Institutional-Grade Market Data Infrastructure
Unified real-time feeds across 20+ crypto exchanges. Sub-millisecond L2 order book data, normalized and delivered via a single WebSocket API.
Unified real-time feeds across 20+ crypto exchanges. Sub-millisecond L2 order book data, normalized and delivered via a single WebSocket API.
Everything you need for institutional-quality crypto market data
Sub-millisecond L2 order book data streamed via WebSocket. Full depth-of-book normalized across every connected exchange with nanosecond-precision timestamps.
Single WebSocket endpoint for all exchanges. Consolidated cross-exchange books, per-exchange views, and symbol discovery — all through a simple JSON protocol.
Tick-level binary capture files with full depth snapshots. Deterministic replay infrastructure for backtesting and research at original market speed.
Custom C++ feed handlers for any exchange. Co-location deployment, exchange integration, and low-latency infrastructure engineering.
Three steps to real-time market data
Open a WebSocket connection to our API endpoint. No API keys, no authentication — just connect and go.
Send a JSON subscribe message with your desired exchange and symbol. We handle the rest.
Choose full snapshots or bandwidth-efficient incremental deltas. Add "mode":"inc" to receive an initial snapshot then only the levels that change — up to 90% less bandwidth.
// 1. Connect ws = new WebSocket("wss://api.microversesystems.com"); // 2. Subscribe to BTC/USDT order book (incremental mode) ws.send(JSON.stringify({ "op": "subscribe", "channel": "consbook:BTC-USDT", "depth": 20, "mode": "inc" })); // 3. Receive snapshot + incremental deltas ws.onmessage = (e) => { const msg = JSON.parse(e.data); if (msg.type === "snapshot") initBook(msg.data); if (msg.type === "delta") applyDelta(msg.data); // bids: [[price, qty, orders], ...], asks: [...] };
Real-time connectivity to our exchange network
Connecting to API...