API

Clients
- REST Public Client
- REST Authenticated Client
- WebSocketClient
- OrderBookRealTimeClient
Enums
- CandleInterval
- EthTransactionStatus
- Liquidity
- MarketStatus
- OrderSelfTradePrevention
- OrderSide
- OrderStateChange
- OrderStatus
- OrderTimeInForce
- OrderType
REST Requests
- RestRequestCancelOrders
- RestRequestFindBalances
- RestRequestFindCandles
- RestRequestFindDeposit
- RestRequestFindDeposits
- RestRequestFindFill
- RestRequestFindFills
- RestRequestFindMarkets
- RestRequestFindOrder
- RestRequestFindOrders
- RestRequestFindTrades
- RestRequestFindWithdrawal
- RestRequestFindWithdrawals
- RestRequestOrder
- RestRequestWithdrawal
- RestRequestAssociateWallet
REST Responses
- RestResponseAsset
- RestResponseBalance
- RestResponseCandle
- RestResponseDeposit
- RestResponseExchangeInfo
- RestResponseFill
- RestResponseMarket
- RestResponseOrder
- RestResponseCanceledOrder
- RestResponseOrderBookLevel1
- RestResponseOrderBookLevel2
- RestResponseOrderBookPriceLevel
- RestResponseOrderFill
- RestResponsePing
- RestResponseTicker
- RestResponseTime
- RestResponseTrade
- RestResponseUser
- RestResponseWallet
- RestResponseWebSocketToken
- RestResponseWithdrawal
- RestResponseAssociateWallet
WebSocket Subscriptions
- AuthTokenWebSocketRequestOrdersSubscription
- AuthTokenWebSocketRequestBalancesSubscription
- WebSocketRequestTickersSubscription
- WebSocketRequestCandlesSubscription
- WebSocketRequestTradesSubscription
- WebSocketRequestL1OrderBookSubscription
- WebSocketRequestL2OrderBookSubscription
- WebSocketRequestBalancesSubscription
- WebSocketRequestOrdersSubscription
WebSocket Responses
- WebSocketResponseError
- WebSocketResponseSubscriptions
- WebSocketResponseTickerShort
- WebSocketResponseTickerLong
- WebSocketResponseCandleShort
- WebSocketResponseCandleLong
- WebSocketResponseTradeShort
- WebSocketResponseTradeLong
- WebSocketResponseL1OrderBookShort
- WebSocketResponseL1OrderBookLong
- WebSocketResponseL2OrderBookShort
- WebSocketResponseL2OrderBookLong
- WebSocketResponseBalanceShort
- WebSocketResponseBalanceLong
- WebSocketResponseOrderShort
- WebSocketResponseOrderLong
- WebSocketResponseOrderFillShort
Type Guards
- isWebSocketAuthenticatedSubscription
- isWebSocketUnauthenticatedSubscription
- isWebSocketCandlesSubscription
- isWebSocketLooseSubscription
- isCandleInterval
ECDSA Signatures
- MessageSigner
Misc Types & Utilities
- ErrorShortCodes
L1Equal
- Parameters
L2toL1OrderBook
- Parameters
BestAvailablePriceLevels
- Properties
RestRequestFindLiquidityPools
- Properties
L1OrderBook
- Properties
L2LimitOrderBookToHybridOrderBooks
- Parameters
updateL2Levels
- Parameters
RestRequestAddLiquidity
- Properties
L2OrderBook
- Properties
calculateGrossBaseQuantity
- Parameters
WebSocketRequestTokenPriceSubscription
- Properties
createPrivateKeyMessageSigner
- Parameters
- Examples
updateL2Side
- Parameters
OrderBookFeesAndMinimums
- Properties
RestRequestRemoveLiquidity
- Properties
privateKeySigner
OrderBookLevelType
OrderBookLevelL1
- Properties
calculateGrossBaseValueOfBuyQuantities
- Parameters
RestRequestFindLiquidityAddition
- Properties
OrderBookLevelL2
- Properties
calculateGrossQuoteQuantity
- Parameters
PoolReserveQuantities
- Properties
RestRequestFindLiquidityRemoval
- Properties
PriceLevelQuantities
- Properties
RestRequestFindLiquidityChanges
- Properties
calculateGrossQuoteValueOfSellQuantities
- Parameters
MarketType
- orderBook
- hybrid
calculateBaseQuantityOut
- Parameters
LiquidityChangeOrigination
- OnChain
- OffChain
WebSocketRequestAuthenticatedSubscription
WebSocketRequestUnauthenticatedSubscription
LiquidityChangeType
- Addition
- Removal
AuthTokenWebSocketRequestAuthenticatedSubscription
calculateQuoteQuantityOut
- Parameters
AuthTokenWebSocketRequestSubscription
MultiverseChain
WebSocketRequestSubscription
WebSocketResponseLiquidityPoolShort
- Properties
numerator
RestResponseLiquidityPool
- Properties
WebSocketResponseLiquidityPoolLong
- Properties
WebSocketRequestSubscriptionsByName
- Properties
calculateSyntheticPriceLevels
- Parameters
RestResponseLiquidityAddition
- Properties
RestResponseLiquidityPoolReserves
- Properties
WebSocketResponseL2OrderBookChange
RestResponseLiquidityRemoval
- Properties
WebSocketRequestUnsubscribe
- Properties
recalculateHybridLevelAmounts
- Parameters
WebSocketRequestSubscriptions
- Properties
WebSocketRequest
WebSocketRequest
TradeType
- orderBook
- pool
- hybrid
sortAndMergeLevelsUnadjusted
- Parameters
quantitiesAvailableFromPoolAtAskPrice
- Parameters
WebSocketResponseTokenPriceShort
- Properties
WebSocketResponseTokenPriceLong
- Properties
WebSocketResponseSubscriptionMessageShort
WebSocketResponseSubscriptionMessageLong
quantitiesAvailableFromPoolAtBidPrice
- Parameters
aggregateL2OrderBookAtTickSize
- Parameters
L1orL2BestAvailablePrices
- Parameters
L1L2OrderBooksWithMinimumTaker
- Parameters
validateSyntheticPriceLevelInputs
- Parameters
adjustPriceToTickSize
- Parameters

