Assemble backtest dataset

POST/backtests/atop/dataset

Bundle L2 orderbook windows + spot klines for a symbol and period into a single response ready for backtest replay.

10 requests / minute per key (write tier). Returns the {success, message, data} envelope.

Authorizations

Authorizationstringheaderrequired

Bearer token - an ito_* key (from Settings) holding the backtests:read scope.

Body

symbolstring

Example: "BTC"

intervalnumber

Example: 300

startstring

Example: "2026-02-01T00:00:00Z"

endstring

Example: "2026-02-08T00:00:00Z"

include_l2boolean

Example: false

Read ATOP orderbook

Validate run spec

Request

curl -X POST "https://itomarkets.com/api/v1/backtests/atop/dataset" \  -H "Authorization: Bearer $ITO_API_KEY" \  -H "Content-Type: application/json" \  -d '  {    "symbol": "BTC",    "interval": 300,    "start": "2026-02-01T00:00:00Z",    "end": "2026-02-08T00:00:00Z",    "include_l2": false  }  '

ResponseJSON

{  "success": true,  "message": "Success",  "data": {    "symbol": "BTC",    "interval": 300,    "period": {      "start": "2026-02-01T00:00:00+00:00",      "end": "2026-02-08T00:00:00+00:00"    },    "windows": [      {        "ts": "2026-02-01T00:05:00Z",        "mid": 0.52,        "spread": 0.04      }    ],    "spot_klines": [      {        "ts": "2026-02-01T00:05:00Z",        "open": 97200,        "high": 97350,        "low": 97100,        "close": 97280      }    ],    "metadata": {      "source": "ito-cloud-runtime/api/v1/backtests/atop",      "clickhouse_table": "platform_orderbook_l2",      "data_quality": "production_hot_storage"    }  }}