SimpleFunctions Developer Manual

Use this cookbook when you need to assemble live market data into an agent or trading workflow. The Real-Time Data API page lists endpoints. This page shows how to combine them with the CLI and agent APIs. Last live probe: 2026-05-06 UTC, after the data API registry-hydration deploy.

Tested observations

The live probes produced these operational facts:

Probe	Result
`sf discover --quality --json --limit 3`	Returned ranked opportunities from world, contagion, cross-venue, ideas, and new markets.
`sf inspect KXHORMUZWEEKLY-26MAY10-T40 --json`	Returned price, best bid/ask, spread, volume, indicators, regime, contagion, trend, and next actions.
`sf book KXHORMUZWEEKLY-26MAY10-T40 --json`	Returned bid/ask levels and depth.
`GET /v1/search?q=fed&limit=2`	Returned autocomplete-grade Polymarket results.
`GET /v1/search?q=KXHORMUZWEEKLY-26MAY10-T40&limit=5&strict=0`	Hydrated and returned the exact Kalshi ticker with score `1000`.
`GET /v1/markets/KXHORMUZWEEKLY-26MAY10-T40`	Hydrated and returned Kalshi metadata, last price, best bid/ask, volume, close time, and heat.
`GET /v1/movers?window=1h&n=3&minVol=1000`	Returned live movers, mostly Polymarket in this probe.
`GET /v1/orderbook/KXHORMUZWEEKLY-26MAY10-T40`	Hydrated the market and returned non-empty bids, asks, and `ts`.
`GET /v1/candles/KXHORMUZWEEKLY-26MAY10-T40?tf=1h&limit=5`	Returned five 1-hour OHLCV candles.
`GET /v1/trades/KXHORMUZWEEKLY-26MAY10-T40?limit=5`	Returned an empty recent-trades array, which is normal when no recent in-memory trade prints are cached.

Interpretation: the data-domain API is the fast feed. Exact Kalshi ticker reads can hydrate markets that were not present in the warm registry. sf inspect and sf book remain the richer analytical fallback because they add regime, indicators, suggestion, and CLI-native receipts.

Choose the right surface

Need	Use first	Fallback
Cold-start candidate list	`sf discover --quality --json`	`GET /v1/movers`, `GET /v1/search`
Ticker autocomplete	`GET /v1/search?q=...`	`sf query ... --json`
Agent world context	`sf world --json`	`GET /api/agent/world?format=json`
One market dossier	`sf inspect <ticker> --json`	`GET /api/agent/inspect/{ticker}`
Orderbook depth	`GET /v1/orderbook/{ticker}`	`sf book <ticker> --json`
Fast movers	`GET /v1/movers`	`sf discover --quality --json`
Historical strategy check	`sf backtest <ticker> ... --json`	stored traces / snapshots
Custom market making	`GET /v1/orderbook`, `GET /v1/trades`, WebSocket	QuoteEngine paper mode

Cold-start loop

Start broad:

sf discover --quality --json --limit 10

Then inspect a candidate:

sf inspect KXHORMUZWEEKLY-26MAY10-T40 --json

Then pull book depth:

sf book KXHORMUZWEEKLY-26MAY10-T40 --json

For a service using HTTP only:

curl "https://simplefunctions.dev/api/agent/world?format=json"
curl "https://simplefunctions.dev/api/agent/inspect/KXHORMUZWEEKLY-26MAY10-T40?format=json"
curl "https://data.simplefunctions.dev/v1/movers?window=1h&n=20&minVol=1000&dir=both"

Data API cold start

Use data API search and movers before subscribing to individual topics:

curl "https://data.simplefunctions.dev/v1/search?q=fed&limit=10"
curl "https://data.simplefunctions.dev/v1/movers?window=1h&n=20&minVol=1000&dir=both"
curl "https://data.simplefunctions.dev/v1/snapshot"

Important conventions:

Field	Convention
Data API prices	Decimal probabilities in `[0, 1]`.
CLI prices	Usually cents for human/agent trade surfaces.
`generated_at`	Unix seconds.
`ts`	Unix milliseconds.
Exact Kalshi ticker miss	The API attempts direct Kalshi hydration before returning not found or an empty cache.
Empty orderbook	Usually invalid ticker, inactive venue book, temporary venue failure, or an actually empty market. Check `/v1/markets/{ticker}` next.
Empty trades	Often just no recent in-memory trade prints for that process. It is not proof that the market has never traded.

