market_overview
Canton DEX market overview
Canton DEX market right now: CC price, spot volume per venue we read, Canton's TVL for the day named, top movers, the largest premiums to global prices, and the latest alerts.
无需输入参数。
com.cantonvenues由 cantonvenues.com 发布官方发布者v1.0.1更新于 Nov 3, 2026
Canton Network DEX 实时数据:价格、跨场所最优执行、退出成本、溢价。无需密钥。
AI 翻译由 AI 模型根据下方的原文描述翻译,可能有误。
Live Canton Network DEX data: prices, best execution across venues, exit cost, premiums. No key.
Canton Venues 的托管 MCP 服务(cantonvenues.com),由 cantonvenues.com 发布;无需登录;Streamable HTTP;12 个工具。
暂无 AI 概览:以下信息来自注册中心条目和服务本身。
Web executable,通过 Streamable HTTP。 远程服务在工作区中配置后即可从网页运行时运行。
把这段提示词粘贴到 Claude Code、Codex、Cursor 等智能体,或 SourceWeft 对话中。智能体会读取该服务器的安装指南,先向你展示发布者、端点和登录方式,经你同意后再把它添加到你的客户端。密钥不会写进任何命令。
阅读 https://sourceweft.com/mcp/com.cantonvenues%2Fcanton-venues/install.md,并按其中说明把这个 MCP 服务器接入我的客户端。修改任何配置之前,先告诉我它的发布者、端点和登录方式,等我确认。不要把 API 密钥写进命令或我会提交的文件;问我密钥应从哪里获取。把它添加到你客户端的 mcpServers 配置中。
{
"mcpServers": {
"canton-venues": {
"type": "http",
"url": "https://cantonvenues.com/mcp"
}
}
}The Canton Algorithmic Trading Toolkit: an open-source Python SDK for trading and reading every venue on
the Canton Network. It powers cantonvenues.com.
Install and import it as cantonvenues.
The core (cantonvenues.core) is venue-agnostic: a small typed domain model
and four adapter interfaces, all with a shared VenueError hierarchy.
PoolDataAdapter — read and price an AMM: Instrument, Pool, Quote.VenueAdapter — a PoolDataAdapter you can also trade: Balance,
SwapResult.MarketDataAdapter — read-only market state for venues shaped as a symbol
and a book rather than a pool and a swap: Market, OrderBook, Trade,
Ticker, FundingRate.OrderTradingAdapter — a MarketDataAdapter you can also trade: limit
orders (post-only, with expiry), cancels, open orders, balances. Trading is
off unless the adapter is built with trading=True, so a market-data reader
holding the same key can never place an order.Eight venues, four market structures, one client:
CantexAdapter wraps the official
cantex_sdk async client, so auth,
signing and transport live in the SDK and the adapter only translates its models
and exceptions. The other venues ship no Python SDK (or, like Temple, only a
JavaScript one) and are called directly over HTTP. Every integration point is mapped to the source or the live response
it came from in SOURCES.md.
cantex_sdk is not published on PyPI, so it is declared as a git dependency
and pulled directly from GitHub:
Credentials are read only from the environment (never hard-coded). The names are the SDK's own:
Market data from an order-book venue, no key needed:
Canton Venues runs on this toolkit
(examples/canton_venues): prices for every token across
the venues above, Canton's premium to outside markets, best execution by trade size
across pools and order books, a cross-venue spread scanner, a daily study of how fast
spreads close, an open JSON API and an MCP server for AI agents.
scripts/live_smoke.py is a read-only check against the real Cantex API: it
authenticates (connect()), lists pools, and prices one small quote. It never
calls swap() or transfer().
Create (or fill) a .env at the toolkit root with the real keys (same names as the Environment variables
table above):
Then run:
The script never prints credential values, only step results and, on failure, whether it was an auth error or a request error (exit code 1 either way).
Live-validated on every venue. Tests are fully offline and run against the real response shapes captured from each venue.
Temple (mainnet, 2026-10-04) — settled volume per market without a key;
ticker, order book (up to 200 levels) and trades with an account key. The live
payloads differ from the types in Temple's own JavaScript SDK, and the adapter
follows the live ones; see SOURCES.md. Trading: balances,
open orders and trading_status (linked wallet, delegation, fee balance) are
verified live; placing and cancelling are implemented from the SDK and
scripts/temple_order_smoke.py (dry run unless --execute; a post-only
order priced never to fill, cancelled at once) is the check that will close
them, on Temple's testnet first.
