Split by market and endpoint
Do not assume one freshness model. Crypto tape and books are venue-live; equity quotes require market= and stop at top-of-book this phase.
What you get
REST + MCP delivery
Live datasets in this domain are available through REST endpoints and native MCP tools for Claude, Cursor, and custom agents.
Windows are explicit
Snapshot is current; kline defaults to 30 days; crypto books default depth 20; equity books are depth=1; liquidity history defaults to 7 days.
Popular endpoints
API Reference →- GETReal-time market snapshot
/api/v1/markets/snapshot - GETHistorical candlesticks (OHLCV)
/api/v1/markets/kline - GETLive order book
/api/v1/markets/order-book/current - GETRecent trades
/api/v1/markets/trades/recent - GETExchange token liquidity history
/api/v1/markets/liquidity/history - GETAggregated market depth
/api/v1/markets/cex-depth
FAQ
Does Market Data include derivatives?
Yes for crypto perpetuals (funding, open interest, long/short, and a liquidation heatmap that may be incomplete). Equity queries on those paths are not covered this phase.
Are US stocks real-time like BTC?
No. With market=us_equity or market=hk_equity you get request-time snapshot, kline, and bid/ask. There is no equity trade tape or multi-level book. Other equity markets are not covered.
How do I call it from an AI agent?
Use REST with Bearer auth, POST /mcp Streamable HTTP (JSON-RPC), or tool-invoke POST /mcp/markets with { tool, arguments }. See Quick Start for market_data_query (task=snapshot). Equity calls must pass context.market.