Hi all. I built Canton Venues (https://cantonvenues.com), a free, open dashboard of Canton trading venues. One question for anyone trading or building here: what data is missing that you would actually use?
What it does today:
- Reads 7 of the 11 Canton venues I know of: Temple, Cantex, Tradecraft, Rocky (spot and perps), OneSwap, Pool Party and Ekiden. The other four are testnet-only or publish no market data.
- Prices every token across those venues, weighted by the depth each one holds within 1% of mid, and shows Canton’s premium to outside markets.
- Best execution by trade size across pools and order books. Buying $10K of CBTC at 11:13 UTC today cost about 0.03% on Temple or Rocky, 7.8% on Cantex and 13.5% on Tradecraft (pool routes go through CC).
- Perps on Rocky and Ekiden with basis and funding.
- An open JSON API with no key, and an MCP server (Canton Venues: Canton DEX prices, premium and execution) so AI agents can ask where a token is cheapest.
One number anyone can check: Temple settled $32.2M over the last 24 hours across 4.34 million trades, an average of $7.42 a trade. Cantex did $1.97M over 135K swaps, $14.53 each. Temple’s settled-volume endpoint is public.
It all runs on an open-source Python toolkit, nine adapters behind one interface: GitHub - olevasyliev/canton-trading-toolkit: Algorithmic-trading layer for the Canton Network: typed async venue connector, Cantex adapter first — live-validated on mainnet · GitHub (v0.2.0 today). Two things I hit that may save someone time: Temple’s live market-data responses differ from the types in its JS SDK, and Rocky’s 24h ticker reports bid and ask as 0, so top of book has to come from depth.
Replies here or issues on the repo are both welcome.
Oleksii