etc. when no exchange is named)
resp = requests.get(f"{base}/api/v1/crypto/binance/spot/usdt/kline",
    params={"symbol": "ETH", "start_time": 1723420800, "end_time": 1723507200,
            "interval": "1d", "limit": 10},
    headers={"X-API-Key": key})
body = resp.json()
candles = body["data"]  # latest first
for c in candles:
    print(f"Open: {c['price_open']}, Close: {c['price_close']}")

# Hyperliquid spot kline — note volume is in base-asset (HYPE), not USDC
resp = requests.get(f"{base}/api/v1/crypto/hyperliquid/spot/usdc/kline",
    params={"symbol": "HYPE", "start_time": 1762300800, "end_time": 1762560000,
            "interval": "1d", "limit": 10},
    headers={"X-API-Key": key})
body = resp.json()
for c in body["data"]:  # latest first
    notional_usdc = c["volume"] * (c["price_open"] + c["price_close"]) / 2
    print(f"Close: {c['price_close']}, vol_HYPE: {c['volume']}, ~vol_USDC: {notional_usdc:.0f}")

# Stock kline — end_time must be midnight ET of the NEXT day
from datetime import datetime, timezone, timedelta
ET = timezone(timedelta(hours=-5))  # or use ZoneInfo("America/New_York")
start_time = int(datetime(2024, 8, 26, 0, 0, 0, tzinfo=ET).timestamp())
end_time = int(datetime(2024, 8, 27, 0, 0, 0, tzinfo=ET).timestamp())  # next day midnight
resp = requests.get(f"{base}/api/v1/stocks/kline",
    params={"symbol": "AAPL", "start_time": start_time, "end_time": end_time,
            "interval": "1d", "limit": 10},
    headers={"X-API-Key": key})
body = resp.json()
candles = body["data"]  # data array
for c in candles:
    print(f"Close: {c['price_close']}")

Price Correlation Between Two Assets

To compute the correlation between two assets (e.g., BTC and TLT), use Pearson correlation of closing price levels (NOT returns). Fetch kline data for both, align on common dates, then compute correlation.

Steps: (1) Fetch both klines, (2) Build date→close maps, (3) Align on common dates only (stocks/ETFs have no weekend data), (4) Compute Pearson correlation of price levels.

# Pearson correlation of price levels (NOT returns)
# Crypto kline returns time_open as RFC 3339 string; stocks/kline still uses time_period_start
btc_prices = {c["time_open"][:10]: c["price_close"] for c in btc_kline}
tlt_prices = {c["time_period_start"][:10]: c["price_close"] for c in tlt_kline}
common = sorted(set(btc_prices) & set(tlt_prices))
bv = [btc_prices[d] for d in common]
tv = [tlt_prices[d] for d in common]
n = len(bv)
mb, mt = sum(bv)/n, sum(tv)/n
cov = sum((bv[i]-mb)*(tv[i]-mt) for i in range(n))/n
sb = (sum((x-mb)**2 for x in bv)/n)**0.5
st = (sum((x-mt)**2 for x in tv)/n)**0.5
print(f"{cov/(sb*st):.4f}")

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: ArraysData
• Source: ArraysData/arrays-skills
• License: MIT

Install and usage instructions live in the source repository linked above.