Public Updates

byk-verify.mjs now looks for each Base copy where the beta profile puts it: a short block range after its Solana anchor, one witness-key query bounded in time (windows mode, the default). A free keyed endpoint that allows ten blocks per eth_getLogs call completes a month-old stream in about two thousand calls, and the daily public run at github.com/bykarantelicom/byk-verifier now reads the Base witness as well. The pass over every block since genesis stays available as --base-scan range for endpoints that allow thousands of blocks per call. The reader checkpoint records which windows were walked, so a daily run walks only the new ones; a copy that is not in its window is reported MISSING instead of being silently absent. Every endpoint URL is cut to its host in whatever the verifier prints or writes, because keyed URLs carry the key and the daily run commits its output to a public repository.

Two additions to the Data Layer verifier and its audit. First, the cache proof of rc6 section 13.7: a checkpoint now records the newest transaction under every data witness key it covers, and a resumed run with --cache-proof asks each of those keys for its newest transaction (one call a sequence); when nothing new was anchored under any of them, the cached sequences are provably unchanged and the run reports a full verdict instead of a resumed one. The daily GitHub Actions run passes it from 19 Oct, after a full run recorded the signatures; the Sunday run still reads everything from sequence 0. Second, a composite funding leaf sealed from no input at all (the restart gap of 17 Oct) now keeps a snapshot with an empty venue list, the shadow audit and the reference audit recompute it as NO_DATA without running Annex A, and the 48 leaves of that gap (two epochs) received their empty snapshots after the fact; the audit also checks every sealed Class A leaf against its snapshot, as section 13.8 asks.

The one-file verifier (/byk-verify.mjs) no longer stops with an error when the Base endpoint throttles or cannot be read: the Base witness is reported as an incomplete scan and the verdict rests on Solana, which carries every manifest under the beta profile. A run that passes can write a checkpoint (--checkpoint-out) and the next run continues from it (--checkpoint), reading only the sequences since; such a run is labelled RESUMED, because the sequences before the checkpoint are not re-read, and the checkpoint is refused when the authorization log changed. SOLANA_RPC_URL and BASE_RPC_URL stand in for the --rpc flags. The verifier now runs every day outside our servers, in the public byk-verifier repository on GitHub, and publishes each verdict there.

The short notes the desk writer publishes through the day from the platform's own recorded derivatives data, about forty a day, each stamped in UTC, now have a permanent home. The last 48 hours are at /desk; every day's notes stay on that day's brief page under the day's numbers, the highest scored first; each note has a permanent address and a cite line. Notes are written in English and translated into Chinese, Russian and Korean after publishing, with the English text as the record. Programs get GET /api/public/desk (a day or the last 7 days, one language per call), the desk-notes dataset, the desk-notes-history x402 route, the MCP tool get_desk_notes, the stream channel desk and the RSS feed /desk/feed.xml. The notes describe the data; they are not advice.

BYK.FUNDING.COMPOSITE.A is now sealed every epoch next to the Class B composite: the same funding algorithm computed from each venue's raw published numbers, and the inputs of every epoch are served at /api/v1/proof/snapshots, so anyone can recompute the leaf exactly. The 2 percent spot depth record now sums the same venues as the depth totals shown on the site, instead of the original five. The tokenized stocks premium record repeats its last good value as DEGRADED while no stock session is open, instead of reading empty every weekend. Older epochs keep resolving to the documents they committed to.

The funding table behind /api/x402/funding-history, /api/x402/tradfi-funding-history, the bulk-derivatives file and the symbol funding pages now records every settlement of every Binance USDT-M perpetual, crypto and TradFi. An hourly collector reads Binance's settlement list and a backfill filled the series from 2026-05-31; until today the table filled only for the forty largest TradFi perpetuals and the symbols a page had read, so many contracts had gaps. Rows already stored did not change. The TradFi route now covers every TradFi perpetual on our board, not only the forty largest. The coverage note in the exchange filter entry of the same date no longer applies.

