Finch.io is a library for building REST APIs in Scala using Finagle. It allows for composable endpoints and services. Parameters can be extracted from requests using a reader monad. Requests and responses can be validated. Responses can be JSON, plain text, or other formats. Authentication such as basic auth can also be supported. The documentation provides examples of defining endpoints and services, composing them, handling parameters and validation, and constructing different response types including JSON.