
Transaction & Market Data APIs
Parsed transaction objects commonly include:
What you typically get
Acceso exposes transactions as structured objects. You do not need to decode raw instruction blobs.
Transaction data
This page covers transaction-level activity and derived market data. The goal is “parsed, queryable, consistent”.
signatureslotandblock_timestatus(success/ error)fee_lamportsaccountsinvolvedtoken_transfers(mint, source, destination, amounts)program_invocations(program id + instruction name when known)
Common knobs:
For wallets, you usually want a paginated feed. Acceso supports cursor-based pagination where available.
Account activity feeds
limit(bounded)cursor(opaque)commitmentdirection=asc|desc
Data products
Market data is derived from on-chain events. Acceso normalizes cross-DEX behavior into a unified schema.
Market & price data
Typical outputs:
Spot price estimates per token or pair.
Trade feed (time, price, size, side).
OHLCV candles with fixed intervals.
Normalization rules:
Timestamps use epoch seconds.
Candle boundaries align to interval edges.
Volumes use decimal-aware units.
Market data is an estimate. DEX coverage, route selection, and outlier filtering affect values.
Some endpoints are cached to protect upstream dependencies. Caching is route-dependent.
Caching and consistency
Operational expectation:
“Latest” endpoints favor freshness but still cap load.
Historical endpoints favor stability and repeatability.
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