For market makers
Displayed depth is not the same as landable liquidity.
Track venue freshness, effective spread, competitor depth, flow routing, and markouts before you tighten, widen, or pull quotes.
Data Streams & API
Solana microstructure data, live and historical.
Low-latency streams and queryable history for professional desks: Synthetic L2, swap tape, route quality, venue depth, quote freshness, and historical replay.
Live
Polaris Data Gateway
SOL-USDC · dense · FRA
WebSocketgRPCRESTHistory
WebSocket subscribe
const ws = new WebSocket(url);
ws.onopen = () => ws.send(JSON.stringify({
feed: "liquidity_bundle",
pair: "SOL-USDC",
profile: "dense",
}))Synthetic L2
SOL-USDC
142.42
142.44
142.46
142.48
142.50
142.318
142.31
142.29
142.27
142.25
142.23
FeedsSynthetic L2Swap tapeVenue depth
Why it matters
Executable liquidity is not visible in one book.
Solana price sits across account state, PropAMMs, RFQ paths, aggregators, and the transaction that finally lands. Polaris reconstructs that surface so your desk can monitor liquidity, evaluate execution quality, replay historical conditions, and make decisions against what is actually landable.
For protocols
Route inclusion is distribution.
Measure venue quality, aggregator coverage, and the reliability signals serious flow expects before it routes through your pool.
For research desks
Simulation and landing diverge on Solana.
Replay swap tape, compare simulated routes to landed execution, and validate strategy assumptions on historical windows.
What you get
Feeds built for production and research.
Synthetic L2
A reconstructed executable-depth ladder derived from observed Solana state, high-frequency simulation, and realized swap validation.
Swap tape
Enriched stream of realized on-chain swaps with pair, pool, venue, size, and timing. The ground-truth event log for validating surfaces, tracking flow, and comparing simulated routes to landed execution.
Route quality
Execution gap, route freshness, missing-route windows, quote decay, and landed execution versus best simulated path.
Streams and API
Live streams for production monitoring and historical API windows for research, replay, and strategy validation.
Venue comparison
Depth, freshness, effective spread, best-price share, and markout across venues and route surfaces.
Historical replay
Reconstruct market conditions around swaps, route changes, quote updates, volatility events, and landing outcomes.
How teams use it
From monitoring to replay.
- 01Stream live Synthetic L2 and freshness signals into production dashboards and alerts.
- 02Query historical swap tape and route-quality windows for research and backtests.
- 03Compare venue depth and aggregator routing before changing quote placement or inventory.
Request a sample data window.
Tell us the markets, venues, and strategy shape you want to evaluate. Qualified teams can receive a limited historical or delayed-live sample to test Polaris data against their own assumptions.