"VPIN spiked 0.87 on BTC — 40 seconds before the dump. Our clients adjusted. Others got printed." Real-time microstructure signals for market makers and prop trading firms operating at institutional scale.
Informed order flow is present in every significant market move — before price reacts. The question is whether your system can read it in time to act.
Not derived from price. Not lagging indicators. Computed directly from raw tick data and order book state — before the move happens.
VPIN above 0.75 means informed traders are actively hitting your quotes. You have approximately 40 seconds before price moves against you. Widen spreads, reduce size, or step back entirely. The signal does not care about your position.
Methodology: Easley, López de Prado & O'Hara (2012). Volume-synchronized, not time-synchronized — 10× more responsive to informed flow than VWAP or time-bar methods.
CVD diverging from price means someone is accumulating or distributing without moving the market yet. That divergence closes violently — and you want to know before it closes. Rolling windows at 1m, 5m, 1h, 4h delivered simultaneously.
Computed from aggressive taker flow (buyer-initiated vs seller-initiated). Divergence from price is one of the most reproducible signals in liquid crypto markets.
200–800ms before the mid-price moves, the order book is already screaming. OFI captures that scream at the queue-refresh level. If you're not reading it in real time, you're the exit liquidity — every time.
Computed from Level 2 bid/ask queue refresh differentials. Asset-specific calibration. Not a proxy — direct measurement of short-term directional imbalance.
We don't relay orderbook snapshots. We compute VPIN, CVD, and OFI in real time across 527 symbols and 12 exchanges — calibrated per asset, cross-validated across venues.
Signal methodology based on Easley, López de Prado & O'Hara (2012) — adapted for perpetual swap markets with continuous funding, cross-venue liquidity fragmentation, and asset-specific volume normalization. CVD and OFI computed from proprietary tick-level classification model.
REST or WebSocket. Sub-50ms latency from exchange tick to your system. JSON payload. No parsing hell, no raw orderbook processing on your end.
curl -sS https://api.qantis.xyz/v1/health \
-H "X-API-Key: trial-qantis-2024"
Not a retail product. Not a dashboard. An API layer for professionals who understand that microstructure signals are a structural edge — not a nice-to-have.
You're offering liquidity into a market that has informed traders in it. VPIN tells you when they've arrived. Adjust spreads programmatically via API. Stop donating inventory.
CVD divergence from price is one of the cleanest signals in liquid crypto. When they disagree, CVD is right first. Build directional alpha on a signal that leads price — not follows it.
Academically grounded, computationally rigorous, reproducible. Integrate VPIN, CVD, and OFI directly into your factor models. Historical tick data available for systematic backtesting.
VPIN on Binance predicts price impact on Hyperliquid within 15–30 seconds. We've measured this. Use centralized perp microstructure as a real-time reference when quoting on DEX perps.
No per-request billing. No usage caps on paid tiers. Flat pricing so your models can query as aggressively as they need to.
Takes 30 seconds. No credit card. We'll reach out within 24h.
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