What shipped, and when.

Nine correctness invariants are now published and runnable by anyone via npx @robinhoodrpc/invariants, against our endpoint or any other implementing the same contract. Results against production are published continuously, including failures.

ChainStream, EquitiesStream, Tape and Portfolio are available over gRPC and gRPC-Web. Streams are resumable by cursor, unify backfill and live tailing through one call, and deliver at-least-once with explicit dedup keys. No other provider on Robinhood Chain offers a gRPC interface.

All 13 action types now stream with lifecycle stages. PAUSE_SCHEDULED fires ahead of the scheduled contract pause that precedes a large multiplier change, with a countdown to effect — a knowable price discontinuity that no data vendor previously surfaced.

Robinhood's raw underlying REST price, Chainlink's multiplier-adjusted feed, Data Streams and consolidated DEX spot are now reconciled into one record carrying premium in basis points, per-source staleness, and divergence flags. Two of the four sources are multiplier-adjusted and two are not; the record makes that explicit rather than leaving it to the consumer.

Uniswap, Rialto, Lighter, Arcus, Morpho liquidations and RFQ aggregator fills are normalized into one monotonically sequenced record. Each print carries price in both token and underlying-share terms, the multiplier, market session, and the premium snapshotted at execution.

Historical balance and position queries now require an as_of block or timestamp and apply the multiplier valid at that point. A historical request without as_of returns 400 rather than quietly answering with the current multiplier. Every response carries the multiplier used and the block it became effective.

Records now arrive at SEQUENCED, before block inclusion, and move through INCLUDED to FINALIZED. Every sequenced record reaches a terminal state — DROPPED if it never lands, REORGED if it is reorganized out. Robinhood's sequencer feed is public and free; no commercial provider was decoding it.

Every price, print and candle now carries the session it occurred in and whether the underlying equity market was open. The chain runs 24/7 against a 24/5 underlying, so an untagged series silently mixes regimes.

The complete namespace is live: eth, net, web3, txpool, debug, trace, arbtrace and arb, plus transaction and bundle simulation and typed decoding. tenderly_* method names are accepted as aliases so existing integrations migrate by changing one URL.

Transaction type codes 100 through 106, requestId on parent-to-child transactions, address aliasing exposed as both from and unaliasedFrom, and receipt fields l1BlockNumber and gasUsedForL1. Generic EVM providers drop these, which makes accurate fee accounting and cross-chain attribution impossible.

Every UIMultiplierUpdated event is now stored indexed by block and reconciled against Robinhood's /assets endpoint. The series is immutable and append-only: a historical multiplier is never rewritten, and a correction supersedes rather than replaces. This is the primitive every correct historical answer depends on.