Markets

Pair catalog

pairs = await client.markets.pairs()             # {index: PairInfo}
eth = await client.markets.pair("ETH/USD")       # by symbol or index

print(eth.index, eth.symbol)
print("leverage:", eth.leverages.min_leverage, "-", eth.leverages.max_leverage)
print("fees:", eth.open_fee_p, "/", eth.close_fee_p, "%")
print("funding/h:", eth.funding_fee_per_hour_p, "%")
print("OI:", eth.open_interest.long, "long /", eth.open_interest.short, "short")

Everything comes from one /v2/trading snapshot, cached for 5 seconds (snapshot() with force=True refreshes). For a live copy of the same payload (funding, OI, spreads, market hours) subscribe to the data service Socket.IO feed. Useful PairInfo fields:

Field	Meaning
`leverages`	Min/max leverage (plus Upside-specific bounds)
`open_fee_p`, `close_fee_p`, `spread_p`	Fees and fixed spread, in %
`min_lev_pos_usdc`	Minimum position notional in USDC
`open_interest`, `pair_oi`, `pair_max_oi`, `max_wallet_oi`	OI state and caps
`funding_rate`, `funding_fee_per_hour_p`, `margin_fee`	Funding and rollover
`values.max_gain_p`, `values.max_sl_p`	TP/SL percent bounds (`2500` = 2500% gain cap)
`twap_params`	Min/max run time, frequency, TWAP fee
`pnl_fees`	Upside profit-share tiers
`is_upside`	`True` for Upside markets (`_UPSIDE`-suffixed pairs)
`is_market_open`	Market-hours check (matters for forex/commodities)

The snapshot itself (await client.markets.snapshot()) carries protocol-wide state: total_oi, max_open_interest, group_info, max_trades_per_pair.

Upside markets

Upside markets (formerly “zero-fee”/ZFP) are separate pairs suffixed _UPSIDE — BTC_UPSIDE/USD trades alongside BTC/USD with the same price feed but no open/close fee and a tiered profit share on gains. Trading methods route the order type automatically from the pair; you just pick the market:

upside = await client.markets.upside_pairs()          # {index: PairInfo}

btc_upside = await client.markets.pair("BTC_UPSIDE")  # symbol works too
twin = await client.markets.upside_pair_for("BTC/USD")  # fixed-fee -> upside twin

print(btc_upside.is_upside)     # True
print(btc_upside.base_symbol)   # "BTC/USD" (suffix stripped)

Symbol resolution accepts "BTC_UPSIDE", "BTC_UPSIDE/USD", and quote-side forms like "USD/JPY_UPSIDE"; upside_pair_for raises when a market has no upside listing. Upside pairs are market-only — see Market orders.

Spread

Per-order spread quote from the risk engine v2 — the same endpoint the Avantis web app uses. Size the request by coin exposure directly, or by collateral + leverage (converted at wanted_price, or the live price when omitted):

spread = await client.markets.spread(
    "ETH/USD", collateral=1000, leverage=10, is_long=True,
)
print(spread["spreadPct"], spread["spreadMechanism"])   # percent, descaled

spreadPct is the quoted value (the with-flow estimate when the flow mechanism is active, otherwise the without-flow spread). A 404 means the engine matched a mechanism but could not compute a spread (for example a stale orderbook) — treat it as “do not execute”, not as zero spread.

The v2 spread engine serves both networks — it is the production spread source. The legacy client.markets.dynamic_spread(...) endpoint was decommissioned on mainnet at the v2 cutover (it raises a ConfigError there) and remains available on testnet only.

Related risk reads: client.markets.open_interests() (per-pair long/short OI including pending amounts) and client.markets.orderbook_snapshots() (cumulative bid/ask coin liquidity per orderbook source).

Candles

OHLCV via the feed’s TradingView shim:

import time
candles = await client.markets.candles("ETH/USD", "60", int(time.time()) - 86400, int(time.time()))

Resolutions follow TradingView conventions ("1", "5", "60", "D", …). For live prices and streaming, see Prices & streams.

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Advanced

Pair catalog

Upside markets

Spread

Candles

​Pair catalog

​Upside markets

​Spread

​Candles

Pair catalog

Upside markets

Spread

Candles