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Changelog

2026-10-21​

  • Documentation split: the user manual explains concepts and workflows; the API reference owns routes, parameters, request bodies and response shapes. Limits are collected in one page, and the error codes are generated from the same contract as the API.
  • Data coverage by market: Data coverage now lists the markets served today, including the markets whose catalog entries have no published dataset yet.
  • Contract and implementation checked together: CI now fails when a documented route, instrument kind or error code is missing from the gateway, or when the gateway emits a code the contract does not list.
  • Venue data is data: a venue's market, time zone, symbol shape, book depth and default sessions come from reference data. Adding a venue no longer requires a product-specific code path.
  • v2 is the product: book snapshots, any-interval K-lines, bulk exports and live data. The markets served today are on Data coverage.
  • Live data: /v2/stream sends rows and live bars, with history-to-live handoff and automatic resynchronisation.
  • AI agents: seven MCP tools at /v2/mcp for catalog, bars, data and exports.
  • Python SDK 0.2.0: Client.stream, live messages, and tables that convert to pandas, polars or Arrow.
  • v1 data APIs retired: see v1 (retired). Administration endpoints remain under /v1.

2026-10-20​

  • Bulk exports: POST /v2/exports for many instruments and trading days, as Parquet or CSV.
  • Continuous futures: .main and .c1–.c12, with diff and ratio adjustment.
  • Any K-line: GET /v2/bars computes time, tick, volume, turnover, range and Renko bars from snapshots, including Heikin-Ashi and gap filling.
  • Python SDK 0.1.0: catalog, data, bars and exports.

2026-10-19​

  • The public documentation moved to its current site and search.