Trading-system correctness
Operational Rules
API keys only solve authentication. Market-making systems still need deterministic wire parsing, fixed-point money handling, gap recovery, and health checks before production use.
Wire formats
REST APIs use JSON request and response bodies.
Perpetuals and options WebSockets use MessagePack; JSON examples in reference docs are readability aids.
Perps gateway uses MessagePack maps; perps/options market-data server events use positional MessagePack arrays.
Wallet Aeron transport uses SBE over Aeron UDP.
Financial values
Perps REST price and size fields are 1e18-scaled fixed-point decimal strings.
Wallet REST monetary values at 1e18 scale are JSON strings.
Wallets Proxy token amounts are raw smallest-unit strings; pUSD, USDC.e, and USDT0 use 6 decimals.
Client SDKs should use integer, decimal, or fixed-point libraries, never binary floating point.
Sequencing and replay
Perps REST orderbook snapshots can be paired with market-data deltas above the snapshot sequence.
Perps market data has no historical WebSocket replay in V1.
Perps drop-copy replay is per wallet and reports unavailable replay with drop_copy_gap.
On orderbook or drop-copy gaps, rebuild state before presenting downstream trading decisions.
Health and readiness
Auth, perps REST, options health, wallet service, and wallet proxy expose explicit liveness/readiness or health endpoints.
Options gateway health endpoints are not the trading ingress.
Service-to-service wallet routes require X-Service-Secret unless explicitly configured otherwise.
Client systems should fail closed on missing, expired, or insufficient credentials.