Implementing a venue package

The shape

defmodule DpExchange.YourVenue do
  @behaviour DpExchange.Core.Venue
end

That module is the entire public API of your package. Everything else — transport, signing, session handling, supervision — is internal, and the conformance suite asserts it.

Declare the behaviour. The compiler's missing-callback check is the cheapest assertion in the whole contract and it runs before any test does.

Do not add functions to the facade

A venue does not add functions; it declares which ones it answers. A public function only your venue has is a function a caller must know which venue it is holding to call — which is the coupling the family exists to remove.

This is not hypothetical. One venue shipped get_staking_balances/2 as a public venue-specific function. It does not cross the facade, and the consumer loses that call at migration.

If a capability is genuinely missing from the facade, that is a Core change with a deliberate release behind it, not a local addition.

capabilities/0 is a claim about a real venue

def capabilities do
  DpExchange.Core.Capabilities.new(
    endpoints: %{
      {:get_price, 2} => :experimental,
      {:get_transfers, 2} => :unsupported
    },
    supported_quotes: ~w(USD USDC),
    historical_timeframes: ~w(1m 1h 1d),
    credential_benefit: :higher_ceiling,
    public_ceiling: %{limit: 10, per_ms: 1_000},
    authenticated_ceiling: %{limit: 100, per_ms: 1_000},
    measured_at: ~D[2026-08-27],
    measured_against: "GET /api/v3/exchangeInfo"
  )
end

Build it with new/1. Assembling %Capabilities{} directly skips every validation, and the validations are the point.

Declare what you measured, not what you assume

If a value was measured, say when and against what. If it was read from documentation and never probed, say that instead. An unlabelled number is worse than a missing one.

This is not fussiness. A state table drafted by people who knew the system was wrong in 7 of 21 rows; the measured version replaced it.

The declaration and the behaviour may not disagree

• :proven or :experimental → the function works. It may not answer {:error, :not_supported}.
• :unsupported → the function exists and returns {:error, :not_supported}. Not a raise, not undefined, not degraded data.

Over-declaring fails in your caller's hands at runtime. Under-declaring hides working functionality. The suite checks both directions because checking one leaves the other open.

Never declare transport

There is no has_websocket and there must never be one. Both endpoints exist on every venue. What a caller legitimately needs is which kinds of data stream — streamable: [:quotes, :order_book] — not which channels carry them. "level2" is your venue's word; :order_book is everyone's.

Fail closed; never substitute

The recurring failure in this family is a nearby substitute where there should be an error. A missing granularity becoming the closest one. A missing endpoint becoming synthetic data. Every value stays plausible and only the meaning is wrong, which is why it does not surface as a failure.

If asked for a timeframe you do not serve, return an error. Do not serve the nearest width.

Timestamps are the venue's own

Use what the venue gave you, unchanged. Where it gave nothing, nil is the honest answer — a substituted local clock is a plausible value with the wrong meaning.

Balance is the one exception, and it is stated: its timestamp is when you asked, because a balance has no venue event time and its freshness is the only thing a caller can reason about.

Carry the incident, not just the code

Where a moduledoc explains why a guard exists, that explanation is the most valuable thing in the file. Carry it when the code moves or is copied. A guard without its reason reads as defensive padding, and the next person tidying up deletes it.