Monitoring & TCA

The pre- and post-trade analysis surface. Pre-trade: depth, slippage curves, routing recommendations, execution forecasts. Post-trade: TCA (transaction cost analysis), execution review, nanosecond-precision lifecycle traces. Most endpoints return free-form JSON today — typed shapes land in v0.2; keep your parsing defensive (.get(..., default)).

Pre-trade: depth, slippage, routing, forecast

All four endpoints share the same cold-fallback chain as quote() and preview() — calling them on a cold ticker triggers a warming cycle so the response carries real data instead of empty arrays. No explicit quote() warm step needed.

use sequence_sdk::Side;
 
let depth     = seq.depth("BTC-USD").await?;
let slippage  = seq.slippage("BTC-USD", Side::Buy).await?;
let routing   = seq.routing("BTC-USD", Side::Buy, 1.0).await?;
let forecast  = seq.forecast("BTC-USD", Side::Buy, 1.0).await?;
let intel     = seq.intel("BTC-USD").await?;

Post-trade: TCA

Notional-weighted Transaction Cost Analysis aggregates from durable order history.

let all  = seq.tca().await?;                          // cross-desk aggregate
let one  = seq.tca_symbol("BTC-USD").await?;          // per-symbol

Prediction-market TCA fields

Every per-order TCA entry on prediction-market fills carries four extra fields. Branch on is_prediction before interpreting slippage — spot metrics are in price-bps, prediction metrics are in probability-bps. The two are not comparable.

Execution review

In-flight monitoring + post-trade review for a single order. Cheap to call repeatedly — the response is server-cached.

let live    = seq.execution_live  ("graph:graph_…:n:1").await?;  // updates as fills land
let review  = seq.execution_review("graph:graph_…:n:1").await?;  // arrival, VWAP, venue split
let summary = seq.execution_summary().await?;                    // desk-wide KPIs

execution_review returns arrival price, VWAP, venue breakdown, realized slippage. execution_summary returns desk-wide KPIs: 24h notional, hit rate, avg slippage, top symbols.

Trace — nanosecond lifecycle

The reference tool for latency regressions. Returns every event from SOR admission → edge dispatch → venue ACK → first fill → terminal state, with nanosecond timestamps.

let events = seq.trace("graph:graph_…:n:1").await?;
for e in events {
    println!("{:>20}ns {:18} {:?}", e.timestamp_ns, e.event_type, e.venue);
}

A/B promotion report

Promotion-readiness report for routing-version experiments — the single rollout signal for V2/V3 promotion.

curl -H "Authorization: Bearer $SEQ_API_KEY" \
  "https://api.sequencemkts.com/v1/analytics/ab_report?days=7"

Streaming the same data

Most of these surfaces are also available as live-pushed channels — see Streaming for subscribe protocol:

Next steps