Aperiodic CLI

Command-line client for Aperiodic.io — institutional-grade market microstructure, liquidity and order flow metrics with full exchange universe coverage.

Install

Latest release: v1.0.3

Download the binary for your platform:

Platform	Architecture	Download
Linux	x86_64	aperiodic-linux-amd64
Linux	ARM64	aperiodic-linux-arm64
macOS	x86_64	aperiodic-darwin-amd64
macOS	Apple Silicon	aperiodic-darwin-arm64
Windows	x86_64	aperiodic-windows-amd64.exe
Windows	ARM64	aperiodic-windows-arm64.exe

Or use the install script (Linux/macOS):

curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | bash

Or manually (Linux/macOS):

OS=$(uname -s | tr '[:upper:]' '[:lower:]')
ARCH=$(uname -m | sed 's/x86_64/amd64/;s/aarch64/arm64/')
curl -fsSL "https://github.com/aperiodic-io/cli/releases/latest/download/aperiodic-${OS}-${ARCH}" -o aperiodic
chmod +x aperiodic

Authentication

Set your API key as an environment variable:

export APERIODIC_API_KEY=your_api_key

Get your API key at aperiodic.io.

Usage

aperiodic <metric> [flags]
aperiodic symbols [flags]

The first argument is the metric name. Use symbols to list available symbols for an exchange.

Available Metrics

OHLCV / VWAP

Metric	Description
ohlcv	Open/high/low/close/volume
vtwap	Volume/time-weighted average price

Trade metrics

Metric	Description
flow	Buy/sell trade flow
trade_size	Trade size distribution
impact	Price impact
range	Price range
updownticks	Up/down tick count
run_structure	Run structure
returns	Returns
slippage	Slippage

Order book metrics

Metric	Description
l1_price	L1 best bid/ask price
l1_imbalance	L1 order book imbalance
l1_liquidity	L1 liquidity
l2_imbalance	L2 order book imbalance
l2_liquidity	L2 liquidity

Derivative metrics

Metric	Description
basis	Basis (spot vs. perp)
funding	Funding rates
open_interest	Open interest
derivative_price	Derivative price

Flags

Flag	Default	Description
--exchange	binance-futures	Exchange name
--symbol		Trading pair symbol (Atlas unified symbology)
--interval	1h	Aggregation interval
--start-date		Start date (YYYY-MM-DD)
--end-date		End date (YYYY-MM-DD)
--output-dir		Output directory for Parquet files (required)
--timestamp	exchange	Timestamp source (exchange or true)
--max-concurrent	10	Maximum concurrent downloads

Examples

List symbols:

aperiodic symbols --exchange binance-futures

Download OHLCV data:

aperiodic ohlcv \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 1h \
  --start-date 2024-01-01 \
  --end-date 2024-03-31 \
  --output-dir ./data

Download trade flow:

aperiodic flow \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 1h \
  --start-date 2024-01-01 \
  --end-date 2024-03-31 \
  --output-dir ./data

Download basis:

aperiodic basis \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 1h \
  --start-date 2024-01-01 \
  --end-date 2024-03-31 \
  --output-dir ./data

Supported Exchanges

Exchange	ID
Binance Futures	binance-futures
OKX Perpetuals	okx-perps
Hyperliquid Perpetuals	hyperliquid-perps

Intervals

1s, 1m, 5m, 15m, 30m, 1h, 4h, 1d

Output

All data commands download Parquet files to --output-dir. Files are fetched concurrently (tunable via --max-concurrent) and named by year and month.

Build from Source

Requires Go 1.24+.

git clone https://github.com/aperiodic-io/cli.git
cd cli
go build -o aperiodic ./cmd/aperiodic

License

ISC