Data API Reference

Real-time market microstructure data — structural levels, liquidity events, zone qualifications, regime shifts, and confluence-scored signals via REST and WebSocket.

Base URL: https://depthsignals.com/v1/data Auth: Authorization: Bearer YOUR_API_KEY

Authentication

Include your API key as a Bearer token in every request. Keys are generated from the API Keys page (Apex tier required).

curl -H "Authorization: Bearer ds_live_xxxxxxxxxx" \
  https://depthsignals.com/v1/data/sweeps/BTCUSDT

Tier Access

Access is determined by your API key tier. Contact us for data tier pricing and custom arrangements.

Endpoint	Structure	Events	Signals	Full Access
Structural levels / history	✓	✓	✓	✓
Liquidity events	—	✓	✓	✓
Zone events	—	✓	✓	✓
Regime shifts	—	✓	✓	✓
Confluence-scored signals	—	—	✓	✓
Discovered patterns	—	—	—	✓
WebSocket stream	—	✓	✓	✓

REST Endpoints

Structural Levels

GET /dol/levels/{symbol}

Active structural levels with strength tiers — key price levels where institutional activity clusters.

symbol: BTCUSDT or ETHUSDT

GET /dol/history/{symbol}

Structural level snapshots over time. Query params: from, to, limit.

Market Events

GET /sweeps/{symbol}

Liquidity events — detected interactions with key price levels, graded by significance and volume.

from: Start date (ISO 8601 or YYYY-MM-DD)
to: End date
direction: bullish or bearish
min_priority: 1-6 significance tier
limit: Max results (default 100, max 500)

GET /fvgs/{symbol}

Qualified entry zones with quality grades (A-D) and zone boundaries.

direction: bullish or bearish
active_only: true = unfilled zones only
limit: Max results

GET /structure/{symbol}

Regime shift events — directional bias changes detected from price structure.

shift_type: bullish or bearish regime transitions

Signals

GET /signals/latest/{symbol}

Most recent signal with confluence score and primary drivers.

GET /signals/history

Historical signals with outcomes. Query params: symbol, limit.

GET /signals/rejected

Filtered signals — setups that were detected but did not pass quality gates.

Patterns

GET /patterns/all

Autonomously discovered pattern performance stats (win rate, Sharpe, occurrences). Pattern conditions are proprietary and not exposed.

direction: BUY or SELL
status: candidate, promoted, retired
min_occurrences: Minimum trade count

GET /patterns/{id}

Single pattern detail by ID.

WebSocket Stream

WS /ws?key=YOUR_KEY&channels=liquidity,zones,regime,structure,signals

Real-time push of market events as they are detected. Sub-second latency.

key: API key (query param — WS API can't set headers)
channels: Comma-separated: liquidity, zones, regime, structure, signals

// JavaScript example
const ws = new WebSocket(
  'wss://depthsignals.com/v1/data/ws?key=YOUR_KEY&channels=liquidity,zones'
);

ws.onmessage = (event) => {
  const msg = JSON.parse(event.data);
  if (msg.channel === 'heartbeat') return;
  console.log(msg.channel, msg.data);
};

// Messages:
// { "channel": "liquidity", "data": { "symbol": "BTCUSDT", "direction": "bullish", ... } }
// { "channel": "zones",     "data": { "symbol": "ETHUSDT", "quality": "A", ... } }
// { "channel": "heartbeat", "ts": "2026-04-04T15:30:00Z" }

Rate Limits

Rate limits are enforced per API key at both per-minute (RPM) and per-day (RPD) levels. Exceeding either returns 429 Too Many Requests.

Tier	Requests / Minute	Requests / Day
Structure	30	5,000
Events	60	10,000
Signals	60	10,000
Full Access	120	20,000
Institutional	300	100,000

Symbols

Currently supported: BTCUSDT, ETHUSDT. Additional symbols will be announced.

Questions? Reach us on Telegram @DepthSignals or via your account page.