Binance IRYSUSDT perpetual: historical order book, tick trades & funding
629K trade, depth, mark-price and funding events for the IRYSUSDT perpetual since 2025-06-01 — about 1,229 events a day.
Coverage
IRYSUSDT 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
629,000
≈ 629K as of 2026-10-25
Avg events / day
1,229
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 IRYSUSDT perp?
The IRYSUSDT perp is a young contract; the data shows the early-listing pattern of high funding, high volatility and few resting levels. AymarData holds 629K events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
IRYS is the token of Irys, a data-storage and execution chain, and a recent addition to the perpetuals lineup. On the derivatives side, IRYS perp is moved by post-launch supply dynamics as early holders sell, and by storage and AI-data narrative rotations. 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 1,229 events a day, IRYSUSDT 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 IRYSUSDT perp
- Post-launch supply dynamics as early holders sell
- Storage and AI-data narrative rotations
- Funding rates, which stay elevated when longs crowd a new listing
Schema
IRYSUSDT 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 IRYSUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798561 | IRYSUSDT | trade | sell | 0.03997 | 38787 | null |
| 1792684798893 | IRYSUSDT | depth_update | ask | 0.03999 | 24963 | null |
| 1792684799650 | IRYSUSDT | mark_price | null | 0.03996 | null | 0.00000677 |
Illustrative rows for the IRYSUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull IRYSUSDT perp in Python, cURL or MCP
Market id: IRYSUSDT. 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"}
# IRYSUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "IRYSUSDT",
"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": "IRYSUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
IRYSUSDT perp: common questions
Why is the IRYSUSDT perp perp tape so bursty?
IRYSUSDT perp is a thin contract (~1,229 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 IRYSUSDT 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 IRYSUSDT perpetual?
Post-launch supply dynamics as early holders sell, and storage and AI-data narrative rotations. The IRYSUSDT perp is a young contract; the data shows the early-listing pattern of high funding, high volatility and few resting levels.
How much IRYSUSDT perp history is available?
629K events since 2025-06-01, averaging 1,229 per day, each stamped with Binance's exchange timestamp in milliseconds.
Is there a IRYS spot pair to compare with this perpetual?
IRYS is not in our top-20 Binance spot list, so the perp is the main Binance feed for this instrument.
Backtest IRYSUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.