Order Books
Get Single Order Book
Retrieve the full order book for a token:Get Multiple Order Books
Fetch multiple order books in a single request:Order Book Hash
Calculate a hash of the order book for change detection:Prices
Midpoint Price
Get the midpoint between best bid and best ask:Best Price
Get the best available price for a specific side:Spread
Get the bid-ask spread:Last Trade Price
Get the price of the most recent trade:Price History
Get historical price data:PriceHistoryInterval.MAX- Maximum available dataPriceHistoryInterval.ONE_WEEK- Past weekPriceHistoryInterval.ONE_DAY- Past 24 hoursPriceHistoryInterval.SIX_HOURS- Past 6 hoursPriceHistoryInterval.ONE_HOUR- Past hour
Trades
View historical trade data (requires L2 authentication):Get Your Trades
Filter Trades
Paginated Trades
For large result sets, use pagination:Get First Page Only
Markets
Get Markets List
Retrieve all available markets:Get Market Details
Simplified Markets
Get simplified market data (lighter payload):Market Events
Get real-time market trade events:Market Configuration
Tick Size
Get the minimum price increment for a market:Fee Rate
Get the fee rate for a market:Negative Risk
Check if a market uses negative risk tokens:Server Time
Get the server’s current timestamp:Real-Time Updates
For real-time order book and trade updates, use WebSockets:Performance Tips
Batch Requests
Use batch methods like
getOrderBooks(), getMidpoints(), and getPrices() to fetch multiple items in one request.Cache Tick Sizes
The client automatically caches tick sizes for 5 minutes. Use this to avoid redundant requests.
Use Pagination
For large datasets, use
getTradesPaginated() instead of getTrades() to control memory usage.WebSockets for Updates
Use WebSocket subscriptions for real-time updates instead of polling REST endpoints.
Next Steps
- Learn how to Create Orders based on market data
- Explore RFQ Trading for larger trades
- Check out the Markets API Reference