Clients

REST Public Client

  import { RestPublicClient } from '@idexio/idex-sdk';

RestPublicClient

Public REST API client

Parameters

options RestPublicClientOptions

Examples

import { v1 as uuidv1 } from 'uuid';
import { RestPublicClient } from '@idexio/idex-sdk';

const publicClient = new RestPublicClient({
  sandbox: true,
  // Optionally provide an API key to increase rate limits
  apiKey: '1f7c4f52-4af7-4e1b-aa94-94fac8d931aa',
});
console.log(await publicClient.getTickers('IDEX-ETH'));

ping

See: https://api-docs-v3.idex.io/#get-ping

Test connectivity to the REST API

Returns {}

getServerTime

See: https://api-docs-v3.idex.io/#get-time

Returns the current server time

Returns Promise<number> Current server time as milliseconds since UNIX epoch

getExchangeInfo

See: https://api-docs-v3.idex.io/#get-exchange

Returns basic information about the exchange.

Returns Promise<RestResponseExchangeInfo>

getAssets

See: https://api-docs-v3.idex.io/#get-assets

Returns information about assets supported by the exchange

Returns Promise<Array<RestResponseAsset>>

getMarkets

See: https://api-docs-v3.idex.io/#get-markets

Returns information about the currently listed markets

Parameters

findMarkets RestRequestFindMarkets

Returns Promise<Array<RestResponseMarket>>

getLiquidityPools

See: https://api-docs-v3.idex.io/#get-liquidity-pools

Returns information about liquidity pools supported by the exchange

Parameters

findLiquidityPools RestRequestFindLiquidityPools

Returns Promise<Array<RestResponseLiquidityPool>>

getTickers

See: https://api-docs-v3.idex.io/#get-tickers

Returns market statistics for the trailing 24-hour period

Parameters

market string? Base-quote pair e.g. 'IDEX-ETH', if provided limits ticker data to a single market

