Who uses mackinac?
Built for builders and researchers in on-chain markets
Quants & Researchers
Historical microstructure data since inception across all venues. Hawkes intensity, LOB imbalance, and volume imbalance on every stored print. Backtest code that consumes the live feed runs against history with one URL change.
API Reference →Algo Traders
Live normalized feeds without building venue-specific parsers or managing RPC complexity. Subscribe to hl:ETH, dydx:ETH-USD, and ostium:ETH/USD — receive the same message shape from each.
DeFi Developers
Embed normalized market data in your own interface. The reference widgets demonstrate what the API enables — DOM, T&S, AMM pool view, basis monitor, LP optimizer — built on the same streaming feeds available to subscribers.
Blog →Liquidity Providers
Aggregated AMM depth across all fee tiers per pair. LP event feeds — mints and burns — with tick range and amounts. Pool comparison and range modeling across Uniswap V3/V4, Sushi, and Unichain.
LP Tools →Data API
Live and historical. Same schema.
Real-time WebSocket streams and backtest-quality REST history — every product type, every venue, delivered identically.
Real-Time WebSocket Streams
Subscribe by venue + symbol at /feed. Message families: quote (top-of-book bid/ask with fee tier on AMM venues), print (every trade with Hawkes intensity, LOB imbalance, volume imbalance, and tick/quote rates), funding (annualized rate for perp venues), rate_market (PT yield and lending supply/borrow APY snapshots), depth/liquidity (AMM tick-depth histogram and mint/burn events), lending_action (Supply/Withdraw/Borrow/Repay/Liquidation events from Aave, Compound, Morpho). One shape per family, regardless of venue type.
Backtest-Quality Tick History
Every print stored at arrival time with full microstructure annotations — the same fields you receive on the live feed. Top-of-book snapshotted at 5-second resolution since each venue's inception. Cursor pagination, from/to time filters, and configurable page sizes at /v1/history/:exchange/:symbol/. Strategy code written against the live WebSocket runs against history with one URL change.
Consolidated Product Feeds
Virtual cross-venue streams sit alongside the per-venue feeds. ammbook consolidates the best bid and offer across every AMM venue for a pair, net of fees. perpbasis emits the live spread between an HL perpetual and its AMM spot reference. rates unifies Pendle and Spectra PT yield into one subscribable channel. Same wire format as the underlying venues.
Perpetuals, AMMs, RWA, Lending, and Yield Markets
240+ instruments across every major on-chain product type in one schema: CLOB perpetuals (HL, dYdX), spot AMM pools (Uniswap V3/V4, Sushi, Unichain), RWA perps — gold, oil, forex, equity indices, single-name equities (Ostium), oracle crypto perps (GMX, Vertex), lending rate markets (Aave V3, Compound V3, Morpho Blue on Arbitrum and Base), and PT yield markets (Pendle, Spectra). Any Uniswap-compatible pool on Arbitrum or Unichain is subscribable on demand via the registry.
The analytics interface — DOM, T&S, AMM Pool View, Basis Monitor, Yield Rate Monitor, LP Optimizer — is a reference implementation of the API, included with every subscription. See all features →
Subscription
On-chain pricing, no intermediaries
Free
$0
Live streaming · 3 symbols · all reference widgets · no API keys
Subscription
$175 USDC/mo
Historical data since inception · 100 symbols · 3 API keys · programmatic access
Billed in USDC on Arbitrum One via an on-chain contract. Prepay 1–12 months; periods stack. Full pricing details →
Access
Live data, free — no account required
Live streaming feeds and the full reference widget suite are available immediately with no sign-up, for up to 3 symbols. Connect a wallet to subscribe and unlock historical data, additional symbols, and API keys.
Open App →