Price data is free. Aggregated cross-exchange orderflow across 20 live exchanges is not. Buy/sell ratios, CVD, liquidation pressure, regime detection — computed and ready. No signup. Pay USDC per call.
https://x402.tunedfor.ai/mcp
claude_desktop_config.json (stdio wrapper):{
"mcpServers": {
"x402": {
"command": "npx",
"args": ["-y", "@tunedforai/x402-mcp"]
}
}
}
https://x402.tunedfor.ai/mcp
{
"mcpServers": {
"x402": {
"command": "npx",
"args": ["-y", "@tunedforai/x402-mcp"]
}
}
}
npx -y @smithery/cli install admin-k56l/x402-crypto-market-structure --client claude
https://x402.tunedfor.ai/mcp
from x402.client import Client
client = Client(wallet="your_wallet")
data = client.post("https://x402.tunedfor.ai/data",
json={"token": "btc"})
curl https://x402.tunedfor.ai/catalog curl https://x402.tunedfor.ai/demo curl https://x402.tunedfor.ai/health
Binance shows you Binance. We show you buy/sell pressure across Binance, Bybit, OKX, Coinbase, Kraken, Bitfinex, and 14 more — simultaneously. One call returns the full picture: who is accumulating, who is distributing, and whether the flow agrees across venues.
Every 5 minutes, we process tick-level data into metrics you would otherwise compute yourself: buy_ratio (buy volume / total across all exchanges), CVD (cumulative volume delta), volume concentration (Herfindahl index to flag wash trading), whale bar detection, and liquidation pressure. These fields are not available from any single exchange API.
We combine DXY, VIX, 10Y yield, S&P500, and fear/greed index into a macro regime classification (bull, bear, choppy, risk_on, risk_off). Your bot gets context it cannot derive from price data alone. Updated daily.
Install the MCP connector and query any endpoint for free. npx -y @tunedforai/x402-mcp. Test the data against your own pipeline. If the aggregated metrics don't improve your signals, don't pay. The REST API with USDC payment is there when you're ready to automate.
Live market snapshot. Price, volume, market cap, derivatives, and aggregated cross-exchange orderflow across 20 live exchanges. 17 tokens (ZEC may 404 — Pillar dropped 2026-04-03), refreshed every 5 minutes.
Pre-trade macro context. Data-only, no LLM. Returns a directional market reading,
macro regime classification, and full macro context (DXY, VIX, yield, S&P500, fear/greed).
Add "context":"7d" for percentile rankings.
17 tokens (ZEC may 404).
Cross-exchange orderflow across 20 live exchanges. Data-only. CVD direction, buy/sell pressure, whale activity, and per-exchange breakdown showing accumulating vs. distributing venues. 26 tokens.
Complete picture — all data from /market + /orderflow, plus a single grounded LLM call. Returns enumerated values your code can switch on directly: stance, orderflow classification, risk level, and a verdict sentence citing specific data values. 17 tokens (ZEC may 404).
On-chain address risk profile. Auto-detects EVM (0x…) or Solana (base58). Returns address classification, entity label if known, account age, activity history, token holdings, and risk flags.
Live data inventory grid. Every token, every timeframe — historical depth, bar count, exchange count, and live status. Sourced directly from InfluxDB and cached 1h. JSON version at /data/coverage.
Full historical depth and exchange coverage per token at /coverage →
import os, asyncio from x402.http.clients.httpx import x402HttpxClient from x402.mechanisms.evm.signers import EthAccountSigner async def main(): signer = EthAccountSigner(private_key=os.environ["WALLET_PRIVATE_KEY"]) client = x402HttpxClient(signer=signer) # 1. Request hits 402 — server says "pay $0.50 USDC" # 2. x402 SDK signs payment from your wallet (~200ms) # 3. Retry with payment header — structured orderflow data returned resp = await client.post( "https://x402.tunedfor.ai/analyze/orderflow", json={"token": "BTC"} ) data = resp.json() if data["cvd_direction"] == "up" and data["buy_ratio"] > 0.6: do_something() # branch on data, not interpretation asyncio.run(main())
# 1. Check what's available and priced (free) curl https://x402.tunedfor.ai/catalog # 2. Call any endpoint — server returns 402 with price and payment details curl -X POST https://x402.tunedfor.ai/analyze/orderflow \ -H "Content-Type: application/json" \ -d '{"token": "BTC"}' # → 402 Payment Required: $0.50 USDC on Base # 3. Preview cached output before paying (free) curl https://x402.tunedfor.ai/demo
POST any endpoint with {"token": "BTC"}. No auth headers required.
Response includes the price in USDC, the payment wallet address, and network (Base or Solana).
