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Candles & Funding

Historical OHLCV and funding rates from immutable dataset releases.

Both endpoints read from validated, checksummed dataset releases — the same bytes the backtest engine uses. Coverage per venue/pair is in /context/datasets.

GET/context/candles#

Query parameters

ParamTypeNotes
venuestringRequired
symbolstringRequired — the canonical symbol exactly as returned by /context/markets (never a framework alias)
timeframestring1m, 5m, 15m, 1h, 4h, 1d (aggregated server-side from 1m)
from / toISO 8601Required window; max 10,000 candles per request
cursorstringContinue a windowed read
releasestringOptional immutable release id; continuation cursors pin this automatically

Response — 200

json
{
  "venue": "lighter",
  "symbol": "SOL-PERP.LIGHTER",
  "timeframe": "1h",
  "release": "rel_2026-07-27T02",
  "candles": [
    { "t": "2026-07-01T00:00:00Z", "o": 141.22, "h": 143.05, "l": 140.9, "c": 142.71, "v": 183422.5 }
  ],
  "gaps": [],
  "next_cursor": null
}
  • release pins the immutable dataset release the rows came from — quote it and any re-read returns identical bytes. On venues whose release pipeline is still pending (Hyperliquid, Binance — see datasets), release is null and reproducibility is not claimed.
  • gaps lists intervals the venue itself never served (venue-side holes are recorded, never interpolated). An empty array is a completeness statement, not a default.
  • Bulk export: send Accept: text/csv for the same window as CSV — one row per candle, same fields. CSV page metadata is returned in stable response headers: X-Superior-Context-Venue, X-Superior-Context-Symbol, X-Superior-Context-Timeframe, X-Superior-Context-Release, X-Superior-Context-Gaps, and X-Superior-Next-Cursor. The bounded gaps header is an unpadded base64url JSON summary with state (unknown, complete, or present), count, and—when known—a SHA-256 fingerprint of the ordered gap ledger; request JSON for the full gap entries. Release and next-cursor headers use the literal null when absent; otherwise pass X-Superior-Next-Cursor back as cursor to continue.

GET/context/funding#

Hourly funding rates for perp venues.

Query parameters: venue, symbol, from, to, limit, cursor, and release (same semantics as candles, without timeframe). CSV uses the same metadata headers except X-Superior-Context-Timeframe.

Response — 200

json
{
  "venue": "lighter",
  "symbol": "SOL-PERP.LIGHTER",
  "release": "rel_2026-07-27T02",
  "fundings": [
    {
      "t": "2026-07-01T00:00:00Z",
      "rate": 0.0000125,
      "rate_annualized": 0.1095
    }
  ],
  "gaps": [
    { "from": "2025-01-21T14:00:00Z", "to": "2025-01-21T15:00:00Z", "reason": "venue_history_hole" }
  ]
}

rate is the decimal fraction per funding interval; rate_annualized is derived for convenience. Funding history is the input for carry analysis and cost-of-hold modeling — the things a directional backtest silently ignores.

Freshness#

Releases publish on backfill cadence (hourly for active venues), so the most recent ~1–2 hours may not be in a release yet. to values beyond the latest release are clamped, and the response's release timestamp tells you the effective horizon. Context is a research surface; execution-time data belongs to your deployed framework's live venue connection.

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