Perpetual Market Data

Testnet-Only. Use https://test-dex-api.cloud.aultblockchain.xyz for these endpoints and the matching Testnet chain for signed actions. This product is not available on Mainnet.

Read Perp instruments, depth, trades, candles and funding rates. For trading rules, see Perpetuals.

Routes

All routes below are public GET requests. {market_id} is the bare hex ID returned by /perp/markets, not a display symbol or an oracle feed ID.

Path	Query	Response
`/api/v1/perp/markets`	None	`Market[]`
`/api/v1/perp/markets/{market_id}`	None	`Market`
`/api/v1/perp/tickers`	None	`Ticker[]`
`/api/v1/perp/markets/{market_id}/ticker`	None	`Ticker`
`/api/v1/perp/markets/{market_id}/orderbook`	`depth`, default 20, range 1 to 20	`Orderbook`
`/api/v1/perp/markets/{market_id}/trades`	`from`, `to`, `limit`, `cursor`	`PublicTrade[]`
`/api/v1/perp/markets/{market_id}/candles`	Required `interval`; optional `from`, `to`, `limit`, `cursor`	`Candle[]`
`/api/v1/perp/markets/{market_id}/funding-history`	`from`, `to`, `limit`, `cursor`	`History[]`

Candle intervals are 1m, 5m, 15m, 30m, 1h, 4h, 1d. Timestamps and bounds are Unix milliseconds. Feed limits and continuation are in Pagination. Malformed IDs and invalid depth/interval return 400; an unknown market returns 404. Tickers return 503 before their snapshot is available.

Instruments and prices

Use marketId for REST joins and market-specific reads. A display name, token denom and oracle feed name identify different things. halted and isolatedOnly are instrument flags; a market appearing in this API does not mean it is available in a user interface. tickPrecision, fees, leverage, margin tiers, notional caps and protocol minimums are returned as configuration. They are not a complete executable-order validator. A zero or absent UI limit must not be interpreted as unlimited leverage. lastPrice is a trade price, markPrice is the indexed mark, and indexPrice is the API’s calculated reference display. They are different values. Read Oracle for protocol price-state rules. estimatedHourlyRate is an estimate; use funding history and account funding payments for reconciliation. A missing value is null; windowComplete describes funding-window completion, not 24-hour ticker coverage. fundingStatus is the API’s classification of indexed funding state:

Value	Meaning
`sampling`	Current funding hour is being sampled
`settling`	Prior hour has samples and awaits settlement; `windowComplete` is true
`pending`	An anchored future window has not started
`paused`	No anchored window, such as after discarded sampling
`stale`	Indexed state missed a whole window
`unavailable`	No funding state/configuration available

scheduledWindowEnd is a nullable millisecond timestamp. An estimate is not a settled payment. Market marginTiers[].notionalCap: "0" marks the unbounded final tier; leverage is still capped. Market/config rows must both exist for an instrument to appear in the directory.

Quantities and book recovery

Trade and candle quantities are human base units. Prices are quote per base. Orderbook quantity is a raw base-unit decimal string and is not normalized like a trade’s quantity. Convert it using the instrument’s unit convention before comparing sizes. The book returns {marketId, bids, asks}, with levels {price, quantity}. It has no timestamp, height or sequence. Bids descend and asks ascend; an existing market without a book returns empty sides. Use this REST snapshot to recover the Perpetual book. It has no sequence for reconstructing intermediate changes. For live books, subscribe to l2Book on Perpetual Subscriptions.

# Set API_URL from the network's REST base URL, then discover MARKET_ID.
curl -fsS "$API_URL/api/v1/perp/markets"
curl -fsS "$API_URL/api/v1/perp/markets/$MARKET_ID/orderbook?depth=5"
curl -fsS --get "$API_URL/api/v1/perp/markets/$MARKET_ID/candles" \
  --data-urlencode 'interval=1h' --data-urlencode 'limit=100'

Response field reference

Types below describe JSON, not numeric units. See the unit notes above. Nullable values must not be replaced with zero.

Market

Field	JSON type
`marketId`	string
`symbol`	string
`baseDenom`	string
`quoteDenom`	string
`tickPrecision`	number
`halted`	boolean
`isolatedOnly`	boolean
`maxLeverage`	number
`makerFeeRate`	string
`takerFeeRate`	string
`marginTiers`	array of MarginTier
`maxPositionNotional`	string
`maxOpenInterestNotional`	string

MarginTier

Field	JSON type
`notionalCap`	string
`maxLeverage`	number

Ticker

Field	JSON type
`marketId`	string
`lastPrice`	string or null
`markPrice`	string or null
`indexPrice`	string or null
`bestBid`	string or null
`bestAsk`	string or null
`open24h`	string or null
`high24h`	string or null
`low24h`	string or null
`priceChangePercent24h`	string or null
`volumeBase24h`	string
`openInterestNotional`	string or null
`windowComplete`	boolean
`estimatedHourlyRate`	string or null
`scheduledWindowEnd`	number or null
`fundingStatus`	string
`timestamp`	number

Orderbook

Field	JSON type
`marketId`	string
`bids`	array of Level
`asks`	array of Level

Level

Field	JSON type
`price`	string
`quantity`	string

PublicTrade

Field	JSON type
`id`	string
`timestamp`	number
`marketId`	string
`price`	string
`quantity`	string
`takerSide`	string

Candle

Field	JSON type
`marketId`	string
`interval`	string
`openTime`	number
`open`	string
`high`	string
`low`	string
`close`	string
`volumeBase`	string
`isClosed`	boolean

History

Field	JSON type
`id`	string
`timestamp`	number
`marketId`	string
`fundingRate`	string

Getting Started

Spot REST API

Perpetual REST API (Testnet-Only)

Lending & Margin API (Testnet-Only)

Vaults & Oracle API (Testnet-Only)

WebSocket API

Trading Actions

Advanced

Routes

Instruments and prices

Quantities and book recovery

Response field reference

​Routes

​Instruments and prices

​Quantities and book recovery

​Response field reference

Routes

Instruments and prices

Quantities and book recovery

Response field reference