→x402 SDK signs the USDC payment. Coinbase CDP facilitator verifies on-chain. ~200ms round trip.
→Structured JSON your code can branch on directly. Cached for 1 hour. No subscriptions, no commitments.
| x402 (this API) | API key + Stripe | |
|---|---|---|
| Account required | No | Yes — email, password, credit card |
| Agent can self-provision | Yes — wallet + USDC is all it needs | No — human must sign up |
| Minimum spend | None — pay per call | Monthly subscription or prepaid credits |
| Payment flow | ~200ms on-chain via Coinbase CDP | Billing cycle, invoices, chargebacks |
| Key rotation risk | No keys to rotate or leak | API keys can be exposed in agent logs |
| Multi-agent support | Each agent uses its own wallet | Shared key across all agents, shared rate limit |
Machine-readable catalog of every endpoint, price, schema, and description. Pull it into any agent or tool to autodiscover what's available.
Preview cached responses before paying: /demo →
Install via npm for any MCP-compatible host. Also available on Smithery.
Drop the SKILL.md into your Claude project to give Claude direct access. Or wire up the MCP server directly.
Any x402-compatible agent client works natively. No registration. No API key. The protocol handles payment negotiation automatically.
Tick-level cross-exchange orderflow aggregated into 5-minute bars. CVD, liquidations, whale bars, buy/sell ratios. InfluxDB-backed. 20 live exchanges.
26 tokens · 20 live exchanges · InfluxDB5-minute market snapshots covering price, volume, market cap, derivatives, and aggregated orderflow. 17 tokens (ZEC may 404). Data freshness timestamp on every response.
17 tokens · 5-min refresh · 16 fieldsComposite directional reading across price momentum, orderflow, and macro context. Produces pulse_signal (up/down) with signal_confidence (0–1). Refreshed every 5 minutes.
DXY, VIX, 10Y yield, S&P500, and fear/greed index from multiple institutional sources. Daily refresh. Feeds the macro_regime classification returned by /analyze/market.
| Field | Definition | Range | Source |
|---|---|---|---|
buy_ratio |
Buy volume divided by total volume, aggregated across 20 live exchanges over a 5-minute window. | 0–1 | aggr-server tick data |
cvd_1h |
Cumulative Volume Delta. Net buying minus selling pressure over the last hour. Positive means more buy-side volume. | USD value | aggr-server tick data |
cvd_divergence |
Ratio of spot CVD to perp CVD. Divergence between spot and derivatives buying indicates potential positioning mismatch. | Ratio | Computed from spot + perp feeds |
volume_herfindahl |
Herfindahl-Hirschman Index of volume distribution across exchanges. High concentration (>0.6) means volume is dominated by 1–2 venues — potential wash trading or thin manipulation. | 0–1 | Computed from exchange volumes |
whale_bar_count_1h |
Number of 5-minute bars in the last hour containing outsized single-trade volume. ≥2 indicates significant large-order activity. | Integer | aggr-server tick data |
liquidation_buy_1hliquidation_sell_1h |
Total forced liquidation volume (long and short) in the last hour. Spikes indicate cascade risk or capitulation. | USD value | Exchange liquidation feeds |
macro_regime |
Market regime classification based on DXY, VIX, 10Y yield, S&P500, and fear/greed. Values: bull, bear, choppy, risk_on, risk_off. |
Enum | Multi-source macro data |
pulse_signal |
Composite directional signal derived from price momentum, orderflow trend, and macro context. Values: up, down. |
Enum | Signal engine (daily) |
signal_confidence |
Confidence level of the directional signal. Based on agreement across data sources. | 0–1 | Signal engine |
fear_greed |
Crypto Fear & Greed Index. Composite of volatility, volume, social sentiment, and market momentum. | 0–100 | Alternative.me |
| Token | Agg win rate | Binance | Agg return | Bin return |
|---|---|---|---|---|
| BTC | 63.1% | 56.7% | +32.5% | +29.4% |
| ETH | 63.1% | 56.8% | +44.1% | +32.1% |
| SOL | 57.3% | 57.9% | +39.4% | +27.9% |
| Time (UTC) | Aggregate | Binance | BTC 1h later |
|---|---|---|---|
| Apr 7, 22:25 | 55% BULL | 26% BEAR | +2.7% |
| Apr 13, 21:30 | 64% BULL | 39% BEAR | +1.5% |
The edge is structural: aggregation smooths single-venue noise (wash trades, spoofing, thin books). Same threshold, same logic, two data sources. Verify it yourself — install the MCP and pull the raw bars.
The data_freshness field on every response shows exactly how old the snapshot is.
If data is stale, you know. If a field is null, we return null — never fabricated.
Historical bars go back to 2019 for major tokens.