Docs/DEX/CEX Trading/Market Data and Risk Controls

Market Data and Risk Controls

Production

Real-time data feeds and pre-trade safety checks are treated as first-class production systems.

Objective

Protect users from stale data and uncontrolled execution by combining feed governance with policy guardrails.

Market Data Channels

Ticker, orderbook, trades, and candlestick feeds are normalized in a backend-for-frontend layer for terminal consumption.

Quote tab separation allows stablecoin preview markets (iUSD) while production trading can continue on USDT reference liquidity.

Risk Gates

Order-side checks include notional limits, size boundaries, and connector availability before dispatch.

Policies should enforce explicit maximum slippage, per-strategy budget caps, and kill-switch pathways.

Operational Controls

Polling cadence and cache behavior are tuned to avoid stale front-end state under high-volume market endpoints.

Observability tracks stale-feed rate, route failure ratio, and rejected-order causes for continuous hardening.

Production Checkpoints

  • Kline/ticker/orderbook data refresh remains within target polling windows
  • Stale data alerts trigger before user-visible degradation
  • Pre-trade policy rejects are explicit and logged
  • Kill switch can halt agent and manual route dispatch

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DEX/CEX Trading