This endpoint allows you to request an orderbook of a given depth for a specified market.
Returns receiving premium and paying premium orders in descending/ascending order including availableVolume translated into both premiumAvailable and principalAvailable.
Query Parameters
Name
Type
Description
underlying*
string
The underlying token being transacted. E.g. USDC, DAI, etc.,
maturity*
string
The maturity of market in unix seconds.
depth
integer
The number of orders on each side of the orderbook to return.
protocol*
integer
A pointer that refers to a given yield bearing market like Lido or Compound.
This endpoint allows you to request a limit order payload that matches a given market order.
Returns the effective price as well as orders for consumption.
Query Parameters
Name
Type
Description
underlying*
string
The underlying token being transacted. E.g. USDC, DAI, etc.,
maturity*
string
The duration of the rolling-maturity market in seconds. E.g. 31536000 (12 months)
volume*
string
The amount of currency to use.
vault*
boolean
Indicates if an order is in relation to a initiating/exiting a vault or zcToken
exit*
boolean
Indicated if an order is an exit or an initiate
protocol*
integer
A pointer that refers to a given yield bearing market like Lido or Compound.
This endpoint allows you to request the order history for a given address, and allows filtering by active, cancelled, full and expired statuses.
Returns chronologically sorted orders for a given address.
Query Parameters
Name
Type
Description
address*
string
Public key of an order's creator
underlying*
string
The underlying token being transacted. E.g. USDC, DAI, etc.,
maturity*
string
The maturity of market in unix seconds.
status
list(string)
List of statuses expired, cancelled, full or insolvent.
protocol*
integer
A pointer that refers to a given yield bearing market like Lido or Compound.
This endpoint allows you to request the agreement most recently initiated in a given market. (The trade last made in a given market)
Returns the parameters of the most recent agreement for the specified market.
Query Parameters
Name
Type
Description
underlying*
string
The underlying token being transacted. E.g. USDC, DAI, etc.,
maturity*
string
The maturity of market in unix seconds.
depth*
string
Should always be 1 to return one last trade. If more specified, the result will be a sorted list of last trades.
protocol*
integer
A pointer that refers to a given yield bearing market like Lido or Compound.
This endpoint allows you to request OHLCV points for the given period.
Returns OHLCV points with each containing its OHLCV data at the given timestamp.
Query Parameters
Name
Type
Description
interval*
string
The time between datapoints in minutes dividable by 5. E.g. 5, 15, 30, 60, ...
maturity*
string
The maturity of market in unix seconds.
underlying*
string
The underlying token contract being transacted. E.g. USDC, DAI, etc.,
start*
number
Start of of the period in seconds
end*
number
End of the period in seconds
type*
string
Sampling type e.g. OHLCV
protocol*
integer
A pointer that refers to a given yield bearing market like Lido or Compound.