Densities

Order-book walls across the whole market, rescanned every 2 seconds, with a strength ratio against the pair's own book and a spoof-resistant age for every wall.

GET/v1/densities

GET/v1/densities/{symbol}

A density (wall) is a resting limit order (or a stack of them at one price) large enough to stand out from everything around it. Walls matter to short-term traders because they act as magnets and barriers: price often accelerates toward large liquidity, stalls into it, and moves sharply when a wall is consumed or pulled. The Osiris detector maintains live order books for every tracked pair and re-scans all of them every 2 seconds.

Detection is relative, not absolute. There is no fixed dollar threshold; a level qualifies as a wall by dwarfing the median level size of its own book. That is what makes the ratio comparable across pairs: a $200k order is furniture on BTCUSDT and a skyscraper on a small alt, and the ratio field captures exactly that difference.

Request

Parameter	In	Description
`exchange`	query	Venue whose books are scanned. See Exchanges. Default: Binance. Wall detection runs on every venue's own order books.

Whole market in one call, or one pair

curl "https://osiristrader.com/api/v1/densities" \
  -H "Authorization: Bearer osk_YOUR_KEY"

curl "https://osiristrader.com/api/v1/densities/BTCUSDT" \
  -H "Authorization: Bearer osk_YOUR_KEY"

Response

{
  "symbol": "BTCUSDT",
  "data": {
    "price": 63972.9,
    "ts": 1783877000000,
    "walls": [
      { "side": "bid", "price": 63600.0, "qty": 44.86, "usd": 2853096, "dist": 0.58, "ratio": 466.1, "age": 1240 },
      { "side": "ask", "price": 64500.0, "qty": 21.10, "usd": 1360950, "dist": 0.82, "ratio": 218.4, "age": 315 }
    ]
  }
}

Field	Description
`side`	`bid`: buy wall below price (potential support). `ask`: sell wall above (potential resistance).
`price`	The wall's price level.
`qty` / `usd`	Resting size in base asset and its USD value. `usd` is the cross-pair comparable one.
`dist`	Distance from the current price, percent. Walls within a fraction of a percent are actionable now; walls 3% away are context.
`ratio`	Size relative to the median book level of this pair. 466 means this order is ~466× a typical level. This is the strength score.
`age`	Seconds this wall has existed continuously at this level. The anti-spoofing field; see below.

Reading age: the spoof filter

The largest orders in crypto books are frequently fake: placed to be seen, not filled, and pulled the moment price approaches (spoofing). Size alone therefore means little. The age counter is our countermeasure: it tracks continuous presence, and a wall that vanishes and reappears restarts from zero. Spoofers flicker; real liquidity sits. A $500k wall 20 seconds old is a rumor; the same wall after 20 minutes, through several approaches, is infrastructure. As a rule of thumb, treat walls under ~60 seconds as unconfirmed, and weight your confidence by age × ratio rather than either alone.

Notes

/v1/densities/{symbol} answers 404 when no walls are detected on that pair right now. That is an honest "nothing to see", not an error. The bulk endpoint simply omits quiet pairs.
Walls appear and disappear naturally as orders fill and cancel. Diff consecutive polls: a wall that grew while price approached is being defended; a bid wall that vanished untouched just removed support.
Each pair's snapshot carries its own price and ts so you can compute distances and staleness without an extra call.
Combine with Levels: a density wall sitting on a structural level is the strongest support/resistance configuration this API can show you: two independent detection methods agreeing.

The 2-second rescan is the fastest cadence in the REST API; polling faster returns identical data. If you are watching walls on many pairs at once, poll the bulk endpoint rather than looping per-symbol calls.

Market overview

Metrics