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Type: VOLUME_PROFILE_AGG | Weight: 2x | Max points: 20,000 Volume distributed across price levels for a given interval. Shows where the most trading activity occurred. The server determines the price bucket size automatically from market metadata. You do not need to pass blockSize in the request.

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Response fields

FieldTypeDescription
profiledouble[]Alternating [price, buyVolume, sellVolume] triplets
timestampTimestampInterval start
The profile array contains repeating price / buy volume / sell volume triplets: [price1, buyVolume1, sellVolume1, price2, buyVolume2, sellVolume2, ...] Each triplet already includes the bucket’s price level, so you can read the profile directly from the response without sending blockSize.

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Capabilities

FeatureSupportedDetails
USD denominationYestransform.normalize.quote=USD converts volume to USD
Multi-exchange aggregationYestransform.groupBy.type=GROUP_BY_TYPE_SUM with coin param

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Examples

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Single exchange

Fetches 1 hour of volume profile data for BTCUSDT on Binance Futures. The server chooses the price bucket size automatically. 
curl "https://api.kiyotaka.ai/v1/points?type=VOLUME_PROFILE_AGG&exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT&interval=HOUR&from=1774800000&period=3600" \
  -H "X-Kiyotaka-Key: YOUR_API_KEY"

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Aggregated across exchanges (USD)

Combines volume profile data from Binance Futures and Bybit for BTC, with volume converted to USD. Gives a cross-exchange view of where trading activity concentrated. 
curl "https://api.kiyotaka.ai/v1/points?type=VOLUME_PROFILE_AGG&exchange=BINANCE_FUTURES&exchange=BYBIT&coin=BTC&interval=HOUR&from=1774800000&period=3600&transform.groupBy.type=GROUP_BY_TYPE_SUM&transform.normalize.quote=USD" \
  -H "X-Kiyotaka-Key: YOUR_API_KEY"

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Response

{
  "series": [
    {
      "id": {
        "type": "VOLUME_PROFILE_AGG",
        "exchange": "BINANCE_FUTURES",
        "rawSymbol": "BTCUSDT",
        "normalizedSymbol": "BTC-USDT",
        "category": "PERPETUAL",
        "interval": "HOUR",
        "coin": "BTC"
      },
      "points": [
        {
          "Point": {
            "profile": [66108, 0, 5.466999999999996, 66114, 6.239000000000001, 25.31399999999998, 66120, 7.307999999999996, 20.503000000000004, ...],
            "timestamp": { "s": 1774803600 }
          }
        }
      ]
    }
  ]
}

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How to read profile

profile is a flat array of repeating triplets: [price1, buyVolume1, sellVolume1, price2, buyVolume2, sellVolume2, ...] So:
  • profile[0] is the first price level
  • profile[1] is the buy volume at that price
  • profile[2] is the sell volume at that price
  • profile[3] is the next price level
  • profile[4] is the buy volume at that next price
  • profile[5] is the sell volume at that next price