A counted liquidation feed was marked stale after 6 hours without an event, so low-volume venues read as stale on an ordinary quiet night (over the last 14 days dYdX went up to 16.6 hours without a liquidation with nothing wrong). Each feed now has its own quiet threshold: 6 hours by default, 24 hours for dYdX, 12 hours for Kraken Futures and Deribit, 8 hours for Lighter and GMX. The same rule applies on /liquidations, /coverage, GET /api/public/liquidations (by_exchange[].stale) and the market-wide estimate, where a stale feed still counts as uncovered.

The status probe for Binance US called an endpoint that refuses requests without an account key, so every reading since the probe started on 2026-09-04 was recorded as unreachable and its venue page showed 0.00% uptime over 30 days while its market data kept arriving. Binance US is now probed on its public, keyless ping (HTTP 200 is ok, latency measured on the same request). Readings where our own probe was refused are shown as n/a: they count neither as up nor as down, so uptime covers only the time we could actually read, and a venue without a readable status endpoint shows no uptime figure at all.

CoinEx announced in September 2026 that it is winding down. From 2026-10-08 it is no longer listed on /venues, in the coverage matrix or in the fee and leverage tables, its snapshot, fee, leverage tier, instrument and withdrawal network collectors are stopped, and its venue page answers 410 Gone. Rows recorded before that date keep the exchange value coinex in the history tables and datasets.

The ETF tracker now covers the US spot XRP ETFs next to Bitcoin, Ethereum and Solana, with a page of their own at /etf/xrp. The daily aggregate starts on 2026-09-08 and every row carries the cumulative inflow since launch; the per-fund table follows every listed fund from the same day (XRPC, Bitwise's XRP, GXRP, XRPZ and TOXR). Canary's XRPC joins IBIT in the issuer primary-source series, read from Canary's own daily table back to the fund's 2025-11-13 launch; its shares are stated by trading day, so the implied flow lines up with the same day's fund figure. The same rows reach the JSON API at /api/public/etf and the etf-flows, etf-fund-flows and etf-issuer-daily datasets.

The altseason index now picks its 50 altcoins by the 7-day median of daily quote volume among the 80 most traded Binance USDT-M perpetuals, and a contract needs five completed days to qualify. Until now one day's 24-hour volume chose the set, so a coin whose volume spiked or lulled for a day entered or left between refreshes (on 27 September the set lost members between refreshes and the scored sample fell from 49 to 46). Gold tokens (PAXG, XAUT) are excluded like stablecoins. The method version is 2026-10-02.1; recorded history is not rewritten.

The 10-minute venue snapshot behind the funding heatmap, the venue pages and the datasets now reads each contract's settlement interval from the venue (Binance, Bybit, OKX, Gate, HTX, Bitget and MEXC publish it) and puts the rate on the 8 hour basis the columns promise. Until now every contract on those venues counted as 8-hourly, so a 4 hour contract showed half its funding and a 1 hour contract an eighth; rows recorded before 2 October keep the old basis. Binance.US and Mercado Bitcoin are collected again after their APIs answered this host once more.

The funding arbitrage board now reads each contract's settlement interval from the venue and puts every leg on an 8 hour basis before it picks the best long and short and annualizes the spread. Until now the centralized exchange legs all counted as 8 hour rates, so a 4 hour contract showed half its funding: on 30 September that was WIFUSDT and POLUSDT on most centralized venues; the hourly venues were already converted and did not move. GET /api/public/funding-arb keeps every field and adds intervalHours, intervalSource (venue, snapshot or assumed) and fundingRate8hPct to each leg.

Each closed UTC day gets its TPO Market Profile from our own one-minute bars of the Binance USDT-M perpetual: the point of control, the 70% value area, the first-hour initial balance, the volume point of control and the naked points of control. It sits on the symbol page (for example /symbols/BTCUSDT), in JSON at /api/public/market-profile (30 days with any key, up to 400 with member depth), in the market-profile-daily dataset, with each day's full profile on the paid route /api/x402/market-profile-history, and as the MCP tool get_market_profile.

