A REST + WebSocket API that reports the current volatility state — low, normal, or high — for BTCUSDT, ETHUSDT, and more. Calibrated on real data. The math is documented. No predictions.
We pull 1-minute OHLCV from Binance spot. No re-aggregation tricks, no synthetic bars. What the exchange publishes is what we use.
30-minute rolling realized volatility, annualized. z-score against a 4-hour baseline. The short window measures now; the baseline measures recent normal.
low / normal / high, with
hysteresis. To transition we require several consecutive observations
past the boundary; single spikes don't move the state.
Calibration run on 180 days of BTC/ETH 1m klines, 2,304 parameter combinations. Three named presets on the Pareto front.
Median detection lag: ~20 minutes. That is the honest number; we publish it rather than hide it. Regime detection against a smoothed percentile ground truth is genuinely noisy — anyone claiming F1 > 0.9 is labeling with future information.
$ curl https://amaneki.com/v1/regime/btcusdt { "symbol": "btcusdt", "regime": "normal", "z_vol": -1.39, "realized_vol": 0.1788, "baseline_vol": 0.2374, "close": 73923.87, "last_update_ms": 1776236100000, "last_transition": null }
/v1/regime/{symbol}/v1/regime/{symbol}/history/v1/streamEnterprise / volume: hello@amaneki.com