What the API delivers

One normalized wire format across nine venues and four chains — CLOBs, oracle perps, AMMs, and yield markets. mackinac surfaces data types that have never been accessible in normalized form before: on-chain yield rates (Pendle, Spectra) alongside perp funding alongside AMM microstructure, all queryable with the same wire format live and historically. Explore what's possible with the reference widgets, then build on the same feeds.

Data API

Live WebSocket Streaming

Subscribe by venue + symbol at /feed. Four message types across all venues: quote (top-of-book bid/ask with fee tier for AMM venues), print (every trade with Hawkes intensity, LOB imbalance, volume imbalance, tick rate, and quote rate), funding (annualized funding rate for HL, dYdX, GMX, Ostium), rate_market (PT yield snapshots from Pendle and Spectra: implied APY, underlying APY, PT/YT price, TVL, expiry). Same response shape regardless of venue type.

Historical REST API

Same message shapes as the WebSocket, queryable at /v1/history/:exchange/:symbol/. Endpoints: /quotes (5-second top-of-book snapshots since inception), /trades (every swap or trade with full microstructure annotations), /funding (funding rate history). Cursor pagination, from/to time filters, configurable page sizes. Backtest code that consumes the live feed runs against history with one URL change.

Cross-Venue Normalization

AMM fee-tier pools aggregated into a single sorted book per pair — each level net of pool fee, tagged by fee tier. Oracle perp prices (Ostium, GMX), CLOB prices (HL, dYdX), and AMM pool prices all delivered as the same QuoteMessage. Venue-specific protocols, symbol formats, and RPC complexity abstracted away entirely. Symbol discovery at GET /v1/symbols — per-venue inventories with capability flags.

240 Instruments, 4 Chains

Crypto perps (~125), RWA perps (~70: gold, silver, oil, SPX, NQ, EUR/USD, GBP/USD, AAPL, TSLA, and more), AMM spot pairs (~10), and PT yield markets from Pendle and Spectra — all in one normalized schema. Any Uniswap-compatible pool on Arbitrum or Unichain is subscribable on demand via the registry; pool address resolution is handled server-side.

Highlights

Data types that didn't exist in normalized form before — explore them live, then query history.

Basis Monitor
Basis Monitor — live perpetual vs spot spread with funding rate and rolling chart

Live perp–spot spread & funding

Live basis in bps between the perpetual mid and AMM spot, with rolling chart and current hourly funding rate. Tracks when funding and basis diverge or converge across venues.

Yield Rate Monitor
Yield Rate Monitor — PT implied APY, underlying yield, and TVL across Pendle and Spectra

PT yield markets — Pendle & Spectra

Implied fixed APY, underlying floating APY, PT/YT price, TVL, and time to expiry — streaming live across Pendle and Spectra markets. Compare fixed vs floating rate spreads across protocols and maturities in real time.

LP Pool Optimizer
LP Pool Optimizer — pool comparison, range modeling, mint/burn feed

AMM capital efficiency & range modeling

Pool comparison by volume and depth across all fee tiers. Range optimizer models capital efficiency, projected fee share, and IL for any deposit amount and price range. Live mint/burn event feed.

Vitals — Microstructure Dashboard
Vitals — live microstructure metrics including Hawkes intensity, LOB imbalance, volume imbalance

Hawkes intensity, LOB & volume imbalance

Microstructure metrics computed server-side on every print: arrival intensity, order book imbalance, volume imbalance, tick rate, and arrival ratio — with five live rolling charts per product.

Reference Implementations

The following widgets are built on the streaming API and included with every subscription. Free users get live data for up to 3 symbols; subscribers unlock historical data, additional symbols, and API keys. They demonstrate what the API enables and serve as a starting point for your own applications.

Depth of Market & Time & Sales

10-level bid/ask ladder updated in real time for Hyperliquid perpetuals and AMM pools across Uniswap V3/V4, SushiSwap, and PancakeSwap on Arbitrum One. For AMM products, each fee-tier pool is represented as a separate depth level with effective bid/ask derived from on-chain liquidity. The time & sales feed is annotated server-side with Hawkes arrival intensity, LOB imbalance, volume imbalance, and trade rate per print.

Vitals — Microstructure Dashboard

Live microstructure stats table: price, velocity, tick count, percent change, volume imbalance, LOB imbalance, total volume, tick rate, Hawkes arrival intensity (all/bid/ask), and arrival ratio. Five live charts on all tiers: price trend, Hawkes arrival rate breakdown, volume imbalance, trade rate, and LOB quantity. Velocity window configurable from 1 to 300 seconds. The subscription tier unlocks 200ms refresh, a 1,000-tick window, and full history rewind controls.

Trend Chart

Candlestick chart with configurable bar resolution from 1 second to 1 day. Add unlimited linear regression overlay series with ±σ bands, or EMA overlays with ±σ envelopes — each independently colored and toggled. Draw and save horizontal price levels per symbol. Overlay configuration persists across sessions.

Correlation Monitor

Side-by-side comparison of 10 real-time microstructure metrics across multiple products: volume imbalance, LOB imbalance, volume rate, tick rate, Hawkes intensity (all/bid/ask), arrival ratio, out-of-range high, and out-of-range low. Includes a rolling price range detection window and a snapshot bar chart of current values. Supports up to 2 products on free access; subscribers unlock unlimited products, rolling time-series charts per metric, and configurable multi-clause alert conditions.

