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PerpFinder

Data function: role and method

Runs the automatic data collection: exchange APIs, daily snapshots and the cost engine.

These three names are functions, not separate departments. One small group does all three jobs. We do not publish individual names.

Responsibilities

  • Operate the automatic data collection: direct exchange APIs, the order-book cost engine and daily snapshots
  • Check the units and fields of each venue integration against the venue documentation
  • Maintain the automatic checks that stop a deploy when a number contradicts its source

How this function works

The metric definitions are on /data-definitions. Order-book costs use the volume-weighted average price (VWAP) method on /how-we-test. Automatic checks (cross-venue median price, spread limits, slippage that increases with size) run in the build and on a schedule.

Subject areas

  • Exchange REST and WebSocket market-data APIs and their units
  • Order-book structure: spread, depth and slippage at size
  • Time-series snapshots and data-quality checks

Pages this function checks

  • Live rankings (/perps, /open-interest, /fees)
  • Tools (/tools/*)
  • The public data API (/docs/api)

Attribution & contact

PerpFinder data is a function of PerpFinder, a small independent operation. Bylines on this site name a function, not a person. Did you find an error in the work of this function? Report a correction or send an email to support@perpfinder.com.