Coverage contract

The data API has two layers:

Layer	What it covers	How to use it
Warm registry	Fast browse, featured, snapshot, movers, and common search.	Use for cold start and broad discovery.
Exact-ticker hydration	Valid Kalshi tickers that missed the warm registry.	Use `/v1/markets/{ticker}`, `/v1/orderbook/{ticker}`, `/v1/candles/{ticker}`, or exact ticker search.

Hydration is intentionally exact-ticker only. Kalshi text search parameters are not reliable enough for arbitrary query fallback, and brute-force loading every active Kalshi market would pull in too much low-signal traffic. For broad discovery, use sf discover, sf query, /v1/search, /v1/movers, and /v1/snapshot.

Orderbook fallback pattern

When building a market-making or alpha pipeline, use a fallback chain:

Try data API: GET /v1/orderbook/{ticker}
If bids/asks empty, call: GET /v1/markets/{ticker}
If the market is missing, skip the ticker or re-run discovery.
If the market is active but book is empty, call: sf book <ticker> --json
If still empty, call: sf inspect <ticker> --json
If inspect says market closed, stale, or low liquidity, skip quoting.
If inspect says active and book is present, use the API or CLI book as the current snapshot.

Example shell:

BOOK="$(curl -sS "https://data.simplefunctions.dev/v1/orderbook/KXHORMUZWEEKLY-26MAY10-T40")"
echo "$BOOK"

sf book KXHORMUZWEEKLY-26MAY10-T40 --json
sf inspect KXHORMUZWEEKLY-26MAY10-T40 --json

Keep this distinction in dashboards: “no cached data-domain book” is not the same as “no live market book.”

WebSocket subscription

Use WebSocket when you have a known ticker set:

const ws = new WebSocket("wss://app.simplefunctions.dev/ws")

ws.addEventListener("open", () => {
  ws.send(JSON.stringify({
    action: "subscribe",
    topics: [
      "featured",
      "ticker:KXHORMUZWEEKLY-26MAY10-T40",
      "orderbook:KXHORMUZWEEKLY-26MAY10-T40",
      "trade:KXHORMUZWEEKLY-26MAY10-T40",
      "candle:KXHORMUZWEEKLY-26MAY10-T40:1m"
    ]
  }))
})

ws.addEventListener("message", (event) => {
  const frame = JSON.parse(event.data)
  console.log(frame.type, frame)
})

Subscribe only after you have selected markets. For discovery, use discover, movers, search, or snapshot.

Replay record shape

For custom research, store normalized frames:

{
  "ts": 1778040615000,
  "source": "sf.book",
  "ticker": "KXHORMUZWEEKLY-26MAY10-T40",
  "venue": "kalshi",
  "bestBid": 57,
  "bestAsk": 59,
  "bidDepth": 5434,
  "askDepth": 7997,
  "levels": {
    "bids": [[57, 209], [56, 228]],
    "asks": [[59, 1], [60, 22]]
  }
}

Store the source because data API, CLI book, inspect, and WebSocket frames have different coverage guarantees.

Alpha research packet

A practical read-only packet for an agent:

sf discover --quality --json --limit 10
sf world --delta --json --since 1h
sf inspect <ticker> --json
sf book <ticker> --json
sf backtest <ticker> --entry-below 60 --stop 35 --tp 75 --quantity 5 --days 7 --json

The backtest command is read-only. Treat low dataPoints as a warning that the result is not a full evaluation.

Market-making packet

Before creating a quote:

sf inspect <ticker> --json
sf book <ticker> --json
sf quoteengine status --json
sf quote list --json

Only after approval:

sf quote create <ticker> --paper --spread 3 --size 5 --max-exposure 20 --stop-loss 5

Start with Market making for QuoteEngine operation.

Real-Time Data API

Endpoint reference and WebSocket topics.

Market making

QuoteEngine workflow and operational gates.

Evaluation and replay

How to evaluate agents and strategies from traces and backtests.

World Model

Agent context and delta strategy.

SDK recipes

Agent SDK recipes

Data recipes

Real-time data cookbook

Tested observations

Choose the right surface

Cold-start loop

Data API cold start

Coverage contract

Orderbook fallback pattern

WebSocket subscription

Replay record shape

Alpha research packet

Market-making packet

Real-Time Data API

Market making

Evaluation and replay

World Model

​Tested observations

​Choose the right surface

​Cold-start loop

​Data API cold start

​Coverage contract

​Orderbook fallback pattern

​WebSocket subscription

​Replay record shape

​Alpha research packet

​Market-making packet

​Related docs

Real-Time Data API

Market making

Evaluation and replay

World Model

Tested observations

Choose the right surface

Cold-start loop

Data API cold start

Coverage contract

Orderbook fallback pattern

WebSocket subscription

Replay record shape

Alpha research packet

Market-making packet

Related docs