📑 CoinGecko Derivatives Scraper — Scrape Crypto Futures & Perpetual Tickers

Bulk export of 22,000+ crypto derivative tickers from CoinGecko — every perpetual swap, dated future and inverse contract across every derivatives exchange, in one run, in one flat table. Price, 24h price change, index, basis, spread, funding rate, open interest and 24h volume — straight from the official CoinGecko API, ready for JSON, CSV or Excel.

Built for derivatives traders, perpetual-funding arbitrage bots, basis traders, options and futures market makers, on-chain perps protocols, risk desks, quant researchers, crypto exchange comparison tools and derivatives-focused analytics products that need the full CoinGecko derivatives feed on a recurring schedule — without writing pagination, retry, sort and filter logic by hand.

🟢 No login. No API key required. No headless browser. Pure official CoinGecko REST API.

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What this scraper does

Crypto derivatives — perpetuals on Binance, Bybit, OKX, Bitget, Hyperliquid, dYdX, GMX, Vertex, Drift, Aevo, MEXC, Gate.io, Kucoin Futures and 50+ other venues — are where the real volume lives. Funding rates, open interest and basis are where the real signals live. CoinGecko aggregates all of it into one canonical derivatives endpoint:

• 22,000+ tickers across every major derivatives exchange
• Perpetual swaps AND dated futures
• Spot index, basis (contract − index), bid/ask spread, funding rate, open interest
• Real-time 24h volume per contract

This CoinGecko derivatives scraper pulls the entire derivatives feed, filters it by contract type and minimum 24h volume, sorts it by your preferred metric, and exports clean rows you can drop straight into a backtest, a basis-arbitrage bot, a funding-rate dashboard, or a quant research notebook.

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✨ Key features

Feature	What it gives you
📑 Official CoinGecko API	Reliable, fully structured derivatives data — no blocking, no headless browsers, no scraping headaches
🌐 Massive coverage	22,000+ derivative tickers across every derivatives exchange CoinGecko tracks, in one run
📊 Rich per-ticker metrics	Market, symbol, indexId, contract type, price, 24h price change %, index, basis, spread, funding rate, open interest, 24h volume, last-trade timestamp, expiry timestamp
🔎 Contract-type filter	Focus on perpetual, futures, or leave empty to get everything
💧 Volume threshold	Drop dead and low-liquidity tickers with a minimum 24h volume filter
🔃 Sortable output	Rank by volume24h, openInterest, priceChangePercent24h or price
📈 Full or targeted runs	Set maxTickers to 0 for every ticker, or cap it for a smaller, faster run
📤 Flat structured rows	14 columns, no nested JSON — drop straight into Excel, Postgres, BigQuery or Pandas
💾 JSON, CSV, Excel exports	Direct Apify Dataset → any format
🔓 Public API only	No auth, no proxy, no Cloudflare bypass
⏰ Schedule-ready	Designed for recurring runs (every 5 / 15 / 60 minutes for funding-rate arbitrage)
⚡ Concurrent + rate-limit safe	Built-in throttling and backoff respect CoinGecko's free-tier limits

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🎯 Built for these use cases

1. Funding-rate arbitrage bots

Compare funding rates for the same underlying (BTC-PERP, ETH-PERP, SOL-PERP) across Binance, Bybit, OKX, Hyperliquid and 50+ other venues. Long on the venue paying you, short on the venue charging you — collect the spread. This scraper feeds the data pipeline for exactly that.

2. Basis traders and cash-and-carry desks

For every dated future, the basis field is contract price minus spot index — your cash-and-carry edge. Filter to contractType=futures, sort by basis, and surface the highest-yielding rolls every hour.

3. Open-interest and positioning analytics

Aggregate openInterest across exchanges per underlying to track total market positioning. Spot crowded longs / shorts before forced liquidations. Build a Hyperliquid-style OI dashboard for any underlying.

4. Derivatives volume and market-share dashboards

Rank derivatives exchanges by aggregate 24h volume. Track market-share shifts in real time (e.g. Binance vs. Bybit vs. Hyperliquid vs. OKX). Power your own perps-volume leaderboard.

5. Quant research and backtesting

Schedule daily snapshots to build a longitudinal record of funding rates, open interest, basis and volume across the entire derivatives universe — exactly the dataset cross-sectional quant studies need.

6. Risk and liquidation monitoring

Watch open interest changes per contract to anticipate forced unwinds. Flag funding-rate extremes (very negative or very positive) that historically precede liquidation cascades.

7. Exchange comparison tools and content

Build a "compare BTC perpetual fees and funding across all exchanges" page. Daily-refresh content for newsletters and content sites that cover derivatives.

8. On-chain perps protocols (Hyperliquid, dYdX, GMX, Drift, Vertex, Aevo)

Benchmark your protocol's funding, open interest and volume against centralized derivatives in real time. Source-of-truth comparison data for your investor reports and analytics dashboards.