Policy rates from the Fed, the ECB and the Bank of England (SONIA), US CPI, PCE, payrolls, unemployment and jobless claims, the Fed, ECB and Bank of Japan balance sheets, the Treasury General Account, ON RRP, M2, the Treasury curve and the Fed broad dollar index, each with its publisher cited, history from 2000 where the series reaches. Our global liquidity composite is the Fed balance sheet minus the TGA minus ON RRP plus the ECB and BoJ balance sheets in dollars, daily from 2013-09-23; the formula is on the page. Macro.

The Hyperliquid whale scan reads the 1,000 largest accounts by equity on the public leaderboard (300 from 2 September to 30 September), paced under the exchange's request budget, and files every open position of the universe once an hour (recorded since 2026-09-30) so the liquidation price map has a history. Hyperliquid whales.

Every listed BTC and ETH option on Deribit, Bybit, Binance, OKX and Delta Exchange is captured once an hour (open interest, mark IV, and on Deribit the mark, bid and ask) next to the daily snapshot, recorded since 2026-09-30 and never deleted. Options.

/jupiter-perps and /api/public/jupiter report long open interest as the custody's locked token amount times the market's mark price, the same notional definition every other venue on the site uses. Until now the board showed guaranteedUsd, the USD the pool owes open longs, which sits about a fifth lower; that measure stays recorded as long_oi_guaranteed_usd and the response carries a method field with the date of the change. The hourly long_oi_usd series carries the definition change on 30 September.

GMX v2 liquidations on Arbitrum and Avalanche, read from the venue's own indexer every five minutes, count in every liquidation total, the leaderboard, the session heatmap and the datasets from 30 September, after eight days in shadow: the long share sat between Lighter and Aster and the sizes are the on-chain position sizes. /liquidations lists the venue with its coverage note; the shadow rows recorded from 22 September stay in the shadow table.

/liqmap no longer spreads estimated positions over leverage a venue does not offer on that coin. The leverage priors are clipped to each venue's own limit for the market (Hyperliquid caps most markets at 3x to 10x), and the tiers above that limit are left out of the map. The API returns leverage_caps and the excluded tiers with the map, so a program can see which leverage bands were dropped.

/options now places the call wall above spot and the put wall below it. The term structure and the volatility surface share one definition of the at-the-money strike, so they no longer disagree on the same expiry. On the merged chain across venues, Deribit prices the chain, and the API names the source in iv_source. Every expiry now carries its open interest, max pain and implied move, in the expiries block of /api/public/options.

/options-flow nets the legs of one block trade or combo before they count, so a spread no longer reads as separate bets. Structure ids are kept from 30 September onward. The API adds multi_leg_24h and structure_fields_since, the date from which the structure fields are filled.

Every storage window on the tables we collect was removed: what we record stays on file. A data watch now guards the first row of each table, so a lost history would be caught. Pages say "recorded since" a date instead of describing a storage window. For programs: rows that used to age out of a table are now kept, so history routes and datasets keep their older days; a program that assumed a table holds only its most recent days should select by date.

OKX option prints are recorded again on /options-flow after a fix to the key that removes duplicates. The altseason index no longer takes in a coin's outlier on its listing day. POST requests sent while a release rolls out no longer fail. OKX and Bybit funding are back, and /api/series answers again.

/solana-perps now reads Phoenix, GM Trade (GMX Solana), Velocity (the Drift relaunch) and Bullet next to Jupiter and Pacifica. Open interest is on the one-sided convention across venues, the one exchanges and DefiLlama use: an order book's contracts times mark, a pool venue's long plus short halved, with both sides kept on the card and in the API; Jupiter's own page keeps long plus short in full. Stock, index, commodity and FX perps carry a tag, and a venue whose feed fails shows its last good reading for up to an hour. Hourly history for every venue but Jupiter is on the API (/api/public/solana-perps?venue=phoenix&symbol=SOL&days=7), the paid history route /api/x402/solana-perps-history and the daily dataset solana-perps-daily.

