Core Concepts

Decide coverage, cost, rate limits, and gap handling before you commit to a venue mix.

Coverage
Venue history and L4 access
Budget
Credits and plan fit
Reliability
Limits and gap rules
Data Availability
Rate Limits

Operating map

Lock coverage, cost, and continuity first

Lock coverage first, then confirm cost, limits, and continuity before you build or backtest.

Coverage

Pick the venue mix first

Coverage decides the venue mix. Check history, book resolution, and access gates before anything else.

  • History window
  • Book resolution
  • Breadth and gates

Budget

Price the heavy loops

History, order flow, and deep books move the bill. Convenience routes rarely do.

  • Endpoint cost map
  • Venue premiums
  • Loop budget

Throughput

Design for the ceilings

Requests per second, in-flight caps, and credit resets all need client-side controls.

  • Requests per second
  • In-flight cap
  • 429 recovery

Continuity

Know when to trust the data

Continuity checks tell you whether to retry, skip a window, or annotate the gap.

  • Detection routes
  • Gap thresholds
  • Recovery flow

Open the page you actually need

Pick the page that answers the next decision in your build or data plan.

Data Availability
CoverageCompare history, order-level / L4 access, and breadth before you lock the venue mix.
Credits & Quotas
BudgetMap the expensive routes before you size polling, replay, or backfills.
Rate Limits
ThroughputSet throughput, concurrency, and recovery rules before you ship the client.
Data Gap Handling
ContinuityDetect, classify, and recover from gaps before you trust alerts, replays, or backtests.
Free Tier
Plan fitSee what stays free after the trial and when the workload needs a wider plan.

Lock the operating assumptions

Run these checks once, then open Quick Start, REST, or WebSocket with the right assumptions.

1

Lock the venue mix

Pick the venue that covers your history window, book resolution, and market breadth.

2

Price the expensive routes

Budget history, order flow, and deep-book loops before you size polling or replay.

3

Add limits and gap rules

Ship rate controls, continuity checks, and recovery rules before you trust the client in production.

Pick the next doc

Once the concept pass is clear, open the doc that matches the client you are actually building.

Quick StartRun one clean call once the venue mix and limits are clear.REST APIOpen routes, credits, and payload shapes once the concept pass is done.WebSocket APIOpen the stream and replay docs once throughput and continuity rules are set.