Reference

Topic grammar, stream families, and expiry behavior for the price feed.

Stream Families

Two topic families cover TetraFi’s liquidity, both carried on the same WebSocket connection:

Family	Topic pattern	Covers	Sizing
Corridor prices	prices:{srcChain}:{input}:{dstChain}:{output}:{tier}	On-chain pairs, same-chain or cross-chain	Tiered: 1k-1m
OTC prices	prices:otc:{inputSymbol}:{outputSymbol}:{tier}	OTC venue symbols	Tiered: 1k-1m

Corridor topics name assets by chain and address, so a subscription prices exactly the route you’d trade - including cross-chain corridors where the two legs live on different networks.

OTC topics use venue symbols for desk-quoted markets. The tier suffix works identically: subscribe at the notional you intend to trade, because a 1m clip does not price like a 10k clip.

Match your stream to your execution. Estimate with the same corridor and tier you’ll request firm quotes for - a 10k-tier estimate tells you little about a seven-figure fill.

Snapshot Payload

Every event on a price topic carries a complete snapshot - never a delta. The essentials:

Field	Meaning
seq	Monotonic per-stream sequence - use it for change detection
levels	Per-solver best prices for the reference amount, ranked by output descending
solverCount	How many sources contributed to this snapshot
stale	true when no source responded within the staleness window - the numbers shown are aging
vwap	Simple average across responding sources (absent for single-source snapshots)
bids / asks	Optional two-sided depth ladders: {price, size, solverId} entries, decimal-normalized as output-per-input, best-first (bids descending, asks ascending). Present when a depth-capable source contributes; each entry names its source so one dead feed never poisons the rest of the book

Amounts in levels are raw token units as strings; ladder prices and sizes are decimal-normalized numbers - the same numbers the protobuf depth stream carries, produced by the same aggregation pass.

Quote Expiry

Streamed prices are indicative and continuously refreshed; firm quotes carry a hard validUntil. When you move from estimate to execution, the validity window you request (via minValidUntil on the intent) shapes the pricing you receive:

Validity request	Who can use it	Typical horizon	Suits
Standard (unset)	All integrations	Around a minute, chain-dependent	Flows with a human in the loop - no automation pressure on the sign-and-submit hop
Tight (near-term minValidUntil)	Automated pipelines	Down to a few seconds	Programmatic executors chasing the spread improvement a smaller LP risk window buys

Shorter windows price tighter because the LP holds risk for less time - but your sign-and-submit hop must complete inside the window, or the order refunds through the escrow.

Keep your estimation horizon and your firm-quote horizon aligned. Estimating from long-horizon streamed prices while requesting tight-window firm quotes (or vice versa) will systematically skew your pre-trade numbers. See Short Expiry for the execution-side view.