Binance WLDUSDT perpetual: historical order book, tick trades & funding
1.33M trade, depth, mark-price and funding events for the WLDUSDT perpetual since 2025-06-01 — about 2,602 events a day.
Coverage
WLDUSDT 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
1,332,000
≈ 1.33M as of 2026-10-25
Avg events / day
2,602
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 WLDUSDT perp?
The WLDUSDT perp is the leveraged expression of unlock-calendar trades; funding often turns negative in the days before a large supply release. AymarData holds 1.33M events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
WLD is the token of the World network, which pairs an iris-scanning identity project with a payments token. On the derivatives side, WLD perp is moved by Orb rollouts and regional regulatory actions, and by scheduled token unlocks that add supply on a known calendar. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.
WLDUSDT perp produces around 2,602 events a day. Funding and mark price events are recorded alongside trades and depth, so you can test funding-carry strategies, study how perp depth thins ahead of funding times, and see when leverage crowds one side.
What moves the WLDUSDT perp
- Orb rollouts and regional regulatory actions
- Scheduled token unlocks that add supply on a known calendar
- OpenAI and AI-sector headlines that spill over into WLD
Schema
WLDUSDT 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 WLDUSDT |
| 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 |
|---|---|---|---|---|---|---|
| 1792684798699 | WLDUSDT | trade | sell | 1.3801 | 4418 | null |
| 1792684799010 | WLDUSDT | depth_update | ask | 1.3803 | 3143 | null |
| 1792684799707 | WLDUSDT | mark_price | null | 1.38 | null | -0.00003423 |
Illustrative rows for the WLDUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull WLDUSDT perp in Python, cURL or MCP
Market id: WLDUSDT. 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"}
# WLDUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "WLDUSDT",
"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": "WLDUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
WLDUSDT perp: common questions
Can I back-test funding-carry strategies on the WLDUSDT perp perp?
Yes. Mark price and funding events are stored with trades and depth (~2,602 events a day), so you can compute carry, slippage when entering at funding time, and what happens to the book when funding is extreme.
How are funding and mark price stored for the WLDUSDT 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 WLDUSDT perpetual?
Orb rollouts and regional regulatory actions, and scheduled token unlocks that add supply on a known calendar. The WLDUSDT perp is the leveraged expression of unlock-calendar trades; funding often turns negative in the days before a large supply release.
How much WLDUSDT perp history is available?
1.33M events since 2025-06-01, averaging 2,602 per day, each stamped with Binance's exchange timestamp in milliseconds.
Can I measure WLD basis between spot and perp?
Yes: join WLDUSDT perp with WLDUSDT spot on ts_ms. The perp page shows mark price and funding; the spot page has the cash order book. Use both to measure basis and lead-lag.
Related
Related markets and next steps
Backtest WLDUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.