Returns Promise<Array<RestResponseTicker>>

getCandles

See: https://api-docs-v3.idex.io/#get-candles

Returns candle (OHLCV) data for a market

Parameters

findCandles RestRequestFindCandles

Returns Promise<Array<RestResponseCandle>>

getTrades

See: https://api-docs-v3.idex.io/#get-trades

Returns public trade data for a market

Parameters

findTrades RestRequestFindTrades

Returns Promise<Array<RestResponseTrade>>

getOrderBookLevel1

See: https://api-docs-v3.idex.io/#get-order-books

Get current top bid/ask price levels of order book for a market

Parameters

market string Base-quote pair e.g. 'IDEX-ETH'
limitOrderOnly (optional, default false)

Returns Promise<RestResponseOrderBookLevel1>

getOrderBookLevel2

See: https://api-docs-v3.idex.io/#get-order-books

Get current order book price levels for a market

Parameters

market string Base-quote pair e.g. 'IDEX-ETH'
limit number Number of bids and asks to return. Default is 50, 0 returns the entire book (optional, default 50)
limitOrderOnly (optional, default false)

Returns Promise<RestResponseOrderBookLevel2>

RestPublicClientOptions

Public REST API client options

Type: Object

Properties

sandbox boolean?
baseURL string? Override the API url
apiKey string? Increases rate limits if provided
multiverseChain MultiverseChain?

REST Authenticated Client

  import { RestAuthenticatedClient } from '@idexio/idex-sdk';

RestAuthenticatedClient

Authenticated API client

Parameters

options RestAuthenticatedClientOptions

Examples

import { v1 as uuidv1 } from 'uuid';
import { RestAuthenticatedClient } from '@idexio/idex-sdk';

const authenticatedClient = new RestAuthenticatedClient({
  // Edit the values before for your environment
  apiKey: '1f7c4f52-4af7-4e1b-aa94-94fac8d931aa',
  apiSecret: 'axuh3ywgg854aq7m73oy6gnnpj5ar9a67szuw5lclbz77zqu0j',
  // Optionally prove a wallet private key to automatically sign requests that need an ECDSA signature
  walletPrivateKey: '0x3141592653589793238462643383279502884197169399375105820974944592'
  sandbox: true,
});

addLiquidity

Add liquidity to a hybrid liquidity pool from assets held by a wallet on the exchange

Parameters

addLiquidityRequest RestRequestAddLiquidity
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)
dependentTransactions Array<string>?

Returns Promise<RestResponseLiquidityAddition>

removeLiquidity

Remove liquidity from a hybrid liquidity pool represented by LP tokens held by a wallet on the exchange

Parameters

removeLiquidityRequest RestRequestRemoveLiquidity
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)
dependentTransaction string?