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📥 Inputs

Field	Type	Required	Description
contractType	string	No	Filter by contract type. perpetual for perpetual swaps only, futures for dated futures only. Leave empty for all.
minVolume24h	int	No	Drop tickers with 24h volume below this USD value — use to filter dead and low-liquidity tickers. 0 = no filter. Default 0.
sortBy	string (enum)	No	Rank tickers by this metric. One of volume24h, openInterest, priceChangePercent24h, price. Default volume24h.
maxTickers	int	No	Maximum number of tickers to save. 0 = all (22,000+).

Example inputs

All perpetuals above $100k 24h volume, sorted by volume:

{
  "contractType": "perpetual",
  "minVolume24h": 100000,
  "sortBy": "volume24h",
  "maxTickers": 0
}

Top 500 tickers by open interest (perpetuals + futures, no volume filter):

{
  "contractType": "",
  "minVolume24h": 0,
  "sortBy": "openInterest",
  "maxTickers": 500
}

Biggest 24h movers — sorted by price change %, perpetuals only, above $1M volume:

{
  "contractType": "perpetual",
  "minVolume24h": 1000000,
  "sortBy": "priceChangePercent24h",
  "maxTickers": 200
}

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📤 Output

Each derivative ticker is saved as one structured row in the Apify Dataset. Export to JSON, CSV, Excel (XLSX), HTML or JSONL.

Sample row

{
  "market": "Binance (Futures)",
  "symbol": "BTCUSDT",
  "indexId": "BTC",
  "contractType": "perpetual",
  "price": 104812.5,
  "priceChangePercent24h": 1.27,
  "index": 104798.42,
  "basis": 14.08,
  "spread": 0.01,
  "fundingRate": 0.0087,
  "openInterest": 7891234120,
  "volume24h": 41823098712,
  "lastTradedAt": "2026-05-16T12:18:44.000Z",
  "expiredAt": null,
  "scrapedAt": "2026-05-16T12:18:50.000Z"
}

Full field reference (15 fields)

Field	Type	Meaning
market	string	Derivatives exchange / market name (e.g. Binance (Futures), Bybit (Perpetual), Hyperliquid, dYdX, OKX Swap)
symbol	string	Contract symbol (e.g. BTCUSDT, ETH-PERP, SOL_USD_PERP)
indexId	string	Underlying spot index identifier (e.g. BTC, ETH, SOL)
contractType	string	perpetual or futures
price	number	Current contract price
priceChangePercent24h	number	24-hour price change in percent
index	number	Underlying spot index price
basis	number	Contract price minus index price (positive = contract trades above spot, negative = below)
spread	number	Bid/ask spread as a percentage
fundingRate	number	Current funding rate for perpetuals (positive = longs pay shorts, negative = shorts pay longs)
openInterest	number	Total open interest in the contract (USD-equivalent)
volume24h	number	24-hour trading volume in USD-equivalent
lastTradedAt	string	ISO 8601 timestamp of the most recent trade
expiredAt	string	ISO 8601 expiry timestamp for dated futures, null for perpetuals
scrapedAt	string	ISO 8601 timestamp when this row was saved

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⚙️ How it works

1. Reads input — your contract-type filter, volume threshold, sort key and ticker cap.
2. Pulls the CoinGecko derivatives endpoint — returns the full live derivatives table (22,000+ tickers).
3. Filters in-stream — drops tickers below minVolume24h, drops tickers that don't match contractType.
4. Sorts the filtered list by your chosen metric (volume24h, openInterest, priceChangePercent24h or price).
5. Trims to maxTickers if a cap was set.
6. Flattens every ticker into a 15-field row.
7. Streams rows into the Apify Dataset.
8. Backs off on HTTP 429 so you stay within CoinGecko's free-tier limits.

The scraper uses ONLY CoinGecko's officially-supported public REST API (api.coingecko.com/api/v3/derivatives). No HTML scraping, no headless browser, no proxy, no anti-bot bypass. Endpoint is documented at docs.coingecko.com.

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⚡ Performance

Workload	Time	API calls
Top 100 perpetuals by volume	~2 seconds	1
Top 1000 tickers, any contract type	~3 seconds	1
All ~22,000 tickers (no filter)	~4–6 seconds	1
All ~22,000 tickers + filter + sort	~5–8 seconds	1

CoinGecko's derivatives endpoint returns the full snapshot in one response, so runs are very fast and very cheap.

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💰 Cost model

This actor uses Pay-Per-Result pricing — you pay only for the ticker rows actually saved (after filters). Tickers dropped by the volume / contract-type filter are not billed.

Typical run sizes:

• Top 100 perpetuals → 100 rows
• All perpetuals above $1M volume → ~600–1500 rows
• All perpetuals above $100k volume → ~3000–5000 rows
• All tickers, no filter → ~22,000 rows

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🔄 Schedule for continuous monitoring

This scraper plays nicely with Apify's scheduler. Common patterns:

• Every 1 minute for high-frequency funding-rate arbitrage bots (top 200 perpetuals)
• Every 5 minutes for derivatives dashboards and OI monitoring
• Every 15 minutes for basis-trade scanning across all futures
• Hourly for derivatives volume / market-share leaderboards
• Daily for quant archives and longitudinal funding/OI/basis datasets

Use Apify Webhooks to push the dataset into TimescaleDB, BigQuery, Snowflake, Postgres, Google Sheets, Slack, Discord or your trading-bot stack.

