Market Data

const pair = await sdk.market.getTradingPair('a1b2c3d4-...');
console.log(`${pair.symbol} tick size: ${pair.tickSize}`);
console.log(`${pair.symbol} quantity step: ${pair.quantityStepSize}`);

import Decimal from "decimal.js";

const screener = await sdk.market.getScreener({ marketType: "MARGIN", pageSize: 50 });

screener.items.forEach((row) => {
  const average7d = row.openInterestNotionalAvg7d;
  const surge = row.openInterestNotionalAvg24h !== null && average7d !== null && new Decimal(average7d).gt(0)
    ? new Decimal(row.openInterestNotionalAvg24h).div(average7d).toString()
    : null;
  console.log(`${row.symbol}: 24h/7d-average OI ${surge ?? "n/a"}`);
});

const pair = await sdk.market.getTradingPairBySymbol('BTC/USDC');
const metadata = await sdk.market.getMarketMetadata(pair.id);

console.log(`${metadata.symbol}: $${metadata.lastPrice}`);
console.log(`24h Change: ${metadata.priceChangePercent24h}%`);
console.log(`24h High: $${metadata.high24h}`);
console.log(`24h Low: $${metadata.low24h}`);

const stats = await sdk.market.getMarketStats();
console.log(`All-time volume: ${stats.totalQuoteVolumeLtd} USDC`);
console.log(`All-time trades: ${stats.totalTradeCountLtd}`);

const pair = await sdk.market.getTradingPairBySymbol('BTC/USDC');

// Get latest 100 candles
const candles = await sdk.market.getCandlesticks(pair.id, '1h', { limit: 100 });

// Get candles for a time range
const historicalCandles = await sdk.market.getCandlesticks(pair.id, '5m', {
  startTime: Date.now() - 24 * 60 * 60 * 1000,
  endTime: Date.now()
});

const config = await sdk.market.getPerpMarketConfig(pair.id);
// config.riskTiers ==
// [
//   { tierLevel: 1, lowerBoundNotional: "0",         maxLeverage: "50", initialMarginRatio: "0.02", maintenanceMarginRatio: "0.01", initialMarginDeduction: "0", maintenanceMarginDeduction: "0" },
//   { tierLevel: 2, lowerBoundNotional: "100000000", maxLeverage: "25", initialMarginRatio: "0.04", maintenanceMarginRatio: "0.02", initialMarginDeduction: "2000000", maintenanceMarginDeduction: "1000000" },
// ]
// A $200M position falls in tier 2: MM = 200_000_000 * 0.02 - 1_000_000 = 3_000_000

const funding = await sdk.market.listAllFundingHistory({ orderBy: "DESC", pageSize: 100 });
funding.records.forEach((r) => {
  console.log(`${r.tradingPairId}: ${r.fundingRate}${r.carried ? " (sparse window, settled at zero)" : ""}`);
});

const pair = await sdk.market.getTradingPairBySymbol('BTC/USDC');

const orderbook = await sdk.orderbook.getOrderbook(pair.id, {
  depth: 20,
  magnitude: 1  // Group by $1 price levels
});

console.log(`Best bid: ${orderbook.bestBid}`);
console.log(`Best ask: ${orderbook.bestAsk}`);
console.log(`Spread: ${Number(orderbook.bestAsk) - Number(orderbook.bestBid)}`);

const pair = await sdk.market.getTradingPairBySymbol('BTC/USDC');

// Last 50 trades
const { trades } = await sdk.trades.getTrades(pair.id, { pageSize: 50 });

trades.forEach(trade => {
  console.log(`${trade.data.makerSide} ${trade.data.quantity} @ ${trade.data.price}`);
});

// Walk the pair's whole history
let pageToken: string | undefined;
do {
  const page = await sdk.trades.getTrades(pair.id, { pageSize: 1000, pageToken });
  handle(page.trades);
  pageToken = page.nextPageToken || undefined;
} while (pageToken);

const trade = await sdk.trades.getTradeById('a1b2c3d4-...');
console.log(`${trade.data.makerSide} ${trade.data.quantity} @ ${trade.data.price}`);