DripMetrics AI

value is percentage change in stablecoin supply over the requested window. Supported windows are 1d, 7d, 30d, and 90d.

Supply exactly one of chain or protocol. value is USD-denominated percentage TVL change over the requested window. For chain-level requests, components.nativeTvlMomentumPct adjusts TVL by the chain native token price, which helps separate actual liquidity growth from native-token price movement.

Supply protocol. value is annualized fee yield over a 7d, 30d, or 90d window.

Supply exactly one of chain or protocol. value is annualized turnover over a 7d, 30d, or 90d window.

Submit POST /metrics/portfolio/var with JSON. Use either weights plus portfolioValueUsd, or token quantities. Supported windows are 90d and 180d. Empirical VaR is only available for a 1d horizon; multi-day requests return normal VaR using square-root-of-time scaling.

{
  "value": {
    "empiricalVaRUsd": 6200,
    "empiricalVaRPct": 0.062,
    "normalVaRUsd": 5100,
    "normalVaRPct": 0.051
  },
  "components": {
    "observations": 364,
    "meanDailyReturn": 0.0011,
    "dailyVolatility": 0.041,
    "empiricalExpectedShortfallUsd": 8500,
    "normalZScore": -1.64485,
    "returnType": "log"
  }
}

Supply pair or coin for the target market. Optional benchmark defaults to xyz:SP500. The route preflights both candle series and returns before payment if there are not enough overlapping returns to compute a finite beta.

value is the VPIN score for the requested window. Higher values indicate more imbalanced buy and sell flow across equal-volume buckets, which can suggest more informed or one-sided trading pressure.

Reference: Easley, López de Prado, and O’Hara (2012), who extended the logic behind PIN to Volume-Synchronized PIN (VPIN).

{
  "components": {
    "buckets": 20,
    "bucketSize": 12.34,
    "meanImbalance": 1.82,
    "totalVolume": 617.0
  }
}

value is Kyle’s lambda, estimated here as the slope of the relationship between short-interval price changes and signed order flow. Higher absolute values indicate greater price impact per unit of net flow and therefore thinner liquidity.

Reference: Kyle (1985), which introduced lambda as a measure of market depth and price impact in continuous auctions.

{
  "components": {
    "alpha": 0.000001234567,
    "rSquared": 0.381204,
    "intervals": 29,
    "meanSignedOrderFlow": 4.287351,
    "lastPrice": 64218.55,
    "dollarsPer1Bp": 97580.21,
    "dollarsPer1Cent": 1524.88
  }
}

value is the asset’s beta relative to the benchmark pair on the same exchange, computed from aligned short-interval returns. Values above 1 indicate the asset tends to move more than the benchmark, while values below 1 indicate lower relative sensitivity.

{
  "components": {
    "correlation": 0.842311,
    "intervals": 29
  }
}

value is the Herfindahl-Hirschman Index of absolute signed order flow across short time buckets. Higher values mean order flow is concentrated in fewer bursts, while lower values mean order flow is distributed more evenly across the window.

{
  "components": {
    "intervals": 30,
    "nonZeroIntervals": 24,
    "totalAbsoluteSignedFlow": 418.273901,
    "effectiveIntervals": 7.612443,
    "maxShare": 0.284117
  }
}

value is the annualized standard deviation of short-interval log returns for the requested window.

{
  "components": {
    "intervalVolatility": 0.00128431,
    "intervals": 29,
    "intervalsPerYear": 525600
  }
}

value is net signed base volume over the window, with buys counted positively and sells negatively.

{
  "components": {
    "buyVolume": 412.81,
    "sellVolume": 388.22,
    "netDollarVolume": 1562404.55
  }
}

value is normalized net flow, computed as buy volume minus sell volume divided by total volume.

{
  "components": {
    "buyVolume": 412.81,
    "sellVolume": 388.22,
    "totalVolume": 801.03
  }
}

value is signed dollar flow across the window, where positive values indicate buy-side notional dominance.

{
  "components": {
    "totalDollarVolume": 3248801.22,
    "normalizedImbalance": 0.04127319
  }
}

value is trades per minute based on the observed elapsed time between the first and last trade.

{
  "components": {
    "tradeCount": 1842,
    "tradesPerSecond": 1.0214,
    "windowSeconds": 1802.4,
    "meanIntertradeSeconds": 0.9789
  }
}

value is mean base-asset size per trade across the window.

{
  "components": {
    "averageDollarSize": 1763.41,
    "tradeCount": 1842
  }
}

value is the share of dollar volume contributed by trades at or above the 90th percentile of trade notional.

{
  "components": {
    "thresholdDollarSize": 9821.44,
    "largeTradeCount": 183,
    "totalTradeCount": 1842,
    "largeVolumeShare": 0.41421873
  }
}

value is non-annualized realized volatility, computed as the square root of summed squared interval returns.