Returns Promise<RestResponseLiquidityRemoval>

getLiquidityAddition

Returns information about a single Liquidity Addition from a wallet

Parameters

findLiquidityAddition RestRequestFindLiquidityAddition

Returns Promise<RestResponseLiquidityAddition>

getLiquidityAdditions

Returns information about multiple Liquidity Additions from a wallet

Parameters

findLiquidityAdditions RestRequestFindLiquidityChanges

Returns Promise<Array<RestResponseLiquidityAddition>>

getLiquidityRemoval

Returns information about a single Liquidity Removal from a wallet

Parameters

findLiquidityRemoval RestRequestFindLiquidityRemoval

Returns Promise<RestResponseLiquidityRemoval>

getLiquidityRemovals

Returns information about multiple Liquidity Removals from a wallet

Parameters

findLiquidityRemovals RestRequestFindLiquidityChanges

Returns Promise<Array<RestResponseLiquidityRemoval>>

getUser

See: https://api-docs-v3.idex.io/#get-user-account

Get account details for the API key’s user

Parameters

nonce string UUIDv1

Returns Promise<RestResponseUser>

getWallets

See: https://api-docs-v3.idex.io/#get-wallets

Get account details for the API key’s user

Parameters

nonce string UUIDv1

Returns Promise<Array<RestResponseWallet>>

getBalances

See: https://api-docs-v3.idex.io/#get-balances

Get asset quantity data (positions) held by a wallet on the exchange

Parameters

findBalances RestRequestFindBalances

Returns Promise<Array<RestResponseBalance>>

associateWallet

See: Associate Wallet

Associate a wallet with the authenticated account

Parameters

associate RestRequestAssociateWallet
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)

Examples

const wallet = await authenticatedClient.associateWallet(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

Returns Promise<RestResponseAssociateWallet>

createOrder

See: https://api-docs-v3.idex.io/#create-order

Create and submit an order to the matching engine.

Parameters

order RestRequestOrder
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)

Examples

const order = await authenticatedClient.createOrder(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
    market: 'IDEX-ETH',
    type: 'limit',
    side: 'sell',
    price: '0.10000000',
    quantity: '1.50000000',
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

Returns Promise<RestResponseOrder>

createTestOrder

See: https://api-docs-v3.idex.io/#test-create-order

Tests order creation and validation without submitting an order to the matching engine

Parameters

order RestRequestOrder
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)

Examples

const order = await authenticatedClient.createTestOrder(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
    market: 'IDEX-ETH',
    type: 'limit',
    side: 'sell',
    price: '0.10000000',
    quantity: '1.50000000',
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

Returns Promise<RestResponseOrder>

cancelOrder

See: https://api-docs-v3.idex.io/#cancel-order

Cancel a single order

Parameters

cancelOrder RestRequestCancelOrder
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)

Examples

const responseByOrderId = await authenticatedClient.cancelOrder(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
    orderId: 'f077a010-ce18-11ea-9557-a9d3f954788d',
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

const clientOrderId = '0001_23234_18863_IDEX_ETH';
const responseByClientId = await authenticatedClient.cancelOrder(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
    orderId: `client:${clientOrderId}`,
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

Returns Promise<RestResponseCanceledOrder>

cancelOrders

See: https://api-docs-v3.idex.io/#cancel-order

Cancel multiple orders

Parameters

cancelOrders RestResponseCanceledOrder
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)

Examples

const allOrders = authenticatedClient.cancelOrders(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

const ordersForMarket = authenticatedClient.cancelOrders(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
    market: 'IDEX-ETH'
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

Returns Promise<RestResponseCanceledOrder>

getOrder

See: https://api-docs-v3.idex.io/#get-orders

Get an order

Parameters

findOrder RestRequestFindOrder

Returns Promise<RestResponseOrder>

getOrders

See: https://api-docs-v3.idex.io/#get-orders

Get multiple orders

Parameters

findOrders RestRequestFindOrders

Returns Promise<Array<RestResponseOrder>>

getFill

See: https://api-docs-v3.idex.io/#get-fills

Get a fill

Parameters

findFill RestRequestFindFill

Returns Promise<RestResponseFill>

getFills

See: https://api-docs-v3.idex.io/#get-fills

Get multiple fills

Parameters

findFills RestRequestFindFills

Returns Promise<Array<RestResponseFill>>

getDeposit

See: https://api-docs-v3.idex.io/#get-deposits

Get a deposit

Parameters

findDeposit RestRequestFindDeposit

Returns Promise<RestResponseDeposit>

getDeposits

See: https://api-docs-v3.idex.io/#get-deposits

Get multiple deposits

Parameters

findDeposits RestRequestFindDeposits

Returns Promise<Array<RestResponseDeposit>>

withdraw

See: https://api-docs-v3.idex.io/#withdraw-funds

Create a new withdrawal

Parameters

withdrawal RestRequestWithdrawal
signer MessageSigner? Required if a private key was not provided in the constructor (optional, default this.signer)

