Market Data

Real-time and historical market data from every connected CEX, DEX, and prediction market. Everything flows through the Central Coordinator's unified symbol resolver, so CEX pairs (BTC-USD), chain-suffixed DEX pairs (ETH-USDC-ARB), Kalshi tickers (KXBTCZ-26DEC31-T99000), and Polymarket slugs or CTF token IDs all work on the same endpoints.

Get NBBO Quote (all symbols)

Consolidated best bid/offer across every connected venue, for every symbol currently subscribed.

Query Parameters

Response

{
  "quotes": [
    {
      "symbol": "BTC-USD",
      "nbbo":   { "bid": 73984.12, "ask": 73985.03, "mid": 73984.57, "spread_bps": 1.23 },
      "venues": {
        "kraken":   { "bid": 73984.12, "ask": 73985.03, "bid_size": 1.62, "ask_size": 0.94, "age_ms": 35 },
        "coinbase": { "bid": 73983.91, "ask": 73985.40, "bid_size": 0.42, "ask_size": 0.71, "age_ms": 121 }
      }
    }
  ]
}

Get Quote (single symbol)

NBBO + per-venue book for one symbol. Handles cold-start transparently — on a first request the CC dynamically subscribes the edge and can return either a live cache hit or a cold REST snapshot.

Query Parameters

Response

{
  "symbol": "BTC-USD",
  "nbbo":   { "bid": 73984.12, "ask": 73985.03, "mid": 73984.57, "spread_bps": 1.23 },
  "venues": { "binance": { "bid": 73984.12, "ask": 73985.03 } },
  "book":   { "bids": [ ... ], "asks": [ ... ] },
  "source": "edge_nbbo"
}

The source field

Tells you which path served the quote — useful for cold-path latency debugging and retry logic:

For symbols not in the edge's sticky subscription set, the first call returns edge_rpc_snapshot while a background subscription spins up; subsequent calls within ~5–15 s return edge_nbbo.

Batch Quotes

Fetch many quotes in one HTTP round-trip with server-side fan-out. Per-symbol errors return as partials rather than failing the whole batch — the response is always HTTP 200.

Request Body

{
  "symbols": ["BTC-USD", "ETH-USDT", "12345...token_id", "KXBTC-..."],
  "depth": 10,
  "nowait": true,
  "concurrency": 64
}

Response

{
  "quotes": [
    { "symbol": "BTC-USD", "nbbo": { "...": "..." }, "source": "edge_nbbo" },
    { "symbol": "12345...", "nbbo": { "...": "..." }, "source": "edge_rpc_snapshot" },
    { "symbol": "bad-symbol", "error": "resolver: unknown symbol" }
  ],
  "count": 3,
  "elapsed_ms": 215
}

Latency model

Fair Price

Cross-venue Chainlink-style consolidated reference price per underlying asset — BTC, ETH, SOL, etc. Aggregates the latest mid from every reporting (venue, instrument_type) pair into one composite number plus separate spot/perp legs and the signed basis between them.

Use this when you need:

• A single "what is BTC worth right now" number that doesn't depend on any one venue
• The basis between perp and spot (basis_bps) as a signal
• A venue-independent price for quoting, valuation, or hedging triggers

Snapshot of the current consolidated reference price for an underlying.

Path Parameters

Response

{
  "underlying": "BTC",
  "fair_mid_1e9": 76405095000000,
  "spot_mid_1e9": 76407250000000,
  "perp_mid_1e9": 76357950000000,
  "basis_bps": -6,
  "confidence": 0.665,
  "contributors": [
    {"venue": "binance",     "instrument_type": "spot", "mid_1e9": 76407250000000, "weight": 0.84, "staleness_ms": 96},
    {"venue": "binance",     "instrument_type": "perp", "mid_1e9": 76357950000000, "weight": 0.81, "staleness_ms": 79},
    {"venue": "okx",         "instrument_type": "spot", "mid_1e9": 76406500000000, "weight": 0.78, "staleness_ms": 156},
    {"venue": "okx",         "instrument_type": "perp", "mid_1e9": 76358200000000, "weight": 0.77, "staleness_ms": 201},
    {"venue": "bybit",       "instrument_type": "spot", "mid_1e9": 76405300000000, "weight": 0.72, "staleness_ms": 134},
    {"venue": "bybit",       "instrument_type": "perp", "mid_1e9": 76356800000000, "weight": 0.64, "staleness_ms": 219},
    {"venue": "hyperliquid", "instrument_type": "perp", "mid_1e9": 76354500000000, "weight": 0.65, "staleness_ms": 226}
  ],
  "cc_ts_ns": 1745979000123456789
}

Field semantics

How it's computed

Per-side weighted median (spot, perp) using:

• w_recency = exp(-age_ns / 500_000_000) — 500 ms decay τ; a contributor seen 500 ms ago is weighted at e⁻¹ ≈ 0.37 of an instant-fresh one
• w_liquidity = clamp(log10(top_size + 1) / 8, 0.1, 1.0)
• w_spread = 1 / (1 + spread_bps × 0.01) — tighter quotes get higher weight

MAD outlier rejection runs per side (spot independently of perp) — the basis between spot and perp is signal, not noise, so a cross-side filter would falsely reject the perps simply because they trade above/below spot.

The composite fair_mid_1e9 is a third weighted median across the union of surviving contributors.

Streaming the same data

Every recompute is also broadcast on the unified WebSocket as the fair_price:<underlying> topic. See Real-Time Streams → Topic catalog.

