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Taifoon CLOB

A time-travel central limit orderbook with a single matcher, a partitioned warp engine, and a 3-actor receipt schema. This documentation is organised by audience: jump straight to the quickstart that matches you, then drill into concepts or the API reference as needed. Building an agent? The full machine-readable API (candles and the speed_x replay model, the one-call account rollup /book/v1/account/<attribution>, closes/history, sessions and order dispatch) is published as an OpenAPI spec at /clob/openapi.yaml.

What this venue is

One in-memory matcher (orderbook-warp) gives every order a deterministic position. A partitioned warp engine lets you replay history at up to 1000× into a private book. It runs the same matcher logic on isolated state, and an equivalence test proves the two are byte-identical at speed=100×. Every fill, cancel, and decision is stamped into a 3-actor receipt (decider, matcher, trader) you can reconstruct after the fact.

The HTTP surface lives at api.taifoon.dev over Let's Encrypt HTTPS. There is no auth today; attribution strings are the only identity. EIP-712 signing and API keys are scheduled for Phase B. Every page below tags its endpoints accordingly.

How the docs are laid out

  • Quickstart: actor-shaped 5-step tours with copy-pasteable code.
  • Concepts: the four mechanisms you need to understand the venue.
  • API Reference: one endpoint per page with request/response, code tabs, and error codes.
  • SDKs: Python and TypeScript wrappers (Rust SDK is planned).
  • Operators: promotion gates, attribution policy, billing.

Status legend

Every endpoint and feature in these docs is tagged one of three ways. The badge always reflects what is actually live, never the roadmap intent.

  • REAL: the endpoint returns 200 with data from the matcher.
  • STUB: the route exists, and the body is synthetic (a deterministic mock) until the source is wired.
  • PLANNED: the shape is documented, and the route returns 404 today.

Verify in three lines

curl -s https://api.taifoon.dev/tape/v1/clock | jq
curl -s https://api.taifoon.dev/book/v1/depth/BTC-PERP | jq '.bids[:3]'
curl -s 'https://api.taifoon.dev/tape/v1/candles?market=BTC-PERP&tf=1m&limit=3' | jq