Liquidity Kinetics Capital

Liquidity Kinetics Capital – DaaS API Documentation

1. Network & Execution SLA (Deterministic Performance)

Unlike legacy signal providers relying on generic cloud infrastructure, our DaaS API Gateway is a custom-built, bare-metal C-level optimized asynchronous router. We explicitly decouple historical queries, state caching, and live execution into isolated execution planes to guarantee deterministic performance during extreme market volatility.

  • Server Physical Colocation: Oracle Cloud Infrastructure (OCI) – Region: Israel Central (Jerusalem) – Identifier: il-jerusalem-1.
  • P99 Latency Guarantee (Enterprise): < 1.0 millisecond (Internal network fan-out latency).
  • Zero Event-Loop Starvation: Professional Tier structural delays (T+2s) are managed via centralized O(1) Time-Series Deques (Ring Buffers). A volatile cluster of 1,000 signals will never generate blocking sleeping coroutines.
  • Lazy I/O Historical Serving: Researcher Tier requests stream sequentially from disk, guaranteeing flat memory footprints and zero backpressure on the live WebSocket execution plane.

2. Authentication & Security Enforcement

All Client Data API routes require authentication via the X-API-Key HTTP header. Server-to-server webhooks (e.g., Polar.sh) utilize strictly enforced HMAC-SHA256 cryptographic signature verification.

Example Request Header:

X-API-Key: lkc_YOUR_API_KEY_HERE

Strict Rate Limiting & Connections:

  • REST Endpoints: Strictly limited to 10 requests per second per API key. Exceeding this threshold yields an HTTP 429 Too Many Requests response.
  • WebSocket Endpoints: Enterprise clients are strictly limited to a maximum of 3 concurrent connections per API key to prevent microstructural resource exhaustion.

3. Error Codes

The API utilizes standard HTTP status codes and WebSocket closure codes to indicate the success or failure of a request:

  • 401 Unauthorized: The X-API-Key header is missing.
  • 403 Forbidden: The API key is invalid, or the WebSocket upgrade request was rejected prior to handshake due to invalid credentials (early load-shedding).
  • 1008 Policy Violation (WSS): WebSocket connection closed immediately if the 3 concurrent connection limit is exceeded.

4. Endpoints & Tier Access

Enterprise Tier: Ultra-Low Latency WebSocket

Endpoint: wss://api.liquiditykineticscapital.com/v1/ws

Access: Enterprise Only (Strictly Capped at 10 Funds globally).

Designed for Tier-1 Market Makers, this endpoint connects directly to our asynchronous CDC stream. Signals are broadcast instantly at t0 (the exact millisecond of anomaly detection), providing the unadulterated, naked probability vectors.
Note: To guarantee sub-millisecond serialization latency, this payload is passed-through exactly as generated by the ML engine without structural mutation.

Response Schema (Naked t0 Payload):

{
  "signal_id": "sig_a1b2c3d4",
  "symbol": "BTCUSDT",
  "t0_timestamp_ms": 1780699363692,
  "t0_bar_index": 3147,
  "t0_price": 61863.99,
  "confidence_level_pct": 94.0,
  "vertical_barrier_bars": 20,
  "conformal_lower_bound": 61705.15,
  "conformal_upper_bound": 62022.82,
  "predicted_volatility_pct": 0.2567
}

Professional Tier: Live REST/SSE Stream (Delayed)

Endpoint: GET /v1/stream

Access: Professional Tier (Inherently included in Enterprise Tier access).

This endpoint utilizes Server-Sent Events (SSE). Data is strictly delayed by T+2 seconds from initial detection. Specific conformal bounds and predictive parameters are stripped from the payload.

Response Schema (Stripped Metadata):

{
  "symbol": "BTCUSDT",
  "is_anomalous": true,
  "timestamp_ms": 1780699363692
}

Researcher Tier: Historical Data Retrieval

Endpoint: GET /v1/signals/historical

Access: Researcher Tier (Inherently included in Professional and Enterprise Tier access).

Provides access to the raw, chronological execution logs (Validated_Predictions.jsonl). To protect our execution alpha and maintain zero look-ahead bias, this endpoint mathematically filters all requests, serving only events that are strictly > 24 hours old (T+24h).

Event Stream Replay (Mixed Schema):
To ensure perfect data lineage for algorithmic backtesting, this endpoint streams the complete chronological mix of both the initial anomaly detections (t0) AND the final conformal barrier resolutions (validation_result).

Response Schema Example (Validation Event):

{
  "signal_id": "sig_c75679a7",
  "symbol": "BTCUSDT",
  "t0_context": {
    "timestamp_ms": 1780699363692,
    "price": 61863.99
  },
  "prediction_parameters": {
    "confidence_level_pct": 94,
    "conformal_lower_bound": 61705.15,
    "conformal_upper_bound": 62022.82
  },
  "validation_result": {
    "theory_barrier_hit": "LOWER",
    "bars_to_breakout": 2,
    "breakout_timestamp_ms": 1780699524490,
    "breakout_price": 61705.15,
    "validated_locally": true
  }
}