Markets list
Get a list of markets
Query Parameters
- 200
- default
A successful response.
Schema
- Array [
- Array [
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- Array [
- Array [
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- Array [
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- Array [
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- STATUS_UNSPECIFIED: Default value.
- STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
- STATUS_DEACTIVATED: STATUS_DEACTIVATED describes an data source spec that is not listening to data anymore.
- Array [
- Array [
- ]
- ]
- Array [
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- Array [
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- STATUS_UNSPECIFIED: Default value.
- STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
- STATUS_DEACTIVATED: STATUS_DEACTIVATED describes an data source spec that is not listening to data anymore.
- ]
markets object[]
Number of decimal places that a price must be shifted by in order to get a
correct price denominated in the currency of the market, for example:
realPrice = price / 10^decimalPlaces.
fees object
Fees configuration that apply to the market.
factors object
Fee factors.
Infrastructure fee charged network wide for staking and governance.
Liquidity fee applied per market for market making.
Market maker fee charged network wide.
Unique ID for the market.
The fraction of the parent market's insurance pool that this market inherits; range 0 through 1.
Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.
liquidityMonitoringParameters object
LiquidityMonitoringParameters for the market.
Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction.
targetStakeParameters object
Specifies parameters related to target stake calculation.
Specifies scaling factors used in target stake calculation.
Specifies length of time window expressed in seconds for target stake calculation.
Specifies the triggering ratio for entering liquidity auction.
Percentage move up and down from the mid price which specifies the range of price levels over which automated liquidity provision orders will be deployed.
marketTimestamps object
Timestamps for when the market state changes.
Time when the market closed.
Time when the market has left the opening auction and is ready to accept trades.
Time when the market has been voted in and began its opening auction.
Time when the market is first proposed.
openingAuction object
Auction duration specifies how long the opening auction will run (minimum duration and optionally a minimum traded volume).
Duration of the auction in seconds.
Target uncrossing trading volume.
The number of decimal places for a position.
priceMonitoringSettings object
PriceMonitoringSettings for the market.
parameters object
Specifies price monitoring parameters to be used for price monitoring purposes.
triggers object[]
Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.
Price monitoring projection horizon τ in seconds.
Price monitoring probability level p.
Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.
Possible values: [STATE_UNSPECIFIED, STATE_PROPOSED, STATE_REJECTED, STATE_PENDING, STATE_CANCELLED, STATE_ACTIVE, STATE_SUSPENDED, STATE_CLOSED, STATE_TRADING_TERMINATED, STATE_SETTLED]
Default value: STATE_UNSPECIFIED
Current state of the market.
ID of the market that succeeds this market if it exists. This will be populated by the system when the successor market is enabled.
tradableInstrument object
Tradable instrument configuration.
instrument object
Details for the underlying instrument.
Code for the instrument.
future object
Future.
dataSourceSpecBinding object
Binding between the data spec and the data source.
Name of the property in the source data that should be used as settlement data. If it is set to "prices.BTC.value", then the Future will use the value of this property as settlement data.
Name of the property in the data source data that signals termination of trading.
dataSourceSpecForSettlementData object
Data source specification that describes the settlement data source filter.
data object
DataSourceDefinition represents the top level object that deals with data sources. DataSourceDefinition can be external or internal, with whatever number of data sources are defined for each type in the child objects below.
external object
DataSourceDefinitionExternal is the top level object used for all external data sources.
It contains one of any of the defined SourceType variants.
ethCall object
Specifies a data source that derives its content from calling a read method on an Ethereum contract.
The ABI of that contract.
Ethereum address of the contract to call.
List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.
Name of the method on the contract to call.
trigger object
Conditions for determining when to call the contract method.
timeTrigger object
Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.
Repeat the call every n seconds after the inital call. If no time for initial call was specified, begin repeating immediately.
Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.
If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.
oracle object
All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.
filters object[]
Filters describes which source data are considered of interest or not for the product (or the risk model).
conditions object[]
Conditions that should be matched by the data to be considered of interest.
Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]
Default value: OPERATOR_UNSPECIFIED
Type of comparison to make on the value.
Value to be compared with by the operator.
key object
Data source's data property key targeted by the filter.
Name of the property.
Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]
Default value: TYPE_UNSPECIFIED
Data type of the property.
signers object[]
Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.
ethAddress object
In case of an open oracle - Ethereum address will be submitted.
pubKey object
List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.
internal object
DataSourceDefinitionInternal is the top level object used for all internal data sources.
It contains one of any of the defined SourceType variants.
time object
DataSourceSpecConfigurationTime is the internal data source used for emitting timestamps.
conditions object[]
Conditions that the timestamps should meet in order to be considered.
Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]
Default value: OPERATOR_UNSPECIFIED
Type of comparison to make on the value.
Value to be compared with by the operator.
Hash generated from the DataSpec data.
Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]
Default value: STATUS_UNSPECIFIED
dataSourceSpecForTradingTermination object
Data source specification that describes the trading termination data source filter.
data object
DataSourceDefinition represents the top level object that deals with data sources. DataSourceDefinition can be external or internal, with whatever number of data sources are defined for each type in the child objects below.
external object
DataSourceDefinitionExternal is the top level object used for all external data sources.
It contains one of any of the defined SourceType variants.
ethCall object
Specifies a data source that derives its content from calling a read method on an Ethereum contract.
The ABI of that contract.
Ethereum address of the contract to call.
List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.
Name of the method on the contract to call.
trigger object
Conditions for determining when to call the contract method.
timeTrigger object
Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.
Repeat the call every n seconds after the inital call. If no time for initial call was specified, begin repeating immediately.
Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.
If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.
oracle object
All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.
filters object[]
Filters describes which source data are considered of interest or not for the product (or the risk model).
conditions object[]
Conditions that should be matched by the data to be considered of interest.
Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]
Default value: OPERATOR_UNSPECIFIED
Type of comparison to make on the value.
Value to be compared with by the operator.
key object
Data source's data property key targeted by the filter.
Name of the property.
Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]
Default value: TYPE_UNSPECIFIED
Data type of the property.
signers object[]
Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.
ethAddress object
In case of an open oracle - Ethereum address will be submitted.
pubKey object
List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.
internal object
DataSourceDefinitionInternal is the top level object used for all internal data sources.
It contains one of any of the defined SourceType variants.
time object
DataSourceSpecConfigurationTime is the internal data source used for emitting timestamps.
conditions object[]
Conditions that the timestamps should meet in order to be considered.
Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]
Default value: OPERATOR_UNSPECIFIED
Type of comparison to make on the value.
Value to be compared with by the operator.
Hash generated from the DataSpec data.
Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]
Default value: STATUS_UNSPECIFIED
Quote name of the instrument.
Underlying asset for the future.
Unique instrument ID.
metadata object
Collection of instrument meta-data.
List of 0 or more tags.
Name of the instrument.
spot object
Spot.
Asset ID of the underlying base asset for the spot product.
Name of the instrument.
Asset ID of the underlying quote asset for the spot product.
logNormalRiskModel object
Log normal.
params object
Risk model parameters for log normal.
Mu parameter, annualised growth rate of the underlying asset.
R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number.
Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number.
Risk Aversion Parameter.
Tau parameter of the risk model, projection horizon measured as a year fraction used in the expected shortfall calculation to obtain the maintenance margin, must be a strictly non-negative real number.
marginCalculator object
Margin calculator for the instrument.
scalingFactors object
Scaling factors for margin calculation.
Collateral release level. If a trader has collateral above this level, the system will release collateral to a trader's general collateral account for the asset.
Initial margin level. This is the minimum amount of collateral required to open a position in a market that requires margin.
Collateral search level. If collateral dips below this value, the system will search for collateral to release.
simpleRiskModel object
Simple.
params object
Risk model params for simple modelling.
Pre-defined risk factor value for long.
Pre-defined risk factor value for short.
Pre-defined maximum price move up that the model considers as valid.
Pre-defined minimum price move down that the model considers as valid.
Pre-defined constant probability of trading.
Possible values: [TRADING_MODE_UNSPECIFIED, TRADING_MODE_CONTINUOUS, TRADING_MODE_BATCH_AUCTION, TRADING_MODE_OPENING_AUCTION, TRADING_MODE_MONITORING_AUCTION, TRADING_MODE_NO_TRADING]
Default value: TRADING_MODE_UNSPECIFIED
Current mode of execution of the market.
