AymarData
Binance USDⓈ-M perpsHistory from 2025-06-01XRPUSDT

Binance XRPUSDT perpetual: historical order book, tick trades & funding

2.96M trade, depth, mark-price and funding events for the XRPUSDT perpetual since 2025-06-01 — about 5,781 events a day.

Coverage

XRPUSDT 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

2,960,000

≈ 2.96M as of 2026-10-25

Avg events / day

5,781

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

XRPUSDT perp events/day: 30-day series, average 5,781 events/day, low 3,387, high 12,299.
low 3,387avg 5,781high 12,299

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 XRPUSDT perp?

The XRPUSDT perp is where headline-driven XRP flows are expressed with leverage, and its funding often flips sign within hours of regulatory news. AymarData holds 2.96M events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.

XRP is the Ripple-linked payments token with one of the most retail-heavy order flows among large caps. On the derivatives side, XRP perp is moved by ETF and custody news, which produce sharp, thin-book moves, and by RLUSD and payment-corridor announcements that feed the cross-border narrative. 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 about 5,781 events a day (trades, depth, mark price and funding), XRPUSDT perp is a complete picture of a leveraged market: join funding with open positioning, replay depth around liquidation-driven moves, and compare perp trades with spot to measure basis in real time.

What moves the XRPUSDT perp

  • ETF and custody news, which produce sharp, thin-book moves
  • RLUSD and payment-corridor announcements that feed the cross-border narrative
  • Legal and regulatory headlines involving Ripple and US agencies

Schema

XRPUSDT perp fields and sample rows

The same columns are returned by the API and in Parquet and CSV files.

FieldTypeDescription
ts_msint64Exchange event time, Unix milliseconds
symbolstringUSDⓈ-M perpetual symbol, here XRPUSDT
event_typestringtrade | depth_update | mark_price
sidestringbuy / sell for trades; bid / ask for depth; null on mark_price
pricenumberTrade price, book level or mark price in USDT
sizenumberContract quantity; null on mark_price
funding_ratenumber | nullCurrent funding rate on mark_price events, else null

Sample rows

ts_mssymbolevent_typesidepricesizefunding_rate
1792684798883XRPUSDTtradesell2.41072803null
1792684799093XRPUSDTdepth_updateask2.41095627null
1792684800009XRPUSDTmark_pricenull2.4106null0.00012586

Illustrative rows for the XRPUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.

Code

Pull XRPUSDT perp in Python, cURL or MCP

Market id: XRPUSDT. 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"}

# XRPUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "binance-perps",
        "market": "XRPUSDT",
        "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": "XRPUSDT",
        "at": "2026-10-22T16:00:00Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

XRPUSDT perp: common questions

How do I use funding and depth together on the XRPUSDT perp perp?

Funding and mark price arrive as their own events alongside depth and trades (~5,781 a day in total for XRPUSDT perp). Align them on timestamp: look at how depth thins in the minutes before each funding time and how aggressive flow changes after a funding reset.

How are funding and mark price stored for the XRPUSDT 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 XRPUSDT perpetual?

ETF and custody news, which produce sharp, thin-book moves, and RLUSD and payment-corridor announcements that feed the cross-border narrative. The XRPUSDT perp is where headline-driven XRP flows are expressed with leverage, and its funding often flips sign within hours of regulatory news.

How much XRPUSDT perp history is available?

2.96M events since 2025-06-01, averaging 5,781 per day, each stamped with Binance's exchange timestamp in milliseconds.

Can I measure XRP basis between spot and perp?

Yes: join XRPUSDT perp with XRPUSDT 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.

Backtest XRPUSDT perp with real tick data

Get an API key, pull your first window and join it with the other sources in the catalog.