Rocky (mainnet, 2026-10-03) — spot and perp markets, 24h tickers, depth and trades over its public Binance-style API. The ticker reports bid and ask as 0, so top of book comes from depth.
OneSwap and Pool Party (mainnet, 2026-10-03) — pool reserves (and, for Pool Party, per-pool volume) without a key, priced locally as constant product.
Ekiden moved to mainnet as the default on 2026-10-03 (live since 2026-09-08); the same routes answer there as on testnet.
Canborsa (mainnet, 2026-10-28) — perp markets, funding, 30-day volume, and prices and execution depth from the socket its web app reads; no documented API yet.
Cantex (mainnet, 2026-07-17) — challenge-response auth, pools, quoting,
and an executed swap with real funds: 10 CC sold for 1.2981357151 USDCx on
the CC-USDC market.
Reference DEX (hosted testnet, 2026-07-29) — swaps in both directions
through the adapter, with balance deltas and pool reserves reconciling
exactly. Two swap routes are supported: the documented wallet-authored
allocation path, and deployments that host the trader's party themselves.
scripts/dexref_testnet_report.py additionally exercises the venue's own
hosted routes end to end: multi-level two-sided quoting from one party, the
RFQ lifecycle with its best-execution receipt, and liquidity provision with
the LP token.
Ekiden (Canton testnet gateway, 2026-07-27) — markets, tickers, order book, recent trades and funding history across all three of its perpetual markets. Trading needs an Ed25519-signed session and is not implemented.
Tradecraft (mainnet, 2026-08-11) — 23 pools across 13 tokens, read and
priced end to end. scripts/tradecraft_market_smoke.py prices 45 of 45
directions and reproduces the venue's own quote to ~1e-16 relative from
pool state alone, which is how the fee model in
SOURCES.md was established rather than assumed: the engine
charges half the pool's total fee on each leg, so the realized fee is
0.299775% where 0.3% is published. Orders settle through Daml choices on the
venue's package and need a validator node, so the adapter reads and prices
but cannot trade.
Run the live checks with scripts/live_swap_smoke.py (Cantex, dry-run by
default), scripts/dexref_testnet_smoke.py and
scripts/dexref_testnet_report.py (reference DEX, read-only unless given
--execute), scripts/ekiden_market_smoke.py (Ekiden) and
scripts/tradecraft_market_smoke.py (Tradecraft) — the last two are read-only
by construction.
来源:README.md,提交 e9d17ab
Canton DEX market overview
Canton DEX market right now: CC price, spot volume per venue we read, Canton's TVL for the day named, top movers, the largest premiums to global prices, and the latest alerts.
无需输入参数。
List Canton DEX tokens
Every token on Canton DEXes with price, 24h/7d change, liquidity and volume. sort_by: liquidity, volume, change_24h, change_7d or premium.
limitsort_byToken detail
One token: price, changes, liquidity and volume, price on each venue, premium to its outside reference, its pools with fee APR, and hourly USD prices for the last 7 days.
symbol必填Quote a trade on Canton DEXes
Best execution for selling `amount` of token `sell` (or `amount_usd` worth) for token `buy`, on every venue that can make the trade on its own markets in one or two swaps: an AMM pool (Cantex, Tradecraft, OneSwap, Pool Party), an order book (Temple, Rocky), or two of them in a row on the same venue (Temple: CC to USDCx, then USDCx to CBTC; Pool Party: CC to USDC.B, then USDC.B to CBTC). The same comparison as the site's best execution, at any size. Pool fees, book fees and price impact are included; `after_network_fee` also takes off the venue's per-trade network fee on each swap (the fee table, with which fees are measured, documented or assumed, is in `network_fees`). A pool whose reserves have stood still while its price left the market is no market here (`not_trading`). A venue whose route takes an order book that shows more of a token than exists (a side larger than its registry's total supply) carries `book_shows_more_than_exists`: its price, not a size it can fill.