AMM Pool View

Per-pool analytics for Uniswap V3/V4, SushiSwap, and PancakeSwap on Arbitrum One. Live bid/ask depth derived from on-chain liquidity and current pool price. Real-time trade prints for each swap event. Hawkes intensity, tick rate, volume imbalance, and LOB imbalance computed from the on-chain swap event stream. All fee-tier pools for a pair are shown as separate depth levels.

Yield Rate Monitor

Live PT yield market data from Pendle and Spectra: implied fixed APY, underlying floating APY, PT and YT price, TVL, and time to expiry — streaming continuously for every tracked market. Compare fixed vs. floating rate spreads across protocols and maturities in real time. Historical yield rate data queryable via the REST API for backtesting yield strategies or tracking rate regime changes since inception.

Analytics Suite

Vitals — Enhanced Controls

200ms refresh rate, a 1,000-tick default window, and full configurable lookback controls up to 3,600 seconds. A rewind scrubber enables scrolling through recent microstructure history. The stats table displays windowed averages rather than instantaneous values for smoother signal analysis.

Configurable Alerts

Per-product price and spread threshold alerts for any tracked instrument. Fires when a product's last price, bid, ask, or spread crosses a user-defined level. Audible in-browser alert and browser push notification when the tab is not in focus. Alert history shows recent triggers per alert with timestamp and observed value. Alert configuration persists across sessions.

Consolidated Depth

Aggregates the best bid and offer across all four AMM venues — Uniswap V3, Uniswap V4, SushiSwap, and PancakeSwap — into a single cross-venue depth view. A Gross/Net toggle switches between raw execution prices and fee-adjusted all-in prices. Spread gap detection highlights cross-venue discrepancies with a detail card showing effective prices, estimated depth, and fee breakdown. Configurable spread alert threshold with audible and push notification.

Consolidated Depth · Cross-Venue
mackinac Consolidated Depth — cross-venue best bid/offer with spread gap detection
Basis Monitor
mackinac Basis Monitor — live perpetual vs AMM spot basis with rolling chart and funding rate

Basis Monitor

Displays the live spread between the Hyperliquid perpetual mid and the corresponding AMM spot mid in basis points, updated continuously. Computed as (HL mid − spot mid) / spot mid × 10,000. Includes a rolling 200-point basis chart, current HL funding rate (hourly), per-venue spot mid display when multiple AMM venues are subscribed, a reference size calculator, and a configurable spread alert threshold.

Correlation Monitor — Unlimited

Unlimited products with rolling time-series charts per metric. Alert configuration supports multi-clause conditions — for example, volume imbalance above a threshold AND arrival ratio below a threshold across all or ≥ K selected products. Configurable cooldown suppresses repeated triggers during sustained moves. Alerts are delivered via in-app notification and browser push.

Correlation Monitor
mackinac Correlation Monitor — 10 microstructure metrics across multiple products
LP Pool Optimizer
mackinac LP Pool Optimizer — pool comparison, range modeling, and mint/burn feed

LP Pool Optimizer

Three tools for evaluating LP capital deployment. Pool comparison: live table of all pools for a selected pair — exchange, fee tier, 24h volume, ±1%/±5% depth, and fee APR. Range optimizer: input deposit amount and target price range to model capital efficiency versus full-range, projected fee share, daily and annual fee estimates, and impermanent loss estimate for that range. Mint/burn feed: live stream of LP add and remove events across all venues for the selected pair.

Programmatic Access

Programmatic WebSocket access to all mackinac data feeds via API key — without a browser session. Up to 3 active keys, 100 simultaneous products per key.

API Key Access

Generate and revoke API keys from the Developer section of Account settings. Each key grants full WebSocket feed access at API-tier product limits — 100 simultaneous products per key, up to 3 active keys. Authenticate without a browser session, suitable for data pipelines and automated monitoring systems. Keys authenticate via { "action": "auth", "key": "mk_live_..." } on connect.

Symbol Support

Ten venues across four chains — live streaming and historical data available for all of the following:

Venue Type Symbol Format Chain
Hyperliquid CLOB perp / spot BTC, ETH, kPEPE, PURR/USDC Arbitrum / HyperEVM
dYdX V4 CLOB perp ETH-USD, BTC-USD, SOL-USD dYdX Chain (Cosmos)
Ostium Oracle perp ETH/USD, XAU/USD, EUR/USD Arbitrum One
GMX Oracle perp BTC, ETH, SOL Arbitrum One
Uniswap V3 (Arb) AMM spot WETH/USDC, WBTC/USDC Arbitrum One
Uniswap V4 (Arb) AMM spot WETH/USDC, WBTC/USDC Arbitrum One
Uniswap V4 (Unichain) AMM spot WETH/USDC, WBTC/USDC Unichain
Sushi V3 AMM spot WETH/USDC, WBTC/USDC Arbitrum One
Pendle PT yield market eETH-2025-12, sUSDe-2026-03 Arbitrum One
Spectra PT yield market PT-sUSDE-2026-03, PT-USDC-2026-06 Arbitrum One

Supported Protocols

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