Blocksize - A DeFi Infrastructure Provider

Off-Chain

Solution Library

Real‑Time and Accuracy in Crypto Matter More Than Ever

In traditional markets, a primary exchange and consolidated tape provide a common reference; integrity is enforced by regulation, and latency is the main differentiator. In crypto and DeFi, trading is 24/7 across hundreds of venues, liquidity is fragmented, and there is no central authority to cancel bad prints.
In this environment, data quality is no longer about raw speed from one exchange; it is about real-time accuracy across the whole market.

Key learnings from the paper

Why even top-tier BTC/USD venues show only ~20% of quotes near fair value, with 10 bps deviations in normal conditions.
Why single-exchange benchmarks make best-execution checks unreliable for trading desks and brokers.
How margin and collateral models can over- or under-react when they rely on a limited venue set.
How one stale or off-market print can move NAVs and indices—and how multi-venue benchmarks mitigate this.

Solutions

Best Execution & Market Surveillance

Fragmented liquidity complicates best execution and surveillance, as price divergences across venues lead to poor fills. Regulators now demand equity-style diligence, but proving fair execution is impossible with isolated data. Relying on slow, incomplete free APIs leaves traders blind to the full market picture.

Solutions

Benchmarking & Quant Trading

Robust crypto derivatives require a market-wide price reference, as relying on single exchanges risks settlement errors and manipulation. Building this infrastructure in-house is complex and fragile, while standard APIs often lack the necessary speed. Furthermore, DeFi and illiquid assets require sophisticated consensus pricing—not simple ticker data—to match on-chain reality.

Solutions

Risk Management & Collateral Valuation

Effective risk management requires knowing the true market value of assets at all times, as single-exchange feeds risk false liquidations or hidden under-collateralization. Custodians and banks also need continuous, independent data to meet 24/7 regulatory reporting and auditing requirements, which single-venue data cannot reliably provide.

Solutions

Index Construction & NAV

Calculating accurate NAVs is undermined by crypto's patchy liquidity: thin token prices are easily spoofed, and there is no official close. Fund administrators relying on single sources create indices vulnerable to outliers and NAVs that are indefensible to regulators and auditors.

Pricing Packages

Prices for Every Use Case

The best crypto data. No hidden fees. No rate limits. No Firlefanz. Just very good prices.

14 day trial on each package

Real-Time VWAP

The real-time VWAP (Volume-Weighted Average Price) represents the true average price of an asset, weighted by trade volume. Minimal latency updates ensuring traders and analysts get real-time, volume-sensitive pricing data via WebSocket.

$649 per month

INCLUDED:

Unlimited API calls
API: WebSocket
Update frequency: <250ms
99% uptime SLA

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30-Minute VWAP

The 30 minute VWAP provides market reference closing prices, calculated by averaging the asset trading prices across all supported exchanges within 30 minute interval (i.e 00:30:00 UTC, 01:00:00 UTC, etc).

$499 per month

INCLUDED:

Unlimited API calls
API: WebSocket & REST
Update frequency: 1 minute
99% uptime SLA

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24-Hour VWAP

The daily VWAP provides a single, volume-adjusted price point for an asset, calculated over the past 24 hours and updated at 00:00:00 UTC, delivered through a WebSocket API.

$219 per month

INCLUDED:

Unlimited API calls
API: WebSocket
Update frequency: 24h
99% uptime SLA

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Bid/ Ask

This package delivers real-time aggregated buying (bid) and selling (ask) prices across multiple exchanges, helping traders assess market liquidity, price depth, and execution efficiency.

$549 per month

INCLUDED:

Unlimited API calls
API: WebSocket
Update frequency: <250ms
99% uptime SLA

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Exchange Data

Access real-time, aggregated bid/ask data from pre-selected exchanges.

$549 per month

INCLUDED:

Unlimited API calls
API: WebSocket
Update frequency: <250ms
99% uptime SLA

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NEW: Illiquid/ State Pricing

Reconstructs fair value for thin, stale or DEX-only markets. Blocksize infers the price at which the market would trade if meaningful liquidity were present.

On Request per month

INCLUDED:

Unlimited API calls
API: WebSocket
Update frequency: <250ms
99% uptime SLA

Request Pricing Master Class on State Price