> ## Documentation Index
> Fetch the complete documentation index at: https://docs.0xarchive.io/llms.txt
> Use this file to discover all available pages before exploring further.

# Core concepts

> Understand the 0xArchive concepts that decide route family, market support, freshness, limits, credits, and data-rights behavior.

Core concepts are the decision layer before route references: venue family, data family, time window, depth, credits, rate limits, gaps, and reconstruction behavior.

Core concepts are not a second API surface. They are the rules that keep 0xArchive requests from drifting into the wrong venue, symbol namespace, access tier, or downstream use case.

## Concept Map

| Concept                   | Decision it controls                                                                      | Start with                                                            |
| ------------------------- | ----------------------------------------------------------------------------------------- | --------------------------------------------------------------------- |
| Venue family              | Whether a request belongs to Hyperliquid core, Hyperliquid Spot, HIP-3, HIP-4, or Lighter | [Venue coverage](/venue-coverage)                                     |
| Venue taxonomy            | How top-level venues and Hyperliquid-scoped families should be named                      | [Venue taxonomy](/core-concepts/venue-taxonomy)                       |
| Market support            | Whether the exact symbol and data family are available                                    | [Markets](/markets) and [Data quality](/data-quality)                 |
| Order-book depth          | Whether the job needs L2, L3, L4, diffs, order events, or history                         | [Order book depth](/core-concepts/order-book-depth)                   |
| Historical data           | Whether the job needs snapshots, history, replay, exports, or backtesting metadata        | [Historical market data](/core-concepts/historical-market-data)       |
| Replay and reconstruction | Whether sequence, local state, or gap handling matters                                    | [Replay and reconstruction](/core-concepts/replay-and-reconstruction) |
| Authentication            | How REST, WebSocket, SDK, CLI, MCP, and Skill clients pass credentials                    | [Authentication](/authentication)                                     |
| Response envelope         | What to log from success and error responses                                              | [Errors](/errors)                                                     |
| Rate limits               | How fast and how broadly a client can call the API                                        | [Rate limits](/rate-limits)                                           |
| Credits                   | How usage volume and export credits affect workflow design                                | [Credits](/core-concepts/credits)                                     |
| Data gaps                 | How to treat missing, stale, or incomplete market windows                                 | [Data gaps](/core-concepts/data-gaps)                                 |
| Data rights               | What a downstream product can do with API output                                          | [Data rights](/data-rights)                                           |

## The Routing Rule

Choose venue family before endpoint. Hyperliquid and Lighter are the two top-level venue APIs. Hyperliquid core perps, Hyperliquid Spot, HIP-3, and HIP-4 are separate Hyperliquid-scoped market families. Do not route a Spot pair through a core perp route, do not strip a HIP-3 builder prefix, and do not treat HIP-4 probability-like prices as ordinary dollar prices.

After the venue family is known, choose the data family: order book, trades, candles, funding, open interest, liquidations, orders, L3, L4, replay, or data quality. Then check whether the exact symbol, time window, and access tier fit the job.

## Implementation Sequence

<Steps>
  <Step title="Pick the venue family">
    Use the symbol format and user intent to choose Hyperliquid core, Hyperliquid Spot, HIP-3, HIP-4, or Lighter.
  </Step>

  <Step title="Confirm support">
    Use instrument, coverage, or freshness routes before widening to long windows or many symbols.
  </Step>

  <Step title="Choose the interface">
    Use REST for request/response jobs, WebSocket for streaming or replay, SDKs for application code, CLI for shell jobs, MCP Server for MCP-capable hosts, and Skill for reusable agent workflows.
  </Step>

  <Step title="Save trace fields">
    Store route, parameters, time window, data-quality result, and `meta.request_id` with every output that another system will trust.
  </Step>
</Steps>

## Concept Decision Checklist

Before moving from concepts into code, write down the decision checklist that controls the request.

| Field           | Why it matters                                                                                     |
| --------------- | -------------------------------------------------------------------------------------------------- |
| Venue family    | Prevents core, Spot, HIP-3, HIP-4, and Lighter from sharing a loose symbol label                   |
| Data family     | Chooses order books, trades, candles, funding, OI, liquidations, L3, L4, replay, or quality checks |
| Time window     | Keeps historical pulls, replays, and exports bounded                                               |
| Depth and state | Decides whether L2, L3, L4, diffs, local state, or reconstruction is required                      |
| Capacity rule   | Names rate, concurrency, credits, replay speed, and route gates before broad work starts           |
| Trace fields    | Preserves route, params, quality decision, cursor, and request ID with downstream output           |

## When This Page Is Enough

This page is enough when the question is "where do I start?" or "which concept decides the route?" It is not enough when you are writing code. For code, move from this page into [REST API](/rest-api), [Endpoint reference](/api-reference), [OpenAPI](/openapi), or [WebSocket](/websocket).

<CardGroup cols={2}>
  <Card title="Data availability" icon="database" href="/core-concepts/data-availability">
    Decide whether a venue, symbol, data family, and time window are available.
  </Card>

  <Card title="Venue taxonomy" icon="route" href="/core-concepts/venue-taxonomy">
    Classify top-level venues and Hyperliquid-scoped market families before routing.
  </Card>

  <Card title="Order book depth" icon="book-open" href="/core-concepts/order-book-depth">
    Separate L2, L3, L4, diffs, order events, history, and reconstruction.
  </Card>

  <Card title="Historical market data" icon="history" href="/core-concepts/historical-market-data">
    Plan windows, routes, quality gates, replay, and export choices.
  </Card>

  <Card title="Replay and reconstruction" icon="rotate-ccw" href="/core-concepts/replay-and-reconstruction">
    Decide when sequence, local state, and gap handling require stricter workflows.
  </Card>

  <Card title="Rate limits" icon="gauge" href="/core-concepts/rate-limits">
    Design around request rate, concurrency, credits, and route gates.
  </Card>

  <Card title="Free tier" icon="key-round" href="/core-concepts/free-tier">
    Use a starter key to confirm route fit without implying production capacity.
  </Card>

  <Card title="Data gaps" icon="shield-alert" href="/core-concepts/data-gaps">
    Treat stale or incomplete windows as explicit data-quality decisions.
  </Card>
</CardGroup>