Latency and freshness

How to interpret timestamps, slot cadence, and freshness fields.

Polaris Market Data payloads include timestamps and slot fields so clients can make freshness decisions explicitly.

Common fields

FieldMeaning
processed_at_msTime the event was processed for customer delivery
slotSolana slot associated with the source event when available
current_slotLatest slot used to publish a slot-cadenced book
source_age_msAge of the source data at publication time
slot_lagDifference between the current slot and a pool's last update slot

Cadence

swaps, quote_surface, and depth are immediate event streams.

liquidity_book is slot-cadenced. It emits a grouped snapshot from the latest eligible pool state on the slot cadence.

Stale data

Per-pool freshness is exposed in liquidity_book.pools. Clients should treat the aggregate book and individual pool books separately: a pool can be stale while the aggregate book remains live.