Market Data & Read APIs
Market data is a read/query plane, separate from order-entry command paths. Current reads are backed by runtime facts and projections such as runtime.order_lifecycle_state, runtime.market_data_snapshots, and runtime.trades.
GET /api/v1/market-data/snapshots/{instrumentId}
Section titled “GET /api/v1/market-data/snapshots/{instrumentId}”Returns the top-of-book snapshot: remaining open LIMIT quantity for the instrument.
Query params: projectionName (default market-data-top-of-book).
404 with {"error": "market data snapshot not found"} if no snapshot exists yet for the instrument.
POST /api/v1/market-data/snapshots
Section titled “POST /api/v1/market-data/snapshots”Triggers a refresh of the snapshot projection.
Query params: projectionName (default market-data-top-of-book), sourceProjectionName (default runtime-normalized-venue-outcomes).
An opt-in background loop (MARKET_DATA_PROJECTOR_ENABLED=true) also refreshes snapshots continuously and reports status at /internal/market-data/projector/status.
GET /api/v1/market-data/depth/{instrumentId}
Section titled “GET /api/v1/market-data/depth/{instrumentId}”Returns bounded lifecycle-backed depth.
Query params: levels (default 5), projectionName (default market-data-depth), sourceProjectionName (default runtime-normalized-venue-outcomes).
404 with {"error": "market data depth not found"} if depth cannot be computed for the instrument.
GET /api/v1/market-data/trades/{instrumentId}
Section titled “GET /api/v1/market-data/trades/{instrumentId}”Returns public trade tape rows for one instrument, most recent first. The response exposes trade id, price, quantity, currency, occurred-at time, and a monotonic sequence cursor.
The public tape deliberately excludes counterparty, order, and participant identity.
Query params: limit (max 500), before sequence cursor.
GET /api/v1/market-data/bars/{instrumentId}
Section titled “GET /api/v1/market-data/bars/{instrumentId}”Returns intraday OHLCV bars aggregated from durable runtime trades.
Query params: interval (1m, 5m, 15m, 1h), start, end.
GET /api/v1/orders/current
Section titled “GET /api/v1/orders/current”Returns participant-scoped current own-order state. Supports bounded reads for bot/user contexts.
Query params: optional instrumentId, optional limit.
GET /api/v1/orders/history
Section titled “GET /api/v1/orders/history”Returns participant-scoped own-order history. Supports optional instrumentId and bounded limit.
GET /api/v1/orders/fills
Section titled “GET /api/v1/orders/fills”Returns participant-scoped fills by joining runtime orders and executions. Supports optional instrumentId and bounded limit.
GET /api/v1/data/availability
Section titled “GET /api/v1/data/availability”Returns the current read-surface inventory: endpoint, source type, freshness model, visibility scope, required/optional filters, projection lag, and watermark where available. Scenario and bot reports use this to distinguish durable fact reads from projection freshness. The inventory now includes settlement facts as scenario evidence.
Learn More
Section titled “Learn More”- API Overview — boundary contract shared across all routes
- Settlement APIs — scenario settlement evidence and ledger proof reads
docs/TRADING_MARKET_DATA_BOUNDARIES.md— why order-entry and market-data are kept as separate planes