# REST snapshot
GET /v1/fair_price/BTC
 
# WebSocket subscription (~1 ms updates per underlying, coalesced)
{"subscribe": ["fair_price:BTC", "fair_price:ETH"]}

List tracked underlyings

{"underlyings": ["BTC", "ETH", "SOL", "XRP", "DOGE", ...]}

Returns whatever underlyings have reported a (spot or perp) update recently. New underlyings are auto-tracked when their first contribution arrives; capped at 256 to bound the interner.

Known limitations

• USDT, USDC, and USD settlement variants collapse to one underlying (BTC-USDT and BTC-USDC both contribute to BTC). Acceptable for Chainlink-style reference; not for basis-point-accurate quoting where the USDT/USDC peg differential matters.
• Single-contributor underlyings (e.g. a perp-only obscure asset) emit with a low confidence floor and skip MAD rejection — there's no cluster to validate against.

Price History

Time series of (ts_ns, price_1e9) points. Works for any symbol — CEX (BTC-USD, ETH-USDT), DEX, and Polymarket slugs (btc-updown-5m-1776537600[:yes|:no]).

Source routing is automatic:

• CEX / DEX → raw event tape (trade prints, downsampled to the requested fidelity)
• Polymarket slug or CTF token → proxies Polymarket's /prices-history

Query Parameters

OHLCV candles were removed in favor of raw tape. Compute candles client-side from the point stream if needed.

Tick mode

Raw trade prints from the live tape. fidelity_secs=0 switches from bar mode to tick mode, returning up to limit most-recent prints with qty_1e8, side, and venue_id populated on each point.

DEX Pools

Per-pool BBO for DEX liquidity pools. Returns individual pool prices, fees, and protocol metadata for a trading pair across all chains.

Query Parameters

Response

{
  "symbol": "ETH-USDC-ARB",
  "pools": [
    {
      "pool_address": "0x6f38e884725a116e8dccbfcab8e2c4491dbead5f",
      "pair_index": 0,
      "protocol": "uniswap_v3",
      "protocol_id": 2,
      "chain": "dex-arb",
      "fee_bps": 1,
      "bid": 3421.50,
      "ask": 3421.80,
      "bid_size": 10.5,
      "ask_size": 8.2,
      "sqrt_price_x96": "1234567890123456789",
      "tick": -24521,
      "liquidity": "85000000000",
      "block_number": 198765432,
      "gas_context": {
        "chain": "arbitrum",
        "chain_id": 1,
        "base_fee_native": 1,
        "priority_fee_native": 0,
        "estimated_gas_units": 150000,
        "native_price_1e9": 2200000000000,
        "estimated_cost_usd": 0.33,
        "last_update_ns": 1705420800000000000
      },
      "updated_ms": 1709510400000
    }
  ]
}

Protocol IDs

DEX Symbol Format

DEX pairs use a chain-suffixed format: BASE-QUOTE-CHAIN

The normalized form (e.g. ETH-USD) also works and returns pools across all chains.

Token Info

Token metadata (CoinGecko-sourced). Public — no auth required.

Funding Rates (perps)

Current funding rates across perp venues.

Historical funding rates for a perp symbol.

DataEngine Health & Reconciliation

Pipeline health for the internal DataEngine.

Reconciliation status between DataEngine and upstream sources.

Recent ticks from the DataEngine stream.

Historical range query against the DataEngine tick store.

Computed signals available for a symbol (feeds the SOR cost model).

Aggregate DataEngine statistics.

Symbols

List all tradeable instruments across venues, including instrument type (spot / perp / prediction) and per-venue availability.

Connected Edges

List connected venue edge servers — local and remote (peer-linked CCs in other regions).

[
  {"edge_id": "venue-edge-binance",      "connected": true, "region": "ap", "supports_algo_runtime": true, ...},
  {"edge_id": "venue-edge-binance-perp", "connected": true, "region": "ap", "supports_algo_runtime": true, ...},
  {"edge_id": "venue-edge-bybit",        "connected": true, "region": "ap", ...},
  {"edge_id": "venue-edge-bybit-perp",   "connected": true, "region": "ap", ...},
  {"edge_id": "venue-edge-okx",          "connected": true, "region": "ap", ...},
  {"edge_id": "venue-edge-okx-perp",     "connected": true, "region": "ap", ...},
  {"edge_id": "venue-edge-coinbase",     "connected": true, "region": "na", ...},
  {"edge_id": "venue-edge-kraken",       "connected": true, "region": "eu", "remote": true, ...},
  {"edge_id": "venue-edge-hyperliquid",  "connected": true, "region": "na", ...},
  {"edge_id": "venue-edge-kalshi",       "connected": true, "region": "eu", "remote": true, ...},
  {"edge_id": "venue-edge-polymarket",   "connected": true, "region": "eu", "remote": true, ...},
  {"edge_id": "venue-edge-dex",          "connected": true, "region": "na", ...},
  {"edge_id": "venue-edge-solana",       "connected": true, "region": "na", ...},
  {"edge_id": "venue-edge-bitget",       "connected": true, "region": "ap", ...},
  {"edge_id": "venue-edge-cryptocom",    "connected": true, "region": "ap", ...}
]

Edge identifier convention

venue-edge-<name> where <name> is the venue selector. Spot and perp on the same exchange share a venue identity but run as separate edges:

In market-data and fair-price responses, perp edges report under their commercial venue's venue field (binance, not binance_perp) — differentiate via instrument_type.