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Venues and datasets

Supported CEX Venues & Aggregator APIs

Collect comprehensive CEX data through both direct API ingestion and recommended aggregator APIs, enabling the construction of synthetic order books and advanced trading algorithms.

Top CEX Aggregator APIs

Binance API

  • Enterprise-grade endpoint with high-frequency data access.

  • Low-latency trade execution tracking.

  • Order book snapshots with millisecond updates.

  • Supports spot and futures trading.

Kraken API

  • Institutional-grade API with secure authentication.

  • Provides full market depth with aggregated liquidity.

  • Optimized for high-frequency trading with order matching.

Supported Centralized Exchanges

  • Binance: Largest global exchange by volume.

  • Kraken: Supports fiat-to-crypto trading pairs.

Supported DEX Venues & Aggregator APIs

We collect comprehensive DEX data through both direct blockchain ingestion and recommended

aggregator APIs, enabling the construction of simulated order books and advanced trading algorithms.

Ethereum Aggregator API (Recommended)

– 1inch Aggregation Protocol

• Enterprise Swap Endpoint with authorization headers.

• Splitting capabilities: 83% of $10M trades split across 4+ pools.

• Gas optimization: 37% lower costs than direct pool access.

• Liquidity access: $14.2B accessible via a single endpoint.

• Ideal for creating synthetic order books from AMM liquidity.

Solana Aggregator API (Recommended)

– Jupiter V6

• 127ms median latency on Solana Mainnet.

• 0.11% average price impact for $10M trades.

• Integrated Jito MEV protection.

• Comprehensive multi-DEX routing capabilities.

• Ideal for constructing accurate snapshots of Solana liquidity.

Ethereum Ecosystem DEXes

– Uniswap V3: Concentrated liquidity AMM with multiple fee tiers.

• Top pairs: ETH/USDC, ETH/USDT, WBTC/ETH, LINK/ETH.

• TVL: $3.85B+; Daily volume: $1.2B+.

– SushiSwap: Multi-chain AMM with standard pools and yield farming.

• Top pairs: ETH/USDC, WBTC/ETH, AAVE/ETH, YFI/ETH.

• TVL: $442M+; Daily volume: $127M+.

– dYdX: On-chain derivatives protocol with leverage.

• Top markets: ETH-USD, BTC-USD, SOL-USD, LINK-USD.

• Daily volume: $932M+; Open interest: $520M+.

Solana Ecosystem DEXes

– Raydium: AMM + order book hybrid.

– Raydium: AMM + order book hybrid.

• Top pairs: SOL/USDC, JTO/SOL, BONK/SOL, JUP/USDC.

• TVL: $248M+; Daily volume: $35M+.

• TVL: $248M+; Daily volume: $35M+.

– Orca: Concentrated liquidity AMM.

– Orca: Concentrated liquidity AMM.

• Top pairs: SOL/USDC, mSOL/SOL, ORCA/SOL, BONK/USDC.

• TVL: $112M+; Daily volume: $23M+.

• TVL: $112M+; Daily volume: $23M+.

– Meteora: Dynamic AMM with auto-ranging.

– Meteora: Dynamic AMM with auto-ranging.

• Top pairs: SOL/USDC, JUP/USDC, BONK/USDC, PYTH/USDC.

• TVL: $75M+; Daily volume: $8.5M+.

• TVL: $75M+; Daily volume: $8.5M+.

Implementation Strategy

1. Direct Blockchain Ingestion:

• The Graph API for historical Ethereum DEX data.

• Solana RPC for block and transaction data.

• Solana RPC for block and transaction data.

• Program ID filtering for targeted DEX event capture.

• Program ID filtering for targeted DEX event capture.

2. Aggregator API Integration:

• 1inch Enterprise API for Ethereum liquidity aggregation.

• Jupiter V6 for Solana liquidity snapshots and routing data.

• Jupiter V6 for Solana liquidity snapshots and routing data.

3. Synthetic Order Book Construction:

• AMM curve modeling for depth representation.

• Multi-pool splitting for large order simulation.

• Mapping concentrated liquidity positions to limit orders.

• Historical execution data for price impact modeling.

• Historical execution data for price impact modeling.

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Last updated 1 month ago