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A venue is an exchange where markets trade and prices form. Every venue operation is public market data and needs no API key. This page explains the model behind that data, so you know exactly what each value means and how fresh it is. For step-by-step recipes, see Market data.

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Venues and their capabilities

List venues returns each venue’s id and its capabilities: every market-data operation the venue offers, with its support.
  • GetOrderBook and GetRecentTrades are supported on every venue.
  • The other reads are usually PerMarket: the venue offers them, and each market’s marketData entry says whether that market does.
  • NotSupported means the venue does not offer the read: single-market reads (order book, recent trades, candles) return 422 NotSupported, and the batch observation reads return an Unavailable result with code NotSupported for each instrument. For example, a venue that publishes no index prices declares prices.index.getPrices as NotSupported.
See Venue capabilities for the full structure and how to resolve support for one market.

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Venue markets

List venue markets returns a venue’s markets, filtered by base, quote, types or a fuzzy search on the canonical symbol. The listing is paged; follow nextCursor until it is null. Each VenueMarketSummary describes one market: A BTC/USDT linear perpetual on a venue that reports all three price kinds might look like this (values are illustrative; read the live summary):
A null entry in marketData means the market does not offer that read. A non-null entry still has its own get (or list and listBefore) flags; check them. Use increments.price to set display precision (its decimal scale) and to group book levels in whole multiples of it. An increment, not a number of decimals, is used because a tick such as 0.5 cannot be expressed as a precision. Never price or size an order from increments: order rules come from the host market. Option markets are not listed.

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Order books and recent trades

Get order book returns the current book of one market, at the depth the venue feed provides:
  • bids are best (highest) first; asks are best (lowest) first.
  • Level sizes are native contracts.
  • asOf is the time the book is current as of. From Plurex’s live feed this can be the read time, even when the last change arrived earlier.
Get recent trades returns the venue’s recent public trades, oldest first, with an asOf. The venue bounds how many come back; it is not a complete history. Each PublicTrade has a price, a size in native contracts, the takerSide (null when the venue does not report the aggressor), the venue time observedAt and the time Plurex received it, receivedAt. Public trades carry no identity. Trade sizes can be finer than increments.size, for example a fill of an order sized by notional. Both reads are served from Plurex’s live feed for the market when one is running, and otherwise fetched from the venue. Either way the response means the same thing. An unknown or unsupported market returns 422 NotSupported; an unknown venue returns 404 NotFound.

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Observations

There is no “ticker” operation. A ticker bundles last price, best bid and ask, 24-hour statistics and funding into one object, as if they were observed together. They rarely are: each value updates on its own schedule, and venues define them differently. Plurex returns each observation separately, with its own venue time, so you never act on a value that is older than it looks. Ask for the specific observations your strategy uses.

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Prices by kind

PriceKind says what the venue reports a price to be. Kinds are never relabelled or derived from one another. If a market has no index price, Plurex does not substitute the mark price, and it does not compute a mark price from the order book. Request a kind the market does not report and you get an Unavailable result with code NotSupported. Mark, index, funding and open interest are what the venue reports. They are not the terms a particular host applies to your position.

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Statistics windows

Statistics are computed by the venue over the market’s declared window: Rolling with an ISO 8601 length such as PT24H, or CalendarDay in an IANA timeZone. Two venues’ windows need not mean the same, so read window before comparing “24-hour” figures across venues. volumeBase is in the base asset and volumeQuote in the quote asset.

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Indicative funding

The indicative funding rate is the venue’s current estimate of a perpetual’s funding rate, with the nextFundingTime when the venue gives it. The rate that actually settles can differ. Your settled funding payments appear in the account’s transactions.

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Open interest

unit says how amount is measured: Contracts, BaseAsset or QuoteAsset. It is fixed per market and declared in marketData.openInterest.unit. Convert with contractDetails before comparing open interest across venues.

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Batch reads

The five observation reads are batches. Send 1 to 50 distinct instruments; you get exactly one result per instrument, in request order. A result is either Observed, with the value and its timestamps, or Unavailable, with the error code a single read would have returned. One instrument cannot fail the batch.

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Timestamps and freshness

Every observation carries up to three times: Judge freshness by confirmedAt, falling back to observedAt. A price that has not moved for a minute can still be current: confirmedAt tells you the feed was watching it. receivedAt is not venue time, so it says nothing about how old the value was when the venue produced it.
Stale data looks stale. When a venue stops reporting a value, Plurex clears it rather than serving the last one it saw: price and open interest amount become null. A null value inside an Observed result means “no current value”, never zero.

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Candles

List candles returns OHLC candles for one market, one price kind and one interval.
  • Closed only. The candle still forming is never included.
  • Newest first, within and across pages.
  • No gaps within a page: one candle for every interval the page spans.
  • Aligned to UTC. Each CandleInterval (Minute1, Minute3, Minute5, Minute15, Minute30, Hour1, Hour2, Hour4, Hour6, Hour12, Day1) is aligned to whole multiples of itself from the Unix epoch, in UTC.
  • Half-open. A candle covers [startAt, endAt).
There are two variants. ByInstrument starts from the latest closed candle. ByInstrumentBefore starts from the candles that end at or before before. Follow nextCursor back in time until it is null. Each market declares its candle series per price kind in marketData.candles: Read these from the live summary rather than hard-coding them. A price kind, interval or variant the market does not list returns 422 NotSupported. volume and turnover are AssetValues, each naming its asset, because a bare number is ambiguous: on an inverse market the volume may be counted in the quote asset. Either is null when the venue does not report it.