Packaged time-series backtest feed: funding history + (optional) orderbook snapshots bundled per bucket. 1h/4h/1d granularity. Use include_funding/include_orderbook flags to control payload size.

Run a backtest from a strategy config (POST JSON body) → audit-export (schema 1.2): train/holdout metrics, trade log, equity curve, repro_hash, warnings. Config is validated pre-payment — invalid config → 400, not charged.

Current per-venue funding rates for a given symbol or all symbols

Historical per-venue funding rates (1h/4h/1d aggregations) for a ticker. 30-90 day windows. Edge-isolated: raw rates only, no spread/signal logic.

Cross-venue rate spread snapshot for a symbol

Best bid/ask aggregated across all venues

Naive single-venue best execution: lowest precomputed slippage at the requested size. Excludes fees/funding/latency — baseline only.

Top-of-book for a specific venue and symbol

Sized-depth quote: best bid/ask + precomputed slippage at $1K/$5K/$10K notional for a venue/symbol. $10K cap protects execution edge per DIS-022.

Sized-depth quote: best bid/ask + precomputed slippage at $1K/$5K/$10K notional for a venue/symbol. $10K cap protects execution edge per DIS-022.

Top-of-book for a specific venue and symbol

Greedy multi-venue route: walk venues in slippage order, allocate up to per-venue depth cap until size_usd filled. Returns route, total filled, blended slippage. NAIVE — excludes fees.

Per-venue slippage scan for a ticker at $1K/$5K/$10K notional. Returns all venues sorted by lowest slippage, with BBO + depth. Raw scan — no opinionated ranking.

Cross-venue funding-rate arbitrage scan — tickers where (max_rate - min_rate) exceeds threshold. Naive filter, no signal logic.

Decision-ready funding-arb SIGNAL — gross spread net of public round-trip taker fees, periods-to-breakeven, depth-sized max notional ($1k/$5k/$10k), ranked. Derived outcome, not a profit forecast.

Cross-venue mark-price spread scan. Quoted spread is not net edge — excludes fees/slippage/funding diff.

Funding rate sign-change detection — identifies positive↔negative flips across venues over a lookback window. Sustained vs transient inversion signals.

Next funding payment ETA + current rate as predicted size for a ticker/venue pair. Entry timing signal.

Cross-venue funding rate spread for a ticker — shows highest/lowest rate venues and spread in bps

Open-interest delta — current OI vs OI N hours ago for a ticker/venue. Accumulation/distribution signal.

Historical open interest timeseries (1h/4h/1d) for a ticker/venue. 30-90d window cap.

Open interest per venue + ticker. Raw value + mark_price (units vary per venue — see units_note in response).

Oracle price-source family classification for 30+ perp venues — basis-risk awareness for cross-venue strategies

24-hour rolling volume in USD per venue + ticker.

Tickers with current 24h-volume >= multiplier × baseline avg over lookback. Raw volume-spike scanner.

Historical 24h-volume timeseries (1h/4h/1d) for a ticker/venue. 30-90d window cap.

Volume-weighted average funding rate across all venues for a ticker. Accounts for venue market share — high-volume venues dominate the weighted rate.

Real-world asset (RWA) perpetual coverage across HIP-3 DEXes — stocks, metals, forex, commodities, pre-IPO synthetics