Aggregator Endpoints

These endpoints implement the CoinGecko exchange API standard so that price aggregators can crawl Cantex markets in the shape they expect. They are served under /v1/public/coingecko, relative to the API host (e.g. https://api.cantex.io/v1/public/coingecko/tickers). No authentication is required.

They are thin formatters over the same data as the rest of the Public API — pairs and reserves from /pools/state, volumes and trades from on-chain swap events — so the numbers here always agree with the native endpoints. General integrators should prefer the native endpoints and websocket streams; this namespace exists for aggregator crawlers.

Endpoints

Endpoint	Description
GET /pairs	All tradable pairs: ticker_id (e.g. CC_USDCX), base, target
GET /tickers	Per pair: last price, 24h base/target volume, bid/ask, 24h high/low
GET /orderbook?ticker_id=CC_USDCX	Synthetic depth for one pair (see below)

ticker_id is the market symbol with _ in place of - (FRXUSD.B-CC → FRXUSD.B_CC). Values are plain JSON numbers, unlike the decimal strings used elsewhere in the Public API.

Notes

• The orderbook is synthetic. Cantex is an AMM with no order book; /orderbook returns the constant-product fill levels within ±2% of the pool mid price — the amount of the base token the pool would actually fill at each price. bid/ask in /tickers are the mid price adjusted by the pool's fee rate.
• No individual trade data. Canton is a privacy-enabled network; Cantex publishes aggregate volumes, not per-trade prints, so there is no historical_trades endpoint.
• A pair served by several pools reports the deepest pool's price and depth; volumes aggregate across all pools for the pair.
• Responses are cached server-side for 10–60 seconds depending on the endpoint, matching typical aggregator crawl rates.