Discovering Markets

• GET /markets returns single-leg and multi-leg markets. Use type=single_leg or type=multi_leg to select one; omit the filter to include both. Narrow the list further with status, ticker, series_ticker, or event_ticker: repeat status or ticker to match any of several values, and a market must match every filter you give.
• GET /markets/{ticker} returns either by ticker.
• GET /markets/{ticker}/trades returns executed trades over a time range.
• GET /markets/{ticker}/candlesticks returns OHLC aggregates per period over a time range.

Single-leg markets omit legs. Multi-leg markets include at least two entries in legs, each with a ticker and selected outcome (yes or no).

The WebSocket API has no catalog read. Read the catalog over REST, then keep it current with the market_lifecycle stream described under Follow Catalog Changes.

GET /markets/{ticker}/orderbook returns the current L2 book as a point-in-time snapshot. To read several books in one request, repeat ticker on GET /orderbooks; it returns one book per market, ordered by ticker.

subscribe opens an orderbook subscription per ticker. Select L1 for the best bid and offer, omit level for aggregated L2, or select L3 for anonymous orders in price-time priority. The orderbook stream starts with a snapshot, followed by sequenced updates; use snapshot to re-baseline after a sequence gap.

GET /markets/{ticker}/stats returns the market’s open interest, last price, and day and lifetime trading activity.

subscribe opens a stats subscription per ticker; tickers is required. The stats stream sends the market’s complete open interest, last price, and day figures on subscribe and again whenever they change, so each frame replaces the last and no snapshot command is needed. Lifetime figures are not streamed; read them over REST.

GET /markets/{ticker}/trades lists one market’s trades and GET /trades lists every market’s. To keep a tape current, re-read in ascending order from the last executed_at you hold. A trade the exchange has voided is absent from the next read.

The trades channel is change-only, so establish and maintain a tape in this order:

1. Send subscribe for the trades channel. Omit tickers for every market, or list tickers to open one subscription each.
2. Wait for the subscribed acknowledgment, then read GET /trades over REST to establish your starting state.
3. Apply each trade frame in seq order. A trade_busted frame names a trade the exchange voided after it was delivered; remove it.
4. If you detect a seq gap, re-read GET /trades over REST in ascending order from your last executed_at. The channel has no snapshot, so the snapshot command is not accepted for it.

REST has no push channel. Re-read GET /markets on your own schedule, and compare each market’s status and public details with your local copy.

The WebSocket API has no catalog-read operation, and REST has no push channel. The market_lifecycle channel is change-only, so establish and maintain your catalog in this order:

1. Send subscribe for the market_lifecycle channel. Omit tickers for every published market, or list tickers to open one subscription each.
2. Wait for the subscribed acknowledgment, then read GET /markets over REST to establish your starting state.
3. Apply each market_lifecycle frame in seq order. Each change carries the full market under msg.market: market_created, market_opened, market_paused, market_closed, market_expired, market_deleted, or market_metadata_updated.
4. If you detect a seq gap, re-read GET /markets over REST to rebuild the catalog.