Nodely — Institutional market data infrastructure for digital assets

Balance Chart Portfolio value · hourly

$48,620,400 +$1,915,000 (+4.10%)

Performance

As of 10/20/2026

Return

+4.10%

Win rate

58%

Risk-adjusted return

1.64

Max drawdown

-3.20%

Profit factor

1.52

Time in market

96%

Positions

Open positions 4 Unrealized +$7,913,755

Side	Symbol	Market	Venue	Entry	Mark	Size	Notional	uPnL
Long	BTC/USD	Spot	Venue 1	61,250.0	81,473.1	310.0	$25,256,661	+$6,269,161
Long	ETH/USD	Spot	Venue 2	2,105.0	2,379.4	4,200	$9,993,480	+$1,152,480
Long	SOL/USD	Spot	Venue 1	142.60	161.85	18,000	$2,913,300	+$346,500
Short	BTCUSDT	Perp	Venue 3	83,900.0	81,473.1	60.0	$4,888,386	+$145,614

Portfolio data layout. Sample account.

Institutions allocate to digital assets using systems built for equities and fixed income. Those systems report a spot price and little else: no on-chain data, no derivatives context, no regime analysis. Nodely provides the data and risk measures digital assets require, in a format investment committees and risk officers can review, approve and take through vendor due diligence.

Traditional market-data terminals

− Crypto coverage limited to spot prices on a small number of venues
− No on-chain data (wallet flows, mempool, exchange netflow)
− No perpetual-futures microstructure (funding, liquidation levels, basis)
− Risk models calibrated for traditional asset classes

What Nodely adds

+ Spot and derivatives venues normalised to a single data model
+ On-chain data across major chains, aligned with price
+ Derivatives microstructure at intraday resolution
+ Risk and quantitative models re-estimated for continuous, fat-tailed markets

Step 1 →

Monitor

Market, on-chain and derivatives data consolidated in one workspace, across every venue the portfolio uses.

Step 2 →

Measure

Risk Score measures market and portfolio risk on a common scale and tracks changes in exposure.

Step 3 →

Stress

Quantitative simulations and stress scenarios quantify downside before allocation decisions are made.

On-chain data, in a format risk teams can use

A data layer traditional terminals do not provide: wallet flows, exchange netflow (coins moved onto exchanges minus coins moved off), realized cap (supply valued at the price each coin last moved), mempool and on-chain risk metrics. Aligned with price, normalised across major chains and updated every block.

ChartBTC 81,473.1

Venue 1

BTC

On-Chain Data

LTH Realized Price

BTC price LTH realized price

LTH realized price: average on-chain cost basis of long-term holders, the price at which their coins last moved.

On-Chain Data

Exchange Netflow

Outflow Inflow

Exchange netflow: BTC moved onto exchanges minus BTC moved off, per interval. Negative values are net outflows.

Market data layout. Sample data.

On-chain data is the primary dataset. Four further workspaces are built on it.

Portfolio data

Portfolio overview

→

P&L, open positions, risk metrics and performance attribution.

Risk Score

Market vs. book risk

→

Market and book risk on one scale, with six stress scenarios.

Orderbook data

Order-book depth

→

Market depth, order book and recent trades per venue, for spot and perpetual markets.

Simulations

Quantitative simulation

→

36 models covering tail risk, regime switching, position sizing and path simulation, calibrated for 24/7 markets.

One dataset feeds Risk Score and the simulation engine

Market regime vs. book risk

The market score aggregates MVRV (market value to realized value), SOPR (spent output profit ratio), NUPL (net unrealized profit and loss), funding and exchange netflow. The book score aggregates leverage, liquidation distance, concentration and net directional exposure. Adjust gross leverage to recompute both scores, their attribution and stressed P&L.

Market

67 / 100

Elevated · risk-on

Book

51 / 100

Within limits

Book risk below market (51 vs. 67). Capacity to add exposure within limits.

Gross leverage 1.8× · peer average 2.6×

1×3×5×7×10×

Score attribution

Stress scenarios

Book risk score · 24h Range 74–86

00:0006:0012:0018:00now

Regime-switching simulation

A three-state latent-regime model (bull, sideways, bear) fitted to 38 months of BTC log returns. Paths are drawn under regime transitions; change the horizon or resample to re-run the distribution.

p(s_t | x_1:t) = α_t(s_t) / Σ α_t

α_t(s) = b_s(x_t) · Σ_s′ α_t−1(s′) · T_s′,s

BTC · 90-day horizon · 500 paths · seed 0xa3

entry $81,473

+2σ+1σμ−1σ−2σ

horizon

30d60d90d180d360d

Median (P50)

$78,420

P5 / P95

52k / 102k

P(below entry)

22%

Transition matrix

	→ Bull	→ Sideways	→ Bear
Bull	0.92	0.06	0.02
Sideways	0.10	0.85	0.05
Bear	0.04	0.10	0.86

Current regime probabilities

Bull

54%

Sideways

24%

Bear

22%

Typical stack today

On-chain feed

Derivatives feed

Charting

Venue 1 UI

Venue 2 UI

Venue 3 UI

Docs / wiki

Risk sheet

P&L sheet

Consolidated into

On Nodely

Nodely Single workspace

Most tools in this market were designed for retail users. Nodely is designed around institutional oversight: one consistent dataset for the investment team, the risk function and reporting. Where teams work across many disconnected applications today, Nodely brings them into a single workspace.