{
  "components": {
    "realizedVariance": 0.0001842314,
    "intervals": 29
  }
}

value is the average ratio of absolute return to dollar volume across short intervals. Higher values indicate lower liquidity.

{
  "components": {
    "intervals": 28
  }
}

value is the volume-weighted average execution price across all trades in the window.

{
  "components": {
    "totalVolume": 801.03,
    "totalDollarVolume": 3248801.22
  }
}

value is the relative deviation of the last observed trade price from the window VWAP.

{
  "components": {
    "vwap": 64212.88,
    "lastPrice": 64218.55,
    "basisPoints": 0.8831
  }
}

value is the log return from the first price in the window to the last price.

{
  "components": {
    "simpleReturn": 0.01248173,
    "firstPrice": 63426.44,
    "lastPrice": 64218.55
  }
}

value is the negative of window momentum, useful when a mean-reversion framing is preferred.

{
  "components": {
    "momentum": 0.01240445,
    "simpleReversal": -0.01248173
  }
}

value is the largest percentage drop from a running peak price to a subsequent trough inside the window.

{
  "components": {
    "peakPrice": 64502.11,
    "troughPrice": 63874.92
  }
}

value is the square root of average squared negative returns only, isolating downside variation.

{
  "components": {
    "intervals": 29,
    "downsideIntervals": 11
  }
}

value is correlation between the asset return series and the benchmark return series over aligned intervals.

{
  "components": {
    "intervals": 29
  }
}

value measures how unstable realized volatility is across overlapping rolling subwindows.

{
  "components": {
    "rollingWindow": 5,
    "observations": 25,
    "meanRollingVol": 0.00841233
  }
}

value is the absolute Roll spread proxy, computed as 2 * sqrt(abs(covariance)). The response reports mode: "absolute" because positive covariance is treated as an absolute spread proxy rather than a strict Roll estimator.

{
  "components": {
    "covariance": 2.583251,
    "absoluteCovariance": 2.583251,
    "intervals": 30,
    "observations": 28,
    "mode": "absolute",
    "strictRollDefined": false,
    "interpretation": "absolute_covariance_proxy"
  }
}

value measures how persistently one-sided inferred YES/NO pressure is after the requested flow is divided into equal-notional buckets. Higher values imply more toxic or imbalanced flow.

{
  "components": {
    "vpin": 0.92349,
    "buckets": 10,
    "configuredBuckets": 10,
    "bucketSize": 14.9,
    "meanImbalance": 13.76,
    "totalVolume": 149
  }
}

value estimates how strongly short-horizon price changes in the selected Polymarket token respond to signed notional flow for that same outcome side. Larger magnitudes imply more price impact per unit of flow.

{
  "components": {
    "lambda": 0.00169347,
    "alpha": -0.01128977,
    "rSquared": 0.997935,
    "intervals": 3,
    "meanSignedFlow": 6.666667,
    "totalAbsoluteFlow": 29,
    "selectedOutcome": "YES",
    "lastPrice": 0.5
  }
}

value is normalized net trading pressure for a Polymarket market. Positive values indicate more YES-side pressure, while negative values indicate more NO-side pressure.

{
  "components": {
    "imbalance": 0.134228,
    "yesVolume": 84.5,
    "noVolume": 64.5,
    "totalVolume": 149,
    "tradeCount": 4
  }
}

value is highest when YES and NO flow are balanced and falls toward zero as one side dominates the market.

{
  "components": {
    "twoSidedness": 0.865772,
    "yesVolume": 84.5,
    "noVolume": 64.5,
    "dominantOutcome": "YES"
  }
}

value is an HHI-style concentration score over wallet notional shares. Higher values mean a smaller set of wallets dominates recent flow.

{
  "components": {
    "totalVolume": 149,
    "hhi": 0.45856,
    "top1Share": 0.620805,
    "top5Share": 1,
    "uniqueWallets": 3
  }
}

value measures how much current flow comes from wallets that do not appear in the earlier API-visible lookback for the same market. This is request-bounded novelty, not full lifetime novelty.

{
  "components": {
    "noveltyShare": 0.379195,
    "novelWalletCount": 2,
    "totalWalletCount": 3,
    "novelVolume": 56.5,
    "totalVolume": 149
  }
}

value is a z-style shock score that compares the recent price move in a selected YES or NO token against recent realized volatility in that same token.

{
  "components": {
    "currentPrice": 0.65,
    "priorPrice": 0.55,
    "delta": 0.1,
    "realizedVol": 0.043589,
    "shockZ": 2.294157
  }
}

value measures how much of the total event-window move occurred before the effective event anchor. If newsTs is omitted, the endpoint uses the midpoint of the effective analysis window, so a default request scores the most recent hour. It is an information leakage / pre-news movement score, not an accusation of insider trading.

{
  "components": {
    "leakageScore": 0.5,
    "preMove": 0.1,
    "totalMove": 0.2,
    "preNewsVolumeShare": 0.384181,
    "preWindowVolume": 34,
    "postWindowVolume": 54.5
  }
}