Markets API
The Market API provides access to market information, pricing, and settlement data.Endpoints
Key Market Fields
Pricing Fields
Use
orderPriceMinTickSize and minimumTradeQty from the market response before submitting orders. Do not infer price tick size or minimum quantity from product type, symbol, or slug. For example, minimumTradeQty: 0.01 means the market supports 1% contract increments, and orderPriceMinTickSize: 0.005 means valid order prices move in half-cent increments.
Volume & Liquidity
Sports Market Fields
Asset Price Market Fields
Markets that settle against a reference price carry a typedassetPriceTerms object: crypto price markets (ASSET_CLASS_CRYPTO) and gold and silver price markets (ASSET_CLASS_COMMODITY). It is null on every other market, including the hand-listed year-end Bitcoin markets, which show marketType: "futures". Automated crypto, gold and silver markets have an empty marketType and sportsMarketType; identify them from assetPriceTerms.marketType. See Crypto Schema and Metals Schema for the Institutional counterpart of every field. priceDecimals, assetName and priceUnit are Retail only and have no Institutional counterpart. nextWindowStart maps to metals_next_window_start on gold and silver, and to interval_end on crypto, which trades around the clock.
Amounts are
{ "value": "81650.14", "currency": "USD" } with the value as a decimal string exactly as stamped. On UP_DOWN markets the long side (Yes) pays when the close value is at or above priceToBeat. Filter crypto markets with categories=crypto.
Gold and silver markets are in the finance category (categories=finance); select them with assetPriceTerms.asset.assetClass = ASSET_CLASS_COMMODITY. Their priceToBeat and settlementPrice are single Chainlink spot values at windowStart and windowEnd, not 60-second averages, and priceToBeat is usually stamped about a minute after windowStart. See Metals Schema and Gold and Silver FAQs.
Filtering Markets
Query markets with various filters:Pagination & Ordering
Status Filters
Category & Type Filters
ID Filters
Volume & Liquidity Filters
Date Filters
All date parameters accept ISO 8601 format strings (e.g.,2025-01-20T00:00:00Z).
Market Sides
Each market has sides representing the possible outcomes. Sides are returned nested on the market object asmarketSides from:
GET /v1/marketsGET /v1/market/id/{id}GET /v1/market/slug/{slug}
Market Side Fields
Market Book (Full)
Get real-time order book data and market statistics for a specific market:Path Parameters
Response
Market Data Fields
Book Entry
Market States
Market Stats
Market BBO (Lightweight)
Get best bid/offer and basic market statistics in a lightweight format. Use this endpoint when you only need top-of-book prices without the full order book depth.Path Parameters
Response
Market Data Lite Fields
When to Use BBO vs Book
Settlement
After a market resolves, query the settlement price:0.00 (No) or 1.00 (Yes).