{
"markets": [
{
"decimalPlaces": "string",
"fees": {
"factors": {
"infrastructureFee": "string",
"liquidityFee": "string",
"makerFee": "string"
}
},
"id": "string",
"insurancePoolFraction": "string",
"linearSlippageFactor": "string",
"liquidityMonitoringParameters": {
"auctionExtension": "string",
"targetStakeParameters": {
"scalingFactor": 0,
"timeWindow": "string"
},
"triggeringRatio": "string"
},
"lpPriceRange": "string",
"marketTimestamps": {
"close": "string",
"open": "string",
"pending": "string",
"proposed": "string"
},
"openingAuction": {
"duration": "string",
"volume": "string"
},
"parentMarketId": "string",
"positionDecimalPlaces": "string",
"priceMonitoringSettings": {
"parameters": {
"triggers": [
{
"auctionExtension": "string",
"horizon": "string",
"probability": "string"
}
]
}
},
"quadraticSlippageFactor": "string",
"state": "STATE_UNSPECIFIED",
"successorMarketId": "string",
"tradableInstrument": {
"instrument": {
"code": "string",
"future": {
"dataSourceSpecBinding": {
"settlementDataProperty": "string",
"tradingTerminationProperty": "string"
},
"dataSourceSpecForSettlementData": {
"createdAt": "string",
"data": {
"external": {
"ethCall": {
"abi": [
{}
],
"address": "string",
"args": [
{}
],
"method": "string",
"trigger": {
"timeTrigger": {
"every": "string",
"initial": "string",
"until": "string"
}
}
},
"oracle": {
"filters": [
{
"conditions": [
{
"operator": "OPERATOR_UNSPECIFIED",
"value": "string"
}
],
"key": {
"name": "string",
"numberDecimalPlaces": "string",
"type": "TYPE_UNSPECIFIED"
}
}
],
"signers": [
{
"ethAddress": {
"address": "string"
},
"pubKey": {
"key": "string"
}
}
]
}
},
"internal": {
"time": {
"conditions": [
{
"operator": "OPERATOR_UNSPECIFIED",
"value": "string"
}
]
}
}
},
"id": "string",
"status": "STATUS_UNSPECIFIED",
"updatedAt": "string"
},
"dataSourceSpecForTradingTermination": {
"createdAt": "string",
"data": {
"external": {
"ethCall": {
"abi": [
{}
],
"address": "string",
"args": [
{}
],
"method": "string",
"trigger": {
"timeTrigger": {
"every": "string",
"initial": "string",
"until": "string"
}
}
},
"oracle": {
"filters": [
{
"conditions": [
{
"operator": "OPERATOR_UNSPECIFIED",
"value": "string"
}
],
"key": {
"name": "string",
"numberDecimalPlaces": "string",
"type": "TYPE_UNSPECIFIED"
}
}
],
"signers": [
{
"ethAddress": {
"address": "string"
},
"pubKey": {
"key": "string"
}
}
]
}
},
"internal": {
"time": {
"conditions": [
{
"operator": "OPERATOR_UNSPECIFIED",
"value": "string"
}
]
}
}
},
"id": "string",
"status": "STATUS_UNSPECIFIED",
"updatedAt": "string"
},
"quoteName": "string",
"settlementAsset": "string"
},
"id": "string",
"metadata": {
"tags": [
"string"
]
},
"name": "string",
"spot": {
"baseAsset": "string",
"name": "string",
"quoteAsset": "string"
}
},
"logNormalRiskModel": {
"params": {
"mu": 0,
"r": 0,
"sigma": 0
},
"riskAversionParameter": 0,
"tau": 0
},
"marginCalculator": {
"scalingFactors": {
"collateralRelease": 0,
"initialMargin": 0,
"searchLevel": 0
}
},
"simpleRiskModel": {
"params": {
"factorLong": 0,
"factorShort": 0,
"maxMoveUp": 0,
"minMoveDown": 0,
"probabilityOfTrading": 0
}
}
},
"tradingMode": "TRADING_MODE_UNSPECIFIED"
}
]
}
An unexpected error response.
Schema
- Array [
- ]
details object[]
{
"code": 0,
"details": [
{
"@type": "string"
}
],
"message": "string"
}