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Description

The Pricing Suite streams for spot crypto deliver real-time liquidity and price discovery data across DEX venues.

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Stream Matrix

StreamSummaryDataset ID
Spot DepthReal-time orderbook-style depth curves0401
Impact GridReal-time price impact updates0402
Swap PrintsNotifications of executed swap prices0302
OHLCReal-time OHLC candlestick bar updates0403
VWAPReal-time volume-weighted average prices0405
LWAPReal-time liquidity-weighted average prices0502

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Parameter Conventions

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chain_id
number
required
Target EVM chain.
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base_token_address
string
required
Base ERC-20 contract address.
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quote_token_address
string
required
Quote ERC-20 contract address.

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Filters & Analytics Parameters

  • Spot Depth: depth_offset_bps.
  • Impact Grid: grid_step_bps.
  • Swap Prints: No additional parameters.
  • OHLC: aggregation_interval.
  • VWAP: No additional parameters.
  • LWAP: depth_offset_bps.

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See Also