The cross-platform perp DEX aggregator
multi quotes every major perp venue at once — Hyperliquid, Aster, Lighter, Pacifica, Pear, Avantis — routes each order to the books that fill it best, and reports one consolidated position. One REST API, one MCP server, typed SDKs. Cross-chain routing is how you fund it.
Public market data is open. Execution uses a scoped multi_sk_… agent key whose risk limits are enforced server-side before any order reaches a venue. The canonical API base is https://multi-venym-labs.vercel.app/api.
Start here
Read live data with no key, then place your first policy-gated trade.
npx @multidex/agent-kit init claude-code — Claude Code, Codex, OpenCode, Cursor, Hermes, OpenClaw + more.
Typed TypeScript and Python clients for every capability, sync + async.
Interactive endpoint reference — try public endpoints live from the page.
Fastest start — one command
Every supported harness speaks MCP. Wire it up in one command, or run the server directly:
# Writes the multi MCP server into your harness config
npx @multidex/agent-kit init claude-code --key multi_sk_live_...
# Verify connectivity, key, and scopes
npx @multidex/agent-kit doctorhttps://multi-venym-labs.vercel.app/mcp and send your key as Authorization: Bearer multi_sk_…. See harness setup.What you get
- —One REST API — aggregated market data, perps, portfolio, pair trades, and cross-chain funding under one host.
- —An MCP server — stdio + streamable-HTTP, 29 tools, consumed by every major agent harness.
- —Executable toolkits —
@multidex/agent-kitturns the catalog into live tools for OpenAI/Anthropic-style loops. - —Agent skills — drop-in SKILL.md workflows for analysis, trading, portfolio, algos, pairs, and swaps.
- —Typed SDKs —
@multidex/sdk(TypeScript) andmultidex-sdk(Python). - —Real-time streams — live orderbook, candles, trades, and execution events over SSE.
- —Scoped agent keys — per-key scopes + risk policy (size caps, venues, leverage, slippage), fail-closed.
Capabilities
Consolidated books, candles, trades, funding/OI, routing recommendations, SSE streams.
Best fill across every aggregated venue. TP/SL brackets, batch orders.
Cross-venue exposure, PnL, funding drag, liquidation risk — one endpoint.
Server-run TWAP and scaled ladders, policy-reserved up-front.
A single long/short position executed as balanced perp legs.
Bridge margin in from 70+ networks. EVM + Solana, custodial or non-custodial.
For machines
Point any LLM at /llms.txt for a compact index, /llms-full.txt for the full inlined reference, or /openapi.json for the spec. Press ⌘K to search these docs.