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POST
/
v1
/
trpc
/
directIndex.*
tRPC Direct Index API
curl --request POST \
  --url 'https://api.glider.fi/v1/trpc/directIndex.*' \
  --header 'X-API-KEY: <api-key>'
The directIndex.* namespace serves the webapp-v2 direct index builder: the catalog of investable universes (real indices and equity sectors) and the resolved constituent lists the builder edits against.
  • Base endpoint: POST /v1/trpc
  • Namespace: directIndex.*
  • Auth: public (rate-limited, Tier 2)
  • Primary model: CANONICAL equities. Every constituent is a canonical underlying (e.g. TSLA) identified by assetCanonicalId and displayed by ticker — never a tokenized instrument (TSLAon). Instrument resolution (issuer + chain) is performed server-side by a central selection policy and surfaced as primaryInstrument per constituent.

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Procedures

  • directIndex.getCatalog
    • Purpose: the grouped universe picker (Popular / Sectors / Broad Market / All) shown when starting a direct index
    • Input: none
    • Response: array of groups, each with:
      • key: popular, sectors, industries, thematic, broad_market, or all
      • label: display label
      • entries[]: universe references —
        • kind: index (registry-backed, e.g. SPY holdings) or sector (display-sector taxonomy)
        • id: core.asset_indices.asset_index_id uuid for indices, or the sector category value (e.g. financials) for sectors
        • symbol: index symbol when kind = index
        • name: display name
        • memberCount: members in the latest snapshot; null when not cheaply countable (sector universes)
        • methodologyUrl: provider methodology link when known
    • Notes: indices without weighted members in their latest snapshot (e.g. smoke/test rows) are filtered out; empty groups are omitted.
  • directIndex.getConstituents
    • Purpose: the resolved member list for a chosen universe — the raw input the builder applies top-N, weighting, and exclusions to
    • Input:
      • required universe.kind: index or sector
      • required universe.id: index uuid or sector category value
    • Response:
      • universe: resolved universe reference (server-authoritative name)
      • snapshotAt: ISO timestamp the constituent snapshot was resolved
      • resolvedChainId: the single EVM chain the instrument resolution targeted (strategies are single-chain); constituents without an instrument on this chain are marked investable: false
      • constituents[], ranked (index weight desc for indices, market cap desc for sectors):
        • assetCanonicalId, ticker, name
        • sector: current display-sector classification, or null
        • indexWeightBps: latest index weight in basis points (null for sector universes)
        • marketCapUsd: decimal string (null when unknown)
        • rank: 1-based position in the universe ranking
        • investable: whether a glider-supported tokenized instrument exists on resolvedChainId
        • primaryInstrument: { assetId, chainId, issuerSlug, tokenSymbol } or null; assetId is the internal address:chainId form used by strategy asset blocks
    • Errors:
      • DIRECT_INDEX_NOT_FOUND (404): unknown index id or sector value
      • DIRECT_INDEX_EMPTY_UNIVERSE (404): universe has no current members
      • DIRECT_INDEX_UNAVAILABLE (500): serving dependencies unavailable
  • directIndex.getMetrics
    • Purpose: bulk market-data overlay for the positions table (price, 1D change, 1Y change) — the client joins it to constituents by ticker
    • Input: required tickers (1-300 canonical tickers)
    • Response: { metrics: [{ ticker, priceUsd, change1DPct, change1YPct }], yearAgoDate } — yearAgoDate is the trading day used as the 1Y baseline
    • Implementation: exactly two upstream shapes regardless of ticker count — chunked multi-ticker snapshots plus ONE grouped-daily aggregate for the ~1-year-ago trading day (cached per calendar day, holiday walk-back). Unknown tickers degrade to nulls; the batch never fails per-ticker.
  • directIndex.getFundamentals
    • Purpose: fundamentals overlay (P/E, dividend yield) — per-ticker upstream cost, so clients page requests in chunks while the table fills progressively
    • Input: required tickers (1-25)
    • Response: { summaries: [{ ticker, priceToEarnings, dividendYield, earningsPerShare, marketCap }] }
    • Each underlying fundamentals lookup is cached (~3 h TTL); missing fundamentals return null fields rather than failing the batch.

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Semantics worth knowing

  • Index membership is snapshot-layered. Ingestion appends a new batch of membership rows per sync; “current” always means the latest snapshot. The S&P 500 universe contains only holdings resolvable to Glider canonicals (~225 names, ~84% of index weight), which is ample for top-N ≤ 20 building.
  • Instrument selection policy (v1): glider-supported issuer products only; single EVM chain chosen to maximize universe coverage (priority order 1, then 56); issuer ties broken by configured priority. The policy is centralized server-side so future multi-issuer support does not change this API’s shape.