Fee Market Data Feed & Prediction API

Access millisecond-level fee data for priority and base fees across major EVM chains. Our direct node integration ensures data accuracy and sub-second latency for high-frequency trading and protocol automation.

Leverage machine learning models trained on historical mempool data to predict optimal transaction fees 1, 5, and 30 minutes ahead. Reduce overpayment by up to 40% compared to standard estimators.

Unified API for Ethereum Mainnet, Base, Arbitrum, Optimism, and Polygon. Get consistent, normalized fee data and predictions across the ecosystem without managing separate integrations.

Built with fault-tolerant architecture and SOC 2 compliant infrastructure. Data feeds are cryptographically signed and verifiable, ensuring integrity for financial applications.

Configure real-time alerts for specific fee thresholds, network congestion events, or prediction model signals. Automate your transaction batching and deployment workflows.

Query years of granular fee market data for backtesting trading strategies, analyzing gas spend, and building custom dashboards. Export to CSV or connect directly to BI tools.

Predict network congestion windows to batch high-value transactions during low-fee periods. Reduce gas costs by up to 40% on bulk operations like NFT mints or treasury management.

Integrate dynamic fee suggestions directly into your dApp UI. Users get accurate, real-time gas estimates, reducing failed transactions and abandonment rates by over 25%.

Schedule automated, cost-effective multi-chain payouts and treasury rebalancing. Execute when predicted fees are lowest, ensuring predictable operational costs.

Model and backtest fee market strategies for DeFi protocols, staking services, and L2 sequencers. Data-driven decisions to optimize revenue and user incentives.

Leverage fee and mempool insights to structure transactions that are less susceptible to harmful MEV extraction, protecting your users' execution quality.

Integrate a production-ready, low-latency API in under 2 days. Eliminate the need to build and maintain complex fee estimation infrastructure internally.

Access millisecond-level updates on base fees, priority fees, and mempool congestion across major EVM chains. Predict optimal transaction timing to reduce costs by up to 40% for high-volume operations.

Leverage proprietary ML models that analyze historical patterns and on-chain activity to forecast fee spikes and lulls 5-10 blocks ahead. Integrate predictions directly into your dApp's transaction logic.

Built on a globally distributed, fault-tolerant architecture with automatic failover. Guaranteed uptime for applications that cannot afford data gaps or service interruptions.

Need specific fee thresholds, custom aggregation, or real-time alerts for your trading strategy? We build bespoke data pipelines and notification systems tailored to your application's logic.