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Reference and Market Data

Reference and market data endpoints provide public, unauthenticated access to instrument metadata, real-time market data, and historical pricing information. These endpoints form the foundation for price discovery, order book analysis, and trading decision workflows.

Core Data Types​

Instrument Reference Data​

Use public/get-instruments to retrieve the full catalog of tradable instruments. Each instrument includes:

  • Contract specifications (tick size, quantity decimals, leverage limits)
  • Product classification (perpetual swap, future, option)
  • Trading status and expiry information
  • Underlying index reference

This endpoint should be called on application startup and periodically refreshed to detect new listings or contract expirations.

Real-Time Market Data​

EndpointUse CaseUpdate Frequency
public/get-bookOrder book depth (bids/asks)Snapshot on request (up to 50 levels)
public/get-tickers24h summary (high, low, volume, open interest)Updated per trade
public/get-tradesRecent trade historyLast 150 trades (7-day max window)

For low-latency applications, use WebSocket subscriptions instead:

  • book.{instrument_name}.{depth} - Order book updates (10 or 50 levels)
  • ticker.{instrument_name} - Real-time ticker updates
  • trade.{instrument_name} - Trade feed