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Sorted feed of standalone markets and market groups, with item type "market" or "binary_group". Grouped markets appear only inside their group. For category=esports, gameCounts contains per-title totals across all filtered pages. Anonymous responses may reuse a snapshot for one second. At capacity, returns 503 with Retry-After: 1.

Returns one market with outcomes, status, and trading details.

Returns available, locked, deposited, withdrawn, and total USD amounts, read from the database on every request (Cache-Control: no-store). withdrawalFee and bettingFee are also in USD. Held Canton Coin is reported separately in ccAvailable and ccLocked (CC units); ccPriceUsd is the USD price of one CC.

Updates account-wide trading preferences, also available in Account Settings. Send at least one of autoBurn, marketCashHeadroomEnabled or marketCashHeadroomUsd. Omitted fields stay unchanged; the response contains only the fields sent. Accepts login sessions and API keys with user:write. All accounts can send { "autoBurn": false } alone. Only MARKET_MAKER accounts can send either headroom field; other roles receive 403 even when marketCashHeadroomEnabled is false. The example is for a market-maker account. Saving preferences does not move cash or redeem shares; final market settlement is unchanged. PATCH /users/:userId remains unavailable to API keys.

Returns your profile and preferences. Accepts login sessions and API keys with user:read. autoBurn defaults to true. marketCashHeadroomEnabled defaults to true for market makers and is always false for other roles. marketCashHeadroomUsd defaults to "50.00" and is returned with exactly 2 decimal places. Change autoBurn in Account Settings or PATCH /api/v1/users/me/preferences. Only market makers can change the headroom fields.

Returns summary statistics, a preview of up to 50 active/ended positions, and the 10 most recent payouts. The example shows selected order-book summary fields. positionsTotal is the complete active/ended row count represented by /portfolio/me/positions; use that paginated endpoint for positions beyond the preview.

Returns unresolved positions. Use marketType=ORDER_BOOK for paginated share inventory across markets, avoiding per-market /portfolio/me/shares requests.

Returns every ACTIVE and ENDED ORDER_BOOK share row, including zero balances. Use marketId after a fill to refresh one market (uncached; VOIDED excluded). Resolved history uses cursor pagination; follow nextCursor until null. Collections are cached for 10 seconds.

Returns cash, locked balances, and the marked value of open ORDER_BOOK positions from one fresh database snapshot per request (Cache-Control: no-store). Use /api/v1/portfolio/me/equity for day and seven-day P/L.

Returns available cash, locked balances, open ORDER_BOOK mark-to-market value, and rolling P/L from one fresh database snapshot per request (Cache-Control: no-store). Use /api/v1/portfolio/me/equity-summary for totals without rolling P/L. Returns 503 with Retry-After: 1 at capacity.

Returns funding-neutral P/L chart points for the past day or week from one fresh database snapshot per request (Cache-Control: no-store). Each equity value is cumulative P/L within that window. Returns 503 with Retry-After: 1 at capacity.

Returns resolved and voided market positions from newest to oldest by market.resolutionTime. The default page size is 50 and the maximum is 500. ORDER_BOOK pagination is by market, so one market can return multiple outcome rows. When payoutPending is true, winning shares await a payout credit: payout reports only the credit recorded so far, and final P/L must wait. Pending payouts and exact-market reads bypass the stored history cache. Use status=RESOLVED|VOIDED and startTime/endTime to filter a resolution window, for example /api/v1/portfolio/me/history?marketType=ORDER_BOOK&status=RESOLVED&startTime=2026-04-01T00:00:00.000Z&endTime=2026-04-30T23:59:59.999Z.

Estimates immediate fills and fees from the displayed book using your account's fee rates. Places no order and reserves no funds or liquidity. Does not check funds, share ownership, or self-trade restrictions; execution can change with the book. postOnly applies only to placement.

Creates a Limit, Market, StopLoss, or TakeProfit order on an ORDER_BOOK market. On acceptance, cost moves from available balance to lockedEngine.

Places 1–32 orders on one ORDER_BOOK market. Legs may fill; Market type is rejected before any leg runs. Returns 201 when all legs succeed, or 400 with results in request order when a committed batch contains failures. Successful legs remain committed. Each failed leg has a string err; a committed zero-fill InternalCancel also includes its order. Inspect every result before retrying any leg. Counts as one write against the place/replace rate budget. The example shows a mixed HTTP 400 response with selected order fields.

Cancels open orders in one market. Targets are the union of orderIds and clientOrderIds. Cancel-all (every open order for this balance on the market) runs only when both lists are empty. Numeric ids and clientOrderIds are best-effort (continue after soft failures such as unresolved client ids; { dropped, err } when some succeed).

