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A crypto market is a binary market whose question is about the price of a digital asset rather than a sporting or political outcome. It trades, settles and redeems exactly like any other binary market — same orderbook, same EIP-712 order, same ConditionalTokens redemption — but the payload carries an extra machine-readable block so you never have to parse the market title or the rules text. Two product lines exist today:

Long-dated price markets

Operator-listed YES / NO questions — “will BTC touch 64,400before30July?","willtheJulyUTCclosebeabove64,400 before 30 July?", "will the July UTC close be above 65,000?”. Lifetimes of days to months. Described on this page.

Up/Down windows

Machine-minted Up / Down markets on a recurring 15-minute (or hourly / daily) grid, grouped into a series. Their own page — they add a cryptoWindow block and a series navigation endpoint.
Both lines carry the same crypto block, the same instrument catalog and the same live price feed, so a client that renders one renders the other with one extra null-check.

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Finding crypto markets

Crypto markets live under the crypto vertical. The event list takes the filter directly:
All three accept repeated keys (?asset=btc&asset=eth) or CSV (?asset=btc,eth), up to 20 distinct values per field. GET /api/verticals returns the counts behind those chips — on the crypto vertical only, the summary carries an extra crypto block:
Each bucket is an independent overlap count (one event can sit in several) — never derive one from another, or from count. cadences and assets map 1:1 onto ?cadence= / ?asset=; preMarket is informational only — there is no matching /api/events filter, so it has no list to reconcile against. Only buckets with count > 0 are emitted.

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The crypto block

Every market payload — /api/markets, /api/markets/{slug}, and the nested markets[] on /api/events — carries a crypto field. It is null on every non-crypto market, and on a crypto market it is the structured counterpart of the human resolutionCriteria text:
title carries the strike. On a crypto market with a targetPrice, the market title is the bare strike digits ("64400") — the surrounding copy lives on the parent event. Format the number yourself (thousands separators, currency); don’t string-parse the rule out of the title.
Branch on crypto, not on marketType. Operator-listed crypto markets carry marketType: "CRYPTO_PRICE_EVENT", but factory-minted Up/Down windows leave marketType null. The reliable discriminators are crypto !== null (any crypto market) and cryptoWindow !== null (Up/Down window specifically).

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Product catalog

productType values the platform models. The listable column marks what an operator can create in the current release; the rest are modelled and understood by the settlement engine but gated off. Touch products (THRESHOLD_*) settle on a first touch: equality counts, and the YES outcome locks the moment the barrier is touched, even though the market settles after the observation window ends.

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Instruments

Prices are sourced from Chainlink — one-minute candlestick data for long-dated products, Data Streams reports for the Up/Down open pin. The crypto-price-history endpoint below rejects an instrument outside this catalog with 422 instrument_unsupported.

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Underlying price curve

The probability charts (/ohlc, /price-history) describe the market. This endpoint describes the coin — the reference price the market is written against, from the same finalized one-minute candles the oracle ingests:
Path parameter is the market symbol (like the other market sub-resources — only the root /api/markets/{slug} detail takes a slug). range is required: Buckets with no source candle are absent, not zero-filled — a 1h request typically returns 57–60 points. Draw gaps, don’t interpolate across them.
  • points[] are per-bucket closes in ascending time order, already scaled to human decimal strings. Only complete, grid-aligned buckets are returned, so the series is stable between polls — from / to echo the snapped window the server actually queried.
  • spot is the latest finalized minute for the instrument and may sit past to; null when no candles exist yet.
  • priceToBeat is the reference line to draw on the same axis — the frozen open of an Up/Down window, already scaled. It is null on long-dated markets: their reference line is crypto.targetPrice.
Public endpoint — no auth required. Two IP buckets apply together: the shared markets ceiling (600 req/min) and this route’s own (120 req/min). Responses carry Cache-Control: public, max-age=30.
For a live price, don’t poll this endpoint — subscribe to crypto_price_tick and append ticks to the curve you fetched. One feed per instrument serves every strike and every window on that asset.

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Settlement

Crypto markets settle through the standard binary path — oracle proposes, challenge window, finalize, redeem — see Settlement flow. The difference is the evidence: the outcome is derived from Chainlink price data against the immutable rule captured in the crypto block at listing time, not from a sports data provider. The rule is written once and never edited, so crypto on an open market is the same rule the settlement engine will bind.