One data model: Spot and derivatives venues normalised to a common schema
Large-holder tracking: Large-holder wallet balances and flows, with daily snapshots
Derivatives context: Funding, open interest and basis alongside spot exposure
36 models: Quantitative models calibrated for digital assets

The same data, via API

The public Nodely API serves the datasets behind every Nodely workspace, for integration with internal risk, reporting and research systems, over HTTPS. Send your API key in the X-API-Key header; every successful response returns { status, data }.

Base URL https://api.nodely.app

Auth API key in the X-API-Key header

Intervals Block, hour and day; OHLCV from 1 minute to 1 month

Query from, to, limit (up to 100,000), fields, only_nonempty

Endpoint categories

Market DataNetwork DataMiner MetricsInvestor BehaviorFund DataDerivativesTreasury CompaniesAddress Balance CohortsUTXO Age CohortsUTXO Amount Cohorts

API reference →

GET /btc/realized_pnl/day

$ curl --get "https://api.nodely.app/btc/realized_pnl/day" \
  --data-urlencode "from=2025-01-01" \
  --data-urlencode "to=2025-01-31" \
  --data-urlencode "fields=price,realized_profit,realized_loss" \
  --header "X-API-Key: $NODELY_API_KEY"

const params = new URLSearchParams({
  from: "2025-01-01",
  to: "2025-01-31",
  fields: "price,realized_profit,realized_loss",
});

const res = await fetch(
  `https://api.nodely.app/btc/realized_pnl/day?${params}`,
  { headers: { "X-API-Key": process.env.NODELY_API_KEY } }
);

const { status, data } = await res.json();

import os
import requests

r = requests.get(
    "https://api.nodely.app/btc/realized_pnl/day",
    params={
        "from": "2025-01-01",
        "to": "2025-01-31",
        "fields": "price,realized_profit,realized_loss",
    },
    headers={"X-API-Key": os.environ["NODELY_API_KEY"]},
)
data = r.json()["data"]

response · 200

{
  "status": "success",
  "data": [
    {
      "ts": 1735689600,
      "price": 94350.12,
      "realized_profit": 84567231.42,
      "realized_loss": 15283490.11
    }
  ]
}

Governance & controls

The controls risk, compliance and operations teams review before a data vendor is approved, documented and available from the first conversation.

Data provenance & methodology

Every metric is documented with its source, calculation method and update interval, so figures can be traced and reproduced.

Access control & audit trail

Single sign-on via SAML 2.0 or OIDC, role-based permissions and an audit log of user activity.

Data residency & deployment

Hosting in the EU or the US, with an on-premises option for institutions that require it.

Due diligence

Standard security questionnaire, due-diligence questionnaire and data processing agreement provided during onboarding.

Licensing scoped to your mandate.

Core supports proof-of-value pilots. Institutional licences are scoped by seat count, data coverage, support SLA and security-review requirements.

Contact institutional sales

Or request a demo

Feature	Analyst	Core	Institutional
Charting library, 80+ indicators	✓	✓	✓
On-chain metrics	✓	✓ full set	✓ full set + custom feeds
Portfolio · Risk Score · Orderbook · Simulations	Read-only demo	✓	✓ + custom rules
Venue connectivity, live trades	—	Up to 4	Unlimited
API access	Delayed	Real-time, standard rate limits	Real-time, higher rate limits
SSO, RBAC, audit log	—	—	SAML 2.0 / OIDC
Data residency, on-prem option	—	EU, shared	EU / US / on-prem
Procurement & security review	—	Self-serve	SIG Lite + DDQ + DPA
Support SLA	Community	Business hours	24/5 + named CSM
Dedicated quant research	—	—	✓

Market data
infrastructure
for institutional
digital assets

Monitor

Measure

Stress

On-chain data, in a format risk teams can use

Portfolio overview

Market vs. book risk

Order-book depth

Quantitative simulation

Execution context across every venue

One dataset feeds Risk Score and the simulation engine

Market regime vs. book risk

Regime-switching simulation

The same data, via API

Governance & controls

Data provenance & methodology

Access control & audit trail

Data residency & deployment

Due diligence

Institutional oversight
for digital assets

Market data infrastructure for institutional digital assets

How Nodely is used

Monitor

Measure

Stress

On-chain data, in a format risk teams can use

Portfolio overview

Market vs. book risk

Order-book depth

Quantitative simulation

Execution context across every venue

One dataset feeds Risk Score and the simulation engine

Market regime vs. book risk

Regime-switching simulation

The same data, via API

Governance & controls

Data provenance & methodology

Access control & audit trail

Data residency & deployment

Due diligence

Institutional oversightfor digital assets

Market data
infrastructure
for institutional
digital assets

Institutional oversight
for digital assets