buy必填sell必填amountamount_usdCanton premium to global prices
How far Canton DEX prices sit from outside markets: CBTC vs BTC, cETH vs ETH, eXAU and eXAG vs gold and silver spot (while the spot market trades), CC vs global CC, and every stablecoin vs $1. kind: all, reference or peg.
kindCross-venue spreads
Buy-on-one-venue, sell-on-the-other round trips at their best size, after each venue's network fee: `cost_cc` per route, `swap_cost_cc` per venue (Cantex measured, OneSwap and Tradecraft documented, the rest assumed at 1.5 CC). A trip through an order book in dollars (via=usd) also pays the CC/USDCx leg of each pool side. `clears` is true when one nets at least $0.50.
limitRecent alerts
Alerts fired on Canton DEXes: stablecoin peg breaks, premiums over 1%, hourly moves over 5%, and spreads that clear their costs. Newest last.
limitLiquidity pools
CC pools on every AMM (Cantex, Tradecraft, OneSwap, Pool Party) with liquidity, 24h volume where the venue publishes it, fee and LP fee APR from the last 24 hours of volume; a pool whose reserves have stood still while its price left the market carries `not_trading_since`. sort_by: tvl, volume or apr.
limitsort_byCanton venues and coverage
Every Canton trading venue we know of: type, 24h volume, and whether we price it live, see its volume only, or cannot read it (key needed, testnet, no public API). Also the share of Canton spot DEX volume that these prices cover.
无需输入参数。
Perpetual futures
Perp markets on Rocky, Ekiden and Canborsa: price, basis to the outside spot price, funding, spread, open interest and 24h volume where the venue publishes them. base filters by asset, e.g. BTC, ETH or CC.
baseExit cost: what selling a token for dollars nets
What selling a token for dollars (USDCx) nets on Canton, as a share of its value at our price: a ladder from $1K to $1M per venue and at the best one (with across_venues when selling the token for CC on one venue and that CC for dollars on another keeps more), the largest sale each venue (and all of them together) takes within 1%, 2% and 5%, what limited each (the cost, or the end of a venue's visible order book), and the worst share at $10K and $50K since the record began. For lending, vault and risk tools: what collateral sells for on Canton, not only what it is quoted at. With amount_usd, also that exact sale priced now on every venue (as quote() would).
symbol必填amount_usdCheck a trade against every Canton venue at that time
Was a trade well executed? Give the token sold and bought, the amount sold, the amount received, the time (ISO such as 2026-10-27T18:05:00Z, or unix seconds) and optionally the venue. The trade is priced again on every venue from the pool reserves and order books read at the five-minute ticks either side of it (archive since 27 Oct 2026), by the same code as quote(), after network fees. Returns the venue that returned the most, how far the trade fell short of it in basis points (at the reading least favourable to that), and with venue given, how much of the gap was the choice of venue and how much the fill itself. Nothing is executed or stored.
buy必填sell必填time必填venueamount_in必填amount_out必填已满足适用检查项的 100%
该评分衡量此收录条目的完整程度,依据注册中心条目、端点与公开来源计算得出。它不是对服务器本身的评价,也不表示服务器安全或当前可用:可连通性是带日期的检查结果,评分也不包含安装量或用户评价。
pip install "cantonvenues @ git+https://github.com/olevasyliev/canton-venues-sdk"# or, from a checkout:pip install -e ".[dev]"import asynciofrom decimal import Decimalfrom cantonvenues import CantexAdapter, Instrument
async def main(): async with CantexAdapter() as venue: # reads keys from the environment pools = await venue.pools() quote = await venue.quote( Decimal("1"), pools[0].token_a, pools[0].token_b, ) print(quote.returned_amount, quote.trade_price)
asyncio.run(main())from cantonvenues import RockyAdapter
async def top_of_book(): async with RockyAdapter() as rocky: # RockyAdapter("perp") for perpetuals book = await rocky.order_book("CBTC-USDCX", 20) print(book.best_bid, book.best_ask, book.mid_price)pip install -e ".[dev]"pytest # fully offline; the SDK client is mocked at its method boundaryruff check .CANTEX_OPERATOR_KEY=...CANTEX_TRADING_KEY=...CANTEX_BASE_URL=...python scripts/live_smoke.py