Trading / Analytics

Reference build: a trading data terminal

A terminal is only as good as its data feeds. This build assembles market, on-chain and intelligence reads into a single backend so a chart, an order-flow view and a smart-money panel all draw from one key.

The challenge

Stitching a price vendor, an RPC provider and an intelligence vendor together means three contracts, three keys and three billing models. The goal is one backend, one balance, and reads cheap enough to poll at UI cadence.

Primitives used
  • Spot / OHLCVC1
  • DEX trades / pools / TVLC2
  • Decoded transactions / logsC2
  • Smart-money / entity labelsC3

Charts from OHLCV

Drive candlesticks and sparklines from the OHLCV endpoint, and current valuations from spot. These are C1–C2 reads, so caching them per display interval keeps usage low.

Order flow from decoded DEX activity

Surface live swaps, pool changes and TVL from decoded DEX trades, so the terminal shows what's actually happening on-chain, not just quoted prices.

Context from smart-money labels

Overlay entity and smart-money labels so a position can be read against who else is active in the same token.

What the build delivers

  • Charts, order flow and intelligence from a single backend
  • Cheap polling-friendly reads for live UI cadence
  • One balance instead of three vendor contracts

Frequently asked

Can the cheap reads handle live polling?

Yes — spot and OHLCV are the cheapest tier; cache them per display interval and credit usage stays low even at scale.

Is the DEX data decoded?

Yes — trades, pools and logs come back decoded, so you don't maintain ABIs.

Top up, get a key, ship.

Self-serve. Pay in crypto or card. Metered by credits — heavy primitives cost more, simple ones are cheap.

Get API key