Per-venue open interest, cross-venue OI delta, and anomaly flags for major CEX and DEX perpetual venues. Built for positioning analysis, regime detection, and OI-vs-funding divergence studies.
Open interest tells you whether new money is entering a perp or whether longs are unwinding. Across venues it tells you where that money is. This API exposes per-venue OI snapshots, a cross-venue delta endpoint that surfaces the largest movers, OI history for backtests, and anomaly flags that surface unusual volume + OI combos worth a second look.
The endpoints below are live on api.usenami.io. Prices are per call in USDC, settled on Base via x402 — no signup, no API key, no monthly minimum. Full spec at /.well-known/x402.json.
Often used alongside (same API, same pricing model):
Typical positioning workflow: snapshot + delta + cross-check with funding. The free endpoints (/v1/health, /v1/venues/list, /v1/venues/health, and the preview routes) return without payment so you can validate connectivity before any USDC moves.
# current OI snapshot, all venues
curl -X POST <x402-pay> https://api.usenami.io/v1/perp/open-interest
# top 20 OI changes in the last 4h
curl -X POST <x402-pay> "https://api.usenami.io/v1/perp/oi-delta?window=4h&limit=20"
# python sketch — crowded longs filter
oi = pay("/v1/perp/open-interest")
funding = pay("/v1/funding/current")
crowded = [
s for s in oi
if s["oi_delta_24h_pct"] > 30
and funding[s["symbol"]]["rate_8h_bps"] > 3
]The honest disclaimer: OI methodology varies per venue (notional vs contract count, USDC-margin vs coin-margin). We normalize to USDC notional where possible and disclose the source-of-truth per row. If a venue stops publishing OI, the row returns null — we don't fill from a stale snapshot.
Read the full API reference, try a request from the in-browser sandbox, or wire it into a Claude / Cursor / ElizaOS agent via our MCP server.