Replace or amend an open Limit order. quantity is the total fill limit (filled + desired remaining). Same-price size decrease keeps id/FIFO priority (status "amended") or cancels when nothing remains ("cancelled"). Price change or size increase cancel+places a new Limit sized to total − fills. Send postOnly: true on maker-only full replaces and on size decreases (would-take is skipped on decreases; postOnly still avoids maker-protection delay). Requires order:place and order:cancel.

Replaces 1–32 open Limit orders on one market. Each leg can supply its own revision using the single-replace rules; revisions are scoped to each open order lineage, not the batch. Replacements may fill; self-trade follows the market setting. Returns 200 when all legs succeed, or 400 with results in request order when a committed batch contains failures. A pre-trade rejection returns only a string err and keeps its source. A committed zero-fill InternalCancel includes err, cancellation/replacement IDs, and the replacement order; its source has been cancelled. Successful legs remain committed. Inspect every result before retrying any leg. Counts as one write against the place/replace rate budget. The example shows a mixed HTTP 400 response with selected order fields; source order 3 remains open.

Returns open orders (including pending StopLoss/TakeProfit) from newest to oldest. Omit marketId to cover the account; follow every nextCursor until null. Keep marketId, outcome, and limit fixed while paging. Each row may include client_order_id.

Lists retained mappings for accepted orders tagged with a client ID, whether open or closed, on your account. Results are available when the matching engine is disabled. Omit marketId to page across all markets; follow nextCursor until it is null. Client IDs can be reused after closure, so multiple closed orders may share one. Match a mapping to trade history by market_id and order_id. Results report retention_days (default 30). This is identity history, not an order-status lookup or replay receipt. Absence does not prove that a request failed or was never executed.

Returns fills from newest to oldest. Omit cursors on page 1. Pass nextCursor as cursor and burnsNextCursor as burnsCursor. Stop each stream when its cursor is null. Use startTime/endTime to bound a time window. One row is one order leg, not one match: a regular trade writes 2 legs (aggressive + passive) and a cross trade writes N (1 aggressive + N-1 passives, N = outcomes in the market), all sharing one trade_id, and trade_id restarts at 1 in every market — dedup on fill_id (burns: burn_uid), never on trade_id or burn_id, and count matches as distinct market_id + trade_id. Rows expose numeric order IDs only — no client_order_id mapping; absence from open orders does not prove a timed-out placement never executed.

Global availability only. Category policies and individual leg eligibility still apply.

Returns 201 for a new canonical definition or 200 for an existing one. Limited to 500 new combos per user per UTC day. Existing definitions do not count toward the quota and may be returned without revalidating eligibility; quote requests recheck it.

Combos containing at least one child of the group, newest first. Use group ID or slug; returns all statuses unless filtered.

Returns the definition and ordered legs, including selected market metadata. A definition alone does not guarantee that new trades are allowed.

Requester opens an RFQ, returning 201. SELL requires unreserved gross long inventory and reserves it while OPEN/ACCEPTED. BUY does not lock cash. At most 60s, capped at the earliest leg cutoff. No maker role required.

Requester only. Returns OPEN/unexpired and ACCEPTED quotes, current request, and fill or null. Expired windows are swept before reading. Filled quotes leave the quotes array; inspect fill to establish execution. Cache-Control: no-store.

Requester only. Cancels an OPEN request and its OPEN quotes; releases sell-inventory reservations. Allowed while combos are disabled. ACCEPTED requests cannot be cancelled.

Requires MARKET_MAKER or SUPER_ADMIN. Returns 201. Cannot quote your own RFQ. A new quote replaces this maker’s previous OPEN quotes on the request. Full quantity only, no partial fills. Quote TTL at most 30s, capped by request expiry and leg cutoff.

Requester only. Returns 200 and an ACCEPTED quote, not a fill. Starts a maker confirmation window of at most 3s; competing OPEN quotes are cancelled. Cash capacity is checked, but cash is not locked until confirm. Use order:read to reconcile via the request endpoint.

Requires the quoting MARKET_MAKER or SUPER_ADMIN. Atomic full-quantity fill, returning 201 with fill. Must arrive while the ACCEPTED request and quote remain unexpired. Balances, inventory, and eligibility are rechecked; a previous acceptance does not guarantee execution.

Session or API key. Returns all active funded claims, including zero-net positions that hold both long and short shares. No pagination. Settled claims disappear. Gross longs, minus outstanding SELL reservations, determine sellable inventory. Cache-Control: no-store.