Binance APRUSDT perpetual: historical order book, tick trades & funding
555K trade, depth, mark-price and funding events for the APRUSDT perpetual since 2025-06-01 — about 1,084 events a day.
Coverage
APRUSDT perp data coverage
What is recorded, how often it updates and how much there is.
History start
2025-06-01
512 days of history
Events recorded
555,000
≈ 555K as of 2026-10-25
Avg events / day
1,084
trade · depth update · mark price · funding
Update frequency
Every trade tick-by-tick; depth diffs at 100 ms; mark price and funding as published
Daily activity · last 30 days
Indicative daily event volume, last 30 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.
About this market
What is APRUSDT perp?
The APRUSDT perp is a small, event-driven contract linked to Monad-ecosystem sentiment: quiet for hours, then very active on narrative days. AymarData holds 555K events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
APR is the token of aPriori, a liquid-staking and MEV protocol built around the Monad ecosystem. On the derivatives side, APR perp is moved by unlock events and airdrop-recipient selling, and by one-sided funding on a young perpetual. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.
At roughly 1,084 events a day, APRUSDT perp is a thin perpetual. The tape is bursty and the book is shallow, so it suits studies of market impact, funding persistence on new listings and how quickly makers re-quote after a sweep.
What moves the APRUSDT perp
- Unlock events and airdrop-recipient selling
- One-sided funding on a young perpetual
- Monad ecosystem sentiment and TVL
Schema
APRUSDT perp fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_ms | int64 | Exchange event time, Unix milliseconds |
| symbol | string | USDⓈ-M perpetual symbol, here APRUSDT |
| event_type | string | trade | depth_update | mark_price |
| side | string | buy / sell for trades; bid / ask for depth; null on mark_price |
| price | number | Trade price, book level or mark price in USDT |
| size | number | Contract quantity; null on mark_price |
| funding_rate | number | null | Current funding rate on mark_price events, else null |
Sample rows
| ts_ms | symbol | event_type | side | price | size | funding_rate |
|---|---|---|---|---|---|---|
| 1792684798818 | APRUSDT | trade | sell | 0.3997 | 3223 | null |
| 1792684799087 | APRUSDT | depth_update | ask | 0.3999 | 19778 | null |
| 1792684799731 | APRUSDT | mark_price | null | 0.3996 | null | 0.00005533 |
Illustrative rows for the APRUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull APRUSDT perp in Python, cURL or MCP
Market id: APRUSDT. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.
import os
import requests
API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"] # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}
# APRUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "APRUSDT",
"start": "2026-10-22T15:55:00Z",
"end": "2026-10-22T16:05:00Z",
"limit": 500,
},
timeout=30,
).json()["data"]
marks = [t for t in trades if t["event_type"] == "mark_price"]
print(marks[0]["price"], marks[0]["funding_rate"])
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-perps",
"market": "APRUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
APRUSDT perp: common questions
Why is the APRUSDT perp perp tape so bursty?
APRUSDT perp is a thin contract (~1,084 events a day), so trades cluster around announcements and funding times and long stretches are quiet. Treat inter-event gaps as information rather than missing data.
How are funding and mark price stored for the APRUSDT perpetual?
They are separate events (event_type=mark_price) in the same time-ordered stream as trades and depth. The funding_rate field carries the current funding rate; it is null on other event types, so you can filter funding with a single predicate.
What moves the APRUSDT perpetual?
Unlock events and airdrop-recipient selling, and one-sided funding on a young perpetual. The APRUSDT perp is a small, event-driven contract linked to Monad-ecosystem sentiment: quiet for hours, then very active on narrative days.
How much APRUSDT perp history is available?
555K events since 2025-06-01, averaging 1,084 per day, each stamped with Binance's exchange timestamp in milliseconds.
Is there a APR spot pair to compare with this perpetual?
APR is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest APRUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.