/solana-perps puts the Solana perpetual venues we read on one board: Jupiter Perps (pool-backed, exact custody open interest, hourly borrow fee) and Pacifica (order book, hourly funding), summed per venue and listed market by market, largest open interest first. Pacifica's open interest is base units times mark, read from its public API every 10 minutes; hourly history per market is recorded from today. The JSON twin is /api/public/solana-perps (venue filter, Pacifica history), the MCP tool is get_solana_perps (hosted and in the npm package), and the daily series solana_perps_oi_musd, pacifica_oi_musd and solana_perps_volume_24h_musd join the metric recorder. Velocity, the Drift relaunch, joins when its mainnet data API answers.

/tokenized-stocks covers two more issuers and two more chains. Dinari dShares enter from the creation events of Dinari's own factory contracts on Arbitrum, Base, Ethereum and Plume (824 wrappers over 256 listed shares and ETFs; one token is one share, the split factor sits inside the supply), and Exodus Movement's Class A common stock token on Algorand enters as an issuer-native share (transfer agent Securitize; supply is the total minus the reserve address, holders exclude it). Coinbase's tokens on Base now come from Coinbase's public token API, so a new listing appears on the next run. A Yahoo Finance quote prices the listed shares no other source covers, last in the reference order and never for a premium in a closed session. The board and the API carry DEX volume over 7 and 30 days by chain and over 1 and 7 days by DEX venue, summed from our own daily closes and honest about the days on file. The audit behind this, with the rwa.xyz comparison issuer by issuer, is recorded in the methodology notes: xStocks stays at Backed's circulating supply, WisdomTree funds stay out by definition.

/turkey-premium now reads an intraday USD/TRY quote every minute beside the ECB daily fix. The fix is not published on Saturday and Sunday while the Turkish books keep trading, so a weekend reading measured the old fix as much as the market. Each minute now carries reference_state: fresh when the FX market is open and the live quote is younger than 30 minutes, carried when the FX market is closed (Friday 22:00 to Sunday 22:00 UTC) or the live source has been down for less than 24 hours of open FX market, stale beyond that. The 0 to 100 score is published on fresh minutes only; otherwise it is null with the reason and the page says since when the reference is carried. The index itself, its two legs and the neutral band are unchanged, the API adds the live quote, the same index against it and minutes_fresh on every daily row.

New board /tokenized-stocks: every onchain stock wrapper from xStocks, Robinhood Stock Tokens, Coinbase Tokenized Stocks, Binance bStocks, Ondo Stocks and Backpack Securities, taken from issuer sources only (never a search by name), and the tokenized spot pairs on Binance, Bybit, Gate, MEXC, BingX, Phemex and KuCoin. The page shows the supply in dollars by issuer and by chain (Solana, BNB Chain, Base, Robinhood Chain, Ethereum, TON and the other chains the issuers deploy to), each wrapper's premium or discount to the real share against a fresh reference, DEX liquidity and volume from admitted pools only, the gap between wrappers of the same stock, and the perpetual futures on the same stock. JSON API, a daily file, hourly history per wrapper for builders and an MCP tool.

New board /insurance-funds: the funds exchanges keep to pay for liquidations that close below the bankruptcy price, read every hour from each venue's public endpoint pool by pool and valued in dollars (OKX: its own published total). The page shows the total, each venue's fund, the 24-hour and 7-day change, each fund against the venue's perpetual open interest, every pool and a daily history per venue; Gate's history goes back to its own published record. Free JSON at /api/public/insurance-funds, a daily file insurance-funds-daily, hourly pool rows on the paid route /api/x402/insurance-fund-history and the MCP tool get_insurance_funds.