Skip to content

Market Data

MarketFeed is the live market-data boundary for Longsurf application consumers. Historical queries and live subscriptions go through MarketFeed rather than direct provider access from the app.

  • HTTP endpoints serve historical bars, trades, quotes, quote, and search.
  • The live WebSocket serves live updates for app, TSGraph, and local runtime consumers.
  • Redpanda is the internal durability backbone.
  • ClickHouse is the stored historical truth.
  • Provider normalization and quality gates happen before application consumers see market events.

Charts, watchlists, alerts, TSGraph, and research tools all rely on this boundary. The frontend should not reconstruct bars or bypass MarketFeed for application market reads.

Source docs: docs/vision/market/feed.md, docs/vision/market/data-contract.md, and docs/vision/market/providers.md.