How Tidore sources crypto data
Crypto pricing applies volume-weighted spot aggregation with statistical outlier filtering. Confidence indicators (high / degraded / stale) ship on every response. Methodology applied uniformly across all tracked assets.
Where does the data come from?
Tidore composes crypto quotes from spot trading on leading centralized venues representing the bulk of global volume. Each upstream contributes proportionally under a volume-weighted aggregation; outlier filtering trims venues whose prints diverge from the cohort.
Spot quotes are produced from centralized-venue trade data only at v1. Coverage on other settlement layers is under evaluation.
How often does data refresh?
Entry access ships REST quotes refreshed every 60 seconds — sufficient for dashboards, watchlists, and most retail-grade analytics. Higher access tiers open WebSocket streaming for sub-second tick deltas plus L2 orderbook depth on the spot composite.
Every tier sees the same TID-23 freshness envelope on every response: as_of (when the quote was computed), fetched_at (when Tidore last polled the upstream), age_ms (how stale the data is right now), is_stale (boolean threshold flag), and confidence (high / degraded / stale enum). No silent caching past tier-appropriate windows.
What do confidence states mean?
Every Tidore response carries a confidence enum that summarizes data quality at the time of computation. Three states ship: high (the normal case during active market hours), degraded (a transient signal — typical during post-listing volatility or low-liquidity windows), and stale (data quality has dropped below the threshold for live use; consumers should retry or downgrade).
Components surface confidence visually: clean rendering on high; an amber dot with tooltip on degraded; an amber border with a methodology link on stale. The same data shape backs the visual treatment — UI never lies about data quality, and consumers can implement their own thresholds against the same fields.
What's covered? Frequently asked.
- How is the composite price computed?
- Volume-weighted spot aggregation across leading centralized venues, with statistical outlier filtering. The composite ships in the response with a confidence enum reflecting cohort agreement at computation time.
- How does Tidore handle stablecoin depegs?
- Stablecoin pairs are monitored against USD parity. When deviation exceeds the threshold for live use, affected pairs are flagged in the response and excluded from composite computation until the depeg resolves.
- How fresh is "real-time" exactly?
- REST quotes refresh every 60 seconds on entry access. WebSocket pushes updates within ~250ms of upstream tick on higher access tiers. The age_ms field on every response reports actual staleness — never trust the word "real-time" without checking the envelope.
- What happens when sources disagree?
- When cohort agreement falls below the threshold for live use, the response confidence drops to degraded or stale. Consumers should retry, fall back to a conservative cache, or downgrade UI presentation per their own SLAs.
- How accurate are the historical OHLCV bars?
- Historical OHLCV is self-backfilled from upstream venue APIs. Window length scales with access tier — from 7 days on entry to exchange-listing-date on the top tier (typically 4-8 years on daily, 2-4 years on intraday). Defunct venues and delisted assets are not covered.
What's NOT covered?
No options chains or futures basis at v1 (separate "derivatives" vertical when it ships). No order-flow or whale-wallet tracking (out of scope).
Defunct venues and delisted assets are not back-imported. Delisted assets retain their last-trade record but are not actively quoted.
Quotes are indicative reference only. Not official benchmark settlement.