> For the complete documentation index, see [llms.txt](https://nytshift.gitbook.io/nytshift-docs/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://nytshift.gitbook.io/nytshift-docs/engineering-guide/04-market-data-and-charting.md).

# Market data and charting

[← Trust and authority](/nytshift-docs/engineering-guide/03-trust-and-authority.md) · [Documentation home](/nytshift-docs/start-here/readme.md) · Next: [Paper trading →](/nytshift-docs/engineering-guide/05-paper-trading.md)

NYTSHIFT treats market data as a provenance graph, not a bag of numbers. Every observation has a venue, instrument identity, source class, observation time and admissible consumer set.

![Robinhood Chain market radar with live cross-venue context](https://365345826-files.gitbook.io/~/files/v0/b/gitbook-x-prod.appspot.com/o/spaces%2FD02RJbcs8ypn0hikgNUk%2Fuploads%2Fgit-blob-24f972c92b27aa881c698c78a2950dde35c3eea8%2Fproduction-rhc-radar.png?alt=media)

> The screenshot is a time-specific production capture. Counts, prices, latency and block height are volatile observations, not fixtures or compatibility promises.

## Venue coverage

| Rail            | Public market data                                                                            | Public account data                                        | Execution posture                                        |
| --------------- | --------------------------------------------------------------------------------------------- | ---------------------------------------------------------- | -------------------------------------------------------- |
| Arcus           | Discovery, marks/oracles, books, trades, candles, funding, OI, volume                         | Address-scoped account/order/fill/transfer reconciliation  | Separate disabled protected signer boundary              |
| Lighter         | Discovery, marks/indexes, books, trades, candles, funding, OI, volume                         | Bounded public balance/position context                    | Read only; no signer integration                         |
| Hyperliquid     | Primary and deployer-DEX metadata, marks/oracles, books, trades, candles, funding, OI, volume | Master/subaccount clearinghouse, orders, fills and funding | Separately gated signer and DPoP testnet automation      |
| Robinhood Chain | Canonical contracts, Chainlink identity, holdings, activity, provider topology and bridges    | Exact public address only                                  | Read-only chain evidence; no generic transaction builder |

## Observation pipeline

```mermaid
flowchart LR
    R[REST snapshot] --> V[Runtime validation]
    W[WebSocket frame] --> V
    V --> I[Exact venue + instrument identity]
    I --> T[Temporal transition]
    T --> Q[Reference quarantine]
    Q --> C{Consumer projection}
    C -->|fresh mark| CH[Chart and book]
    C -->|fresh exact context| PA[Paper and alerts]
    C -->|retained/held| EV[Evidence-only label]
    C -->|missing/stale| UN[Unavailable/degraded UI]
```

## Mark authority

The following are intentionally non-interchangeable:

* **Mark:** venue-defined position/risk reference and primary terminal price authority.
* **Midpoint:** arithmetic/book context; Hyperliquid `allMids` never advances the mark.
* **Oracle/index:** corroborating reference with its own provenance and freshness.
* **Last accepted:** retained prior mark after an implausible transition; evidence only.

A malformed or more-than-5%-divergent oracle/index loses its numeric consumer authority and remains visibly quarantined. A mark jump above 25% advances only when a close same-frame oracle/index corroborates it. Otherwise the prior mark/time is held and the feed degrades until recovery.

Held values are withheld from:

* alerts;
* all PAPER venues;
* chart risk guides;
* order shortcuts;
* watchlists and command results;
* market briefs;
* book mark labels.

An evidence surface may show `LAST ACCEPTED … HELD`; it cannot relabel that value live.

## WebSocket supervision

Each venue gets one pooled browser socket with bounded subscriptions, messages and reconnect attempts. The pool provides:

* reference-counted subscribe/unsubscribe;
* exact replay after reconnect;
* message/frame byte limits;
* heartbeat and stale detection;
* bounded jitter;
* strict REST repair;
* reason-coded health without endpoint or account leakage.

Lighter order books require exact `begin_nonce` → prior `nonce` continuity. A gap freezes accepted state, resubscribes and repairs from REST. Arcus address-scoped account streams accept only frames that echo the requested address and require a new account snapshot after a sequence gap.

## Candles and history

Browser history merges validated REST pages and stream updates by exact venue, symbol, interval and timestamp. Overlap replaces the same bar; a current REST page cannot erase earlier pagination or a newer stream-only bar. Sequence/context guards reject late responses.

The server history checkpoint is separate:

* provider REST bars are its only write authority;
* keys include venue, live-discovered symbol and interval;
* corrections replace exact timestamps;
* retention and LRU limits are deterministic;
* writes are atomic;
* outage reads remain explicitly aged/degraded.

## Chart authority

The chart supports native candles, line, area and Heikin-Ashi views, 14 intervals, bounded zoom/pan, persistent studies and exact UTC OHLCV inspection. Presentation transforms never replace source-candle authority.

Risk/account overlays require exact, fresh venue/symbol/account context. Missing entry, liquidation, leverage, capital or funding fields remain absent. They are not reconstructed from generic exchange formulas.

Advanced Charts is a licensed optional runtime. Proprietary assets are never committed. It activates only after the official package passes manifest/SRI/CSP checks and a fresh production rehearsal is bound to the exact release and asset tree. The complete custom chart remains the fallback.

## Robinhood Chain identity mesh

![Robinhood Chain 4663 identity mesh keeping canonical identity, oracle context, provider topology and public reads as independent evidence](https://365345826-files.gitbook.io/~/files/v0/b/gitbook-x-prod.appspot.com/o/spaces%2FD02RJbcs8ypn0hikgNUk%2Fuploads%2Fgit-blob-61290820c5a60aed8b30ba526ee933d33576e53f%2F05-rhc-identity-radar.png?alt=media)

The radar starts with immutable reviewed contract identity, then joins independent evidence:

1. canonical chain-4663 contract identity;
2. reviewed Chainlink proxy/heartbeat/decimals;
3. current Arcus/Lighter/Hyperliquid underlying-symbol match;
4. current market status and hours evidence;
5. bridge/provider evidence;
6. explicit quote/execution capability.

No downstream step retroactively proves an upstream identity. A perp ticker match does not prove a spot deployment, and an ecosystem provider listing does not prove a pool, router or quote.

Deep references: [API strategy](/nytshift-docs/normative-design/api-strategy.md), [RHC observability](/nytshift-docs/normative-design/rhc-observability.md), [architecture data plane](/nytshift-docs/normative-design/architecture.md#data-plane) and the [market reference audit runbook](/nytshift-docs/market-data-and-providers/provider-divergence.md).


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