Market data

REST gives you the snapshot; /ws/market gives you the stream. Use REST to seed a chart or a book, then keep it current over the socket rather than re-polling.

Endpoints

Endpoint	Returns
GET /api/v1/market/candles/{venue}/{symbol}	OHLCV history. Served from cache, falling back to the venue’s REST API.
GET /api/v1/market/depth/{venue}/{symbol}	Order-book depth.
GET /api/v1/market/depth/{venue}/{symbol}/grouped	Depth aggregated into price buckets.
GET /api/v1/market/tape/{venue}/{symbol}	Recent trade prints. ?limit= 1–200, default 50.
GET /api/v1/market/stats/{ticker}	Mark price and 24h statistics. Takes the venue-suffixed ticker (BTC.HL) as the whole path segment.
GET /api/v1/market/quotes/{venue}/{symbol}	The current quote for one symbol.
GET /api/v1/market/fx	FX rates, for accounts denominated in a non-USD currency.

The {venue}/{symbol} suffix is mandatory on candles, depth, and tape, as is the {ticker} segment on stats — the bare prefix 404s. candles also requires ?interval=.

First call on a pair nobody is subscribed to opens the subscription and answers 503 cold_cache on /depth and /tape rather than blocking. Retry after ~500ms.

curl -s "https://api.troncharts.xyz/api/v1/market/candles/hyperliquid/BTC.HL?interval=1h&limit=500" \
  -H "authorization: Bearer $TOKEN" \
  -H "x-tenant-slug: $TC_TENANT_SLUG"

Candles are REST-only — sdk.market covers quotes, depth, and FX, so reach candles through the raw request escape hatch:

type Bar = {
  openTime: string; closeTime: string
  open: string; high: string; low: string; close: string; volume: string
  closed: boolean
}

const { bars } = await sdk.client.request<{ bars: Bar[] }>(
  '/api/v1/market/candles/hyperliquid/BTC.HL',
  { query: { interval: '1h', limit: 500 } },
)

The response envelope is { venue, symbol, interval, bars, source, window }. An empty bars means the window holds no prints — unless truncated: true is also present, which means the history lookup gave up mid-flight and you should retry rather than treat the series as exhausted.

Symbols carry their venue

BTC.HL, WINFUT.B3 — the suffix is how the platform resolves pricing, and it is part of the symbol, not decoration. Always source symbols from GET /api/v1/symbols/{venue}.

Depth granularity

Deep books are expensive to ship in full. Where a venue supports it, request grouped depth and let the server aggregate rather than pulling every level and bucketing client-side.

Shared subscribers

Market-data subscriptions are shared across all consumers of a deployment: the platform holds one upstream connection per venue and fans out. You are not charged a venue connection per client, and you cannot exhaust a venue’s connection budget by scaling your own fleet.

Custom indicators and backtests

If you compute studies server-side, GET /api/v1/indicators and POST /api/v1/backtests/run evaluate declarative indicator specs against the same candle data, so a study renders identically in your UI and in a backtest.