Skip to main content

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 typed assetPriceTerms 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 as marketSides from:
  • GET /v1/markets
  • GET /v1/market/id/{id}
  • GET /v1/market/slug/{slug}
There is no separate REST endpoint to fetch a side by ID or to list sides by market ID.

Market Side Fields

Real-Time Market DataFor real-time price updates and order book data, use the WebSocket Markets Stream instead of polling the REST API.

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

Real-Time UpdatesFor continuous order book updates, use the WebSocket Markets Stream instead of polling these endpoints.

Settlement

After a market resolves, query the settlement price:
Response:
Settlement values are typically 0.00 (No) or 1.00 (Yes).