🔌API

• Programmatic volatility forecasting,

• directional volatility, and classification.

• Funidg rate forecasting.

Xtreamly’s core models are exposed via API for funds, quant teams, and DeFi protocols that want to integrate real-time volatility intelligence into their own systems.

API Outputs:

• 1-minute, 60-minute, 4-hour, and 24-hour forward volatility predictions

• Market regime classification

• Hedge timing signals for capital protection

• Funding rate forecasts across perpetual pairs

• Liquidity strategy flags (e.g., when to pause LP operations or reallocate

Use Cases:

• Market Making Adjust bid-ask spreads dynamically to reduce adverse selection in turbulence

• Perpetual Risk Management Reduce leverage exposure before high-volatility events

• Hedging Strategies Generate timely hedges in unstable market conditions

• LP Yield Optimization Shift liquidity ranges or pause activity during expected volatility spikes

• Internal Modeling / Strategy Research Plug Xtreamly’s signals into your own models to test custom execution logic

Quick Start

🤖1. Volatility API🧩2. Funding Rate API