Detect price jumps - Struct Docs

[ { "from": 1, "to": 1, "price_before": 123, "price_after": 123, "change_pct": 123, "direction": "<string>", "volume": 123, "trades_count": 123, "condition_id": "<string>" } ]

Query Parameters

condition_id

string

Market condition ID (one of condition_id or market_slug required)

market_slug

string

Market slug (resolved to condition_id)

resolution

enum<string>

Candle resolution in minutes: 1, 5, 15, 30, 60, 240 (default: 15)

Available options:

1,

5,

15,

30,

60,

240

min_change_pct

number<double>

Minimum relative percent change to qualify as a jump (default: 10.0)

lookback

integer<int64>

Number of candles to scan back from now (default: 1440, max: 2500)

offset

integer<int64>

Offset in candles from now — window is [now - (lookback + offset) * resolution, now - offset * resolution] (default: 0)

Response

200 - application/json

Price jumps sorted by timestamp descending

from

integer<int64>

required

Window start timestamp.

Required range: x >= 0

integer<int64>

required

Window end timestamp.

Required range: x >= 0

price_before

number<double>

required

Price before.

price_after

number<double>

required

Price after.

change_pct

number<double>

required

Change percent.

direction

string

required

Direction.

volume

number<double>

required

Volume.

trades_count

integer<int32>

required

Trades count.

condition_id

string

required

Condition ID.