Binary markets
YES / NO on a single question. Settled through
CTFExchange
against ConditionalTokens.Neg-risk markets
3+ mutually exclusive outcomes. Settled through
NegRiskAdapterPredictStreetNegRiskCtfExchange.
Crypto markets
Price questions on BTC / ETH — the
crypto rule block, the product
catalog, and the underlying-price curve endpoint.Up/Down windows
Short-dated
Up / Down markets on a recurring window grid — the
cryptoWindow block and series navigation.Lifecycle
Listing markets
Increment
offset by limit for each page. A page containing fewer
than limit markets is the last page. The response does not include
total, hasMore, or nextOffset.
Crypto markets carry two additional blocks on the same shape —
crypto (the machine-readable price rule) and cryptoWindow
(Up/Down window facts). Both are null on every non-crypto market,
so a client that ignores them is unaffected. See
Crypto markets.Polymarket-equivalent fields
On-chain identifiers
conditionId / questionId are the bytes32 hex values from
ConditionalTokens. yesTokenId
/ noTokenId are the ERC-1155 position ids you sign over in your
EIP-712 Order typed data. All four are null until the market’s
deployment is confirmed (status PRE_MARKET or beyond).
For multi-outcome (neg-risk) markets noTokenId is null — each
outcome is its own YES token managed by the
NegRiskAdapter. Pull the per-outcome
token ids from the on-chain adapter via the conditionId.
See Events overview for how markets group
under events and how to filter the public catalog.
Individual market detail
group, stage, teamA, teamB, tags, eventStartTime),
call GET /api/events/{id} with the event id from the parent grouping
(see the Events group in the API reference sidebar).
Orderbook snapshot
symbol. For live book updates, use the
orderbook WebSocket channel — polling is rate-limited and
latency-inferior.