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Changelog Oct 17, 2026

How we compute the data: the Architecture page

A new page traces how a print on an exchange becomes a message on your live stream and a row in your backtest, through the cluster we run.

Architecture shows the pipeline behind every metric as one interactive diagram of the live cluster. Hover or select a component to trace what feeds it and what it feeds.

What it covers

  • Capture: every feed on Binance, OKX and Hyperliquid is streamed by two redundant producers on separate connections, so one dropped connection does not leave a gap.
  • Brokers: replicated message brokers, one for the raw data and one for the metrics.
  • Compute: a streaming-SQL engine we wrote in Rust, with windows on capture time, the clock you could actually have traded on. Each window is published once, 50 ms after it closes.
  • Store and deliver: archivers write Parquet and commit their offsets only after the upload is acknowledged. The same metrics then reach you over the live WebSocket feed, the history API and, on Institutional, Kafka.

It is the page to send to anyone checking where the numbers come from before they rely on them.

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