Why build on Brock Glass
Not a rehosted exchange feed.
Data we measure at the source.
Primary-source
We compute cascade probability, whale flow and on-chain conviction ourselves, not by reselling a raw ticker. One feed powers every endpoint.
Structure before price
Signals resolve on market structure, not lagging oscillators, so your systems read direction before the candle confirms it.
REST + streaming
Poll a snapshot over REST or subscribe to sub-second structural events over WebSocket. Same schema, same source of truth.
The catalog
Every read we run, as an endpoint.
GET
Core
Cascade probability & trigger levels
GET
Core
Live market-structure read
GET
Quant
Whale positioning & net flow
GET
Quant
On-chain conviction index
GET
Quant
Resting liquidity by price level
WS
Desk
Sub-second structural events
Quickstart
Key to first call
in under a minute.
1
Mint a key
Create a scoped API key from the console. Separate test and live environments.
2
Call an endpoint
Authenticate with a bearer token and hit any REST route. JSON in, JSON out.
3
Stream events
Open a WebSocket and subscribe to structural events as they resolve.