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🛠️ FAQ

Do I need a CoinGecko API key? No. This scraper uses the public, unauthenticated derivatives endpoint. Free, no signup required.

Which exchanges are covered? Every derivatives venue CoinGecko aggregates — Binance Futures, Bybit, OKX, Bitget, Hyperliquid, dYdX, MEXC Futures, Kucoin Futures, Gate.io Futures, Deribit, Huobi, BitMEX, Phemex, Kraken Futures, BingX, WhiteBIT Futures, Crypto.com, GMX, Drift, Vertex, Aevo and 50+ more.

Are funding rates included? Yes — fundingRate is on every perpetual ticker. Positive = longs pay shorts; negative = shorts pay longs.

Are dated futures (with expiry) included? Yes — set contractType=futures to filter to them only. expiredAt gives the expiry timestamp.

How fresh is the data? Real-time. CoinGecko refreshes its derivatives feed continuously from exchange APIs.

Can I get historical funding rates? Not from this single scraper run — this returns the current snapshot. To build a time series of funding rates, schedule this scraper at your desired interval (every 1, 5 or 15 minutes is common for arbitrage research).

What does basis mean exactly? basis = price - index. For dated futures, a positive basis means the future trades above spot (contango); negative means it trades below spot (backwardation). For perpetuals it's the funding-rate-equivalent premium relative to spot.

Can I sort by funding rate? The built-in sortBy enum is volume24h, openInterest, priceChangePercent24h or price. Sort by funding rate downstream (Pandas, SQL, Sheets) — funding-rate sorting is one of the most common analytical follow-ups.

Does the actor respect CoinGecko's rate limits? Yes — only one request per run, plus built-in exponential backoff on HTTP 429. You can run unattended without getting throttled.

Can I filter to a specific underlying (e.g. only BTC perpetuals)? Not via the input schema directly — the scraper returns all tickers. Filter by indexId == "BTC" downstream in your dataset.

Can I export to CSV or Excel? Yes. Apify Dataset exports support JSON, CSV, Excel (XLSX), HTML and JSONL.

Can I integrate via webhook / API? Yes. Apify provides REST API access to runs and datasets. Trigger from Zapier, Make.com, n8n, custom code, or any HTTP client.

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📚 Related scrapers

Combine this derivatives scraper with other crypto data scrapers in the suite to build a complete derivatives + spot + on-chain stack:

Scraper	Purpose
coingecko-derivatives-scraper	You are here. All 22,000+ derivative tickers (perpetuals + futures) with funding, OI, basis, volume.
coingecko-coins-market-scraper	Full crypto market table — 17,000+ coins with price, market cap, volume, supply, ATH/ATL.
geckoterminal-dex-pools-scraper	On-chain DEX liquidity pools across 100+ networks (price, FDV, reserve, volume, txns).
defillama-protocols-scraper	All 7,000+ DeFi protocols with TVL, 1h/1d/7d TVL change, category, chains.
defillama-yields-scraper	DeFi yield-pool APYs (base + reward), TVL, IL risk, 1d/7d/30d APY trend.
dexscreener-token-pairs-scraper	Token contract → every live DEX pair across every chain.
dexscreener-search-pairs-scraper	Free-text symbol/name search → matching DEX pairs.
crypto-exchange-tickers-scraper	CEX spot ticker tables across exchanges.

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🔑 Keyword cloud

Core: coingecko derivatives api, coingecko derivatives scraper, crypto derivatives data, crypto futures scraper, perpetual swap data, funding rate api, open interest api, basis trade data, bulk derivatives export, derivatives ticker feed.

Per niche / venue: binance futures funding rate, bybit perpetual data, okx perps data, hyperliquid funding data, dydx market data, gmx perps data, bitmex futures data, deribit futures data, mexc futures scraper, kraken futures data, gate.io futures data, vertex derivatives data, drift derivatives data, aevo options data.

Per use case: funding rate arbitrage bot data, basis trading data, cash and carry crypto, open interest dashboard, perps positioning analytics, derivatives volume leaderboard, derivatives risk monitoring, perps liquidation watch, crypto futures backtesting dataset, crypto derivatives quant research.

Per audience: derivatives data for traders, derivatives data for quants, perps data for hedge funds, derivatives data for risk desks, futures data for analysts, derivatives data for on-chain protocols, derivatives data for exchange comparison tools, derivatives data for newsletter operators.

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Changelog

• 2026-06-01 — Maintenance & reliability pass: pulled the latest source and rebuilt the Actor on the current base image; build verified.

• 2026-05-25 — Maintenance & reliability pass: pulled the latest source and rebuilt the Actor on the current base image; build verified.

• 2026-05-20 — Maintenance pass: reviewed the input schema and default values for a smooth one-click start, and rebuilt the Actor on the latest base image.

Last reviewed: 2026-06-01.