Crypto & Commodity Futures Data

Blave Agent can access the following crypto market data, plus CME/ICE commodity futures OHLCV.

Klines (OHLCV)

OHLCV candles across multiple timeframes.

Coverage: USDT perpetuals, including tokenized stocks and commodities; excludes contracts settled in USDC, USD1, U or BTC, and quarterly delivery contracts. Delisted contracts are not guaranteed to be available.

• Timeframes: 1m, 2m, 3m, 4m, 5m, 15m, 1h, 4h, 8h, 1d
• Fields: Open, High, Low, Close, Volume (OHLCV)
• Sub-5m (1m–4m): from Binance USDⓈ-M perpetuals ending in USDT; max 30 days per request, history from 2020-01-01 or the contract's listing date; the latest closed 1-minute bar is usually available within the next minute
• 5m and above: max 365 days per request, same history from 2020-01-01 or the listing date

Liquidations

Liquidation data and liquidation map.

• Liquidation time-series: 0–1h, 1–8h, 8–24h
• Liquidation heatmap: long/short liquidation volume by price range

Open Interest History

Open interest history for one coin on one exchange, at 5-minute resolution, ready for backtesting.

• fetch_open_interest_history — the function inside Blave Agent
• /oi_imbalance/get_history — the matching API endpoint
• Exchange: binance (default), bybit, gate (function parameter exchange, API parameter oi_exchange)
• Values are one-sided open interest in coins, not USD
• Data starts: Binance 2021-12-01 (or the coin's listing date); Bybit 2025-08-21; Gate.io 2026-03-28 (direct API queries for Gate.io need start_date, no earlier than 2026-03-28)
• Direct API calls return at most 365 days per request (the function splits longer ranges for you); covers only contracts that are still listed
• The table and per-coin views (fetch_open_interest_table, fetch_open_interest_coin) are USD notional summed across exchanges, with only a current snapshot plus the last 7 days of hourly data; for backtests use the history above (one exchange, in coins)

Blave Alpha Indicators

Blave's proprietary alpha indicators for quantitative strategy signals.

• Holder Concentration — 籌碼集中度
• Taker Intensity — 多空力道
• Whale Hunter — 巨鯨警報
• Unusual Movement — 異常漲跌
• Squeeze Momentum — 擠壓動能
• Market Sentiment — 市場情緒
• Capital Shortage — 資金稀缺
• Funding Rate — 資金費率
• Sector Rotation — 板塊輪動
• OI Imbalance — OI 失衡

Top Trader Tracking

Via Hyperliquid, track the top 100 traders' positions, cumulative PnL, and long/short exposure.

• Hyperliquid Top 100 leaderboard (weekly, monthly, all-time)
• Individual trader positions, entry price, liquidation price
• Cumulative PnL chart
• Long/short exposure history
• List of the top 10% of traders by asset size

Commodity Futures Data

Blave Agent can access historical OHLCV data for CME and ICE commodity futures.

CME Futures (CL / GC)

Continuous contract OHLCV for WTI crude oil (CL) and gold (GC) traded on CME/NYMEX/COMEX.

• CL — WTI Crude Oil (NYMEX continuous contract)
• GC — Gold (COMEX continuous contract)

ICE Futures (BRN)

Continuous contract OHLCV for Brent crude oil (BRN) traded on ICE.

• BRN — Brent Crude Oil (ICE continuous contract)

Schemas & Date Limits

Three timeframe schemas are available. Each schema has a maximum query window.

• ohlcv-1d — Daily, up to 10 years
• ohlcv-1h — Hourly, up to 1 year
• ohlcv-1m — Minute, up to 31 days

All schemas return a DataFrame with the following columns:

• Open、High、Low、Close — Open, High, Low, Close (float)
• Volume — Volume (integer)