# Venues and Datasets

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**Supported CEX Venues & Aggregator APIs**

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

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**Top CEX Aggregator APIs**

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**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.
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{% tab title="DEX" %}
**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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