Pro & API

Built for people who quote.

Same book, same fee formula, same all-in numbers as the ticket. Over REST and a gapless WebSocket, with the request shapes your bots already speak.

Get a sim key Endpoint reference

Prices: Fixed-point, 4 dp. No floats in the engine.
Feed: Snapshot, then deltas. Gapless seq per subscription.
Auth: Ed25519 over timestamp + method + path.
Limits: Token buckets. 429 with Retry-After, never a silent drop.

Signing

Sign timestamp + METHOD + path with your Ed25519 key, without the query string. Timestamps must be within ±30 seconds. Exact duplicates (key, timestamp, signature and body hash) are refused as replays, so two different orders in the same millisecond both go through.

The WebSocket accepts the same signature as query parameters, so browsers can connect, and takes cancel_on_disconnect=true if you want your quotes pulled when the socket drops.

Place a post-only ordernode

import crypto from "node:crypto";

const path = "/trade-api/v2/portfolio/events/orders";
const ts = String(Date.now());                       // ms, within ±30 s
const sig = crypto
  .sign(null, Buffer.from(ts + "POST" + path), key)  // Ed25519, no query string
  .toString("base64");

await fetch(BASE + path, {
  method: "POST",
  headers: {
    "ONSIDE-ACCESS-KEY": keyId,
    "ONSIDE-ACCESS-TIMESTAMP": ts,
    "ONSIDE-ACCESS-SIGNATURE": sig,
    "content-type": "application/json",
  },
  body: JSON.stringify({
    ticker: "ONS-FED-26DEC-CUT",
    side: "bid",                 // buy YES; "ask" = buy NO
    count: "25.00",              // *_fp: 2 dp
    price: "0.7900",             // *_dollars: 4 dp
    time_in_force: "good_till_canceled",
    post_only: true,
  }),
});

Already signing for another venue with the same scheme? Point your client at Onsides; the signature is identical.

Market data

Subscribe once, get the full book as a snapshot, then every change as a delta. Every message carries sid and a gapless seq: if you see a gap, resubscribe and you get a fresh snapshot. Snapshot plus deltas always equals the REST book.

Public orderbook_delta, ticker, trade, market lifecycle
Private fill, user_orders

/trade-api/ws/v2ws

→ {"id":1,"cmd":"subscribe",
   "params":{"channels":["orderbook_delta","trade","ticker"],
             "market_ticker":"ONS-FED-26DEC-CUT"}}

← {"type":"orderbook_snapshot","sid":1,"seq":1,
   "msg":{"yes_dollars_fp":[["0.7900","53.00"],…],"no_dollars_fp":[…]}}
← {"type":"orderbook_delta","sid":1,"seq":2,
   "msg":{"price_dollars":"0.8000","delta_fp":"-10.00","side":"yes"}}
← {"type":"trade","sid":2,"seq":1,
   "msg":{"yes_price_dollars":"0.8000","count_fp":"10.00","taker_book_side":"ask"}}

Fees for makers

Taking liquidity costs the published formula, 7% × C × P × (1 − P), rounded up to $0.0001 per order. Resting liquidity that gets taken pays the market’s maker rate, which is zero on every listed market today. Check any size with fee_preview before you send it; the engine uses the same code.

Taker, 100 @ 50¢$1.7500

Taker, 100 @ 90¢$0.6300

Maker, any size$0.0000

Endpoint reference

Base path /trade-api/v2. JSON in, JSON out.

Method	Path	What it does
GET	/markets	List markets with inside prices, volume, open interest
GET	/markets/{t}/orderbook	Full bid ladders for YES and NO
GET	/markets/{t}/fee_preview	Walk the book: avg price, fee, slippage, all-in
POST	/portfolio/events/orders	Place: GTC, IOC, FOK; post-only, reduce-only, STP
POST	/portfolio/events/orders/{id}/amend	Cancel-replace price or size
POST	/portfolio/events/orders/{id}/decrease	Reduce size, keep queue priority
DELETE	/portfolio/events/orders	Mass cancel, optionally by ticker
POST	/portfolio/order_groups/create	Contract limits across a group of orders
GET	/portfolio/fills	Every fill with its fee, to $0.0001

This is a simulated exchange. Keys, balances and fills are for testing and carry no cash value.

Signing

The WebSocket accepts the same signature as query parameters, so browsers can connect, and takes cancel_on_disconnect=true if you want your quotes pulled when the socket drops.

import crypto from "node:crypto"; const path = "/trade-api/v2/portfolio/events/orders"; const ts = String(Date.now()); // ms, within ±30 s const sig = crypto .sign(null, Buffer.from(ts + "POST" + path), key) // Ed25519, no query string .toString("base64"); await fetch(BASE + path, { method: "POST", headers: { "ONSIDE-ACCESS-KEY": keyId, "ONSIDE-ACCESS-TIMESTAMP": ts, "ONSIDE-ACCESS-SIGNATURE": sig, "content-type": "application/json", }, body: JSON.stringify({ ticker: "ONS-FED-26DEC-CUT", side: "bid", // buy YES; "ask" = buy NO count: "25.00", // *_fp: 2 dp price: "0.7900", // *_dollars: 4 dp time_in_force: "good_till_canceled", post_only: true, }), });

Market data

Public orderbook_delta, ticker, trade, market lifecycle

Private fill, user_orders

→ {"id":1,"cmd":"subscribe", "params":{"channels":["orderbook_delta","trade","ticker"], "market_ticker":"ONS-FED-26DEC-CUT"}} ← {"type":"orderbook_snapshot","sid":1,"seq":1, "msg":{"yes_dollars_fp":[["0.7900","53.00"],…],"no_dollars_fp":[…]}} ← {"type":"orderbook_delta","sid":1,"seq":2, "msg":{"price_dollars":"0.8000","delta_fp":"-10.00","side":"yes"}} ← {"type":"trade","sid":2,"seq":1, "msg":{"yes_price_dollars":"0.8000","count_fp":"10.00","taker_book_side":"ask"}}

Endpoint reference

Base path /trade-api/v2. JSON in, JSON out.

Method	Path	What it does
GET	/markets	List markets with inside prices, volume, open interest
GET	/markets/{t}/orderbook	Full bid ladders for YES and NO
GET	/markets/{t}/fee_preview	Walk the book: avg price, fee, slippage, all-in
POST	/portfolio/events/orders	Place: GTC, IOC, FOK; post-only, reduce-only, STP
POST	/portfolio/events/orders/{id}/amend	Cancel-replace price or size
POST	/portfolio/events/orders/{id}/decrease	Reduce size, keep queue priority
DELETE	/portfolio/events/orders	Mass cancel, optionally by ticker
POST	/portfolio/order_groups/create	Contract limits across a group of orders
GET	/portfolio/fills	Every fill with its fee, to $0.0001

This is a simulated exchange. Keys, balances and fills are for testing and carry no cash value.