Examples

const withdrawal = await authenticatedClient.withdraw(
  {
    nonce: uuidv1(),
    wallet: '0xA71C4aeeAabBBB8D2910F41C2ca3964b81F7310d',
    asset: 'MATIC',
    quantity: '0.04000000',
  },
  idex.signatures.createPrivateKeyMessageSigner(config.walletPrivateKey),
);

Returns Promise<RestResponseWithdrawal>

getWithdrawal

See: https://api-docs-v3.idex.io/#get-withdrawals

Get a withdrawal

Parameters

findWithdrawal RestRequestFindWithdrawal

Returns Promise<RestResponseWithdrawal>

getWithdrawals

See: https://api-docs-v3.idex.io/#get-withdrawals

Get multiple withdrawals

Parameters

findWithdrawals RestRequestFindWithdrawals

Returns Promise<Array<RestResponseWithdrawal>>

getWsToken

See: https://api-docs-v3.idex.io/#get-authentication-token

Obtain a WebSocket API token

Parameters

nonce string UUIDv1
wallet string Ethereum wallet address

Returns Promise<string>

RestAuthenticatedClientOptions

Authenticated API client configuration options.

Type: Object

Properties

apiKey string Used to authenticate user
apiSecret string Used to compute HMAC signature
walletPrivateKey string? If provided, used to create ECDSA signatures
sandbox boolean? If true, client will point to API sandbox
multiverseChain MultiverseChain? Which multiverse chain the client will point to

WebSocketClient

  import { WebSocketClient } from '@idexio/idex-sdk';

WebSocketClient

WebSocket API client

When apiKey and apiSecret are provided, the client will automatically handle WebSocket authentication token generation and refresh. Omit when using only public WebSocket subscriptions.

Parameters

options WebSocketClientOptions

Examples

import * as idex from '@idexio/idex-sdk';

const webSocketClient = new idex.WebSocketClient({
  // Edit the values before for your environment
  apiKey: '1f7c4f52-4af7-4e1b-aa94-94fac8d931aa',
  apiSecret: 'axuh3ywgg854aq7m73oy6gnnpj5ar9a67szuw5lclbz77zqu0j',
  shouldReconnectAutomatically: true,
  sandbox: true,
});

await webSocketClient.connect();

subscribe

See: WebSocket Subscriptions

Subscribe to a given set of subscriptions, optionally providing a list of top level markets or a cid property.

Parameters

subscriptions Array<AuthTokenWebSocketRequestAuthenticatedSubscription>
markets Array<string>? Optionally provide top level markets
cid string? A custom identifier to identify the matching response

Returns this

subscribeAuthenticated

Strictly typed subscribe which only can be used on authenticated subscriptions.

For this methods you need to pass websocketAuthTokenFetch to the websocket constructor. Library will automatically refresh user's wallet auth tokens for you.

See API specification

Parameters

subscriptions Array<AuthTokenWebSocketRequestAuthenticatedSubscription>
markets Array<string>? Optionally provide top level markets
cid string? A custom identifier to identify the matching response

Returns this

subscribeUnauthenticated

Subscribe which only can be used on non-authenticated subscriptions

Parameters

subscriptions Array<WebSocketRequestUnauthenticatedSubscription>
markets Array<string>? Optionally provide top level markets
cid string? A custom identifier to identify the matching response

Returns this

WebSocketClientOptions

WebSocket API client options

Type: Object

Properties

apiKey string? Used to authenticate user when automatically refreshing WS token
apiSecret string? Used to compute HMAC signature when automatically refreshing WS token receiving push updates. Eg. {market}@{subscription}_{option}
shouldReconnectAutomatically boolean? If true, automatically reconnects when connection is closed by the server or network errors
connectTimeout number? Timeout (in milliseconds) before failing when trying to connect to the WebSocket. Defaults to 5000.
sandbox boolean? If true, client will point to API sandbox
multiverseChain MultiverseChain? Which multiverse chain the client will point to

OrderBookRealTimeClient

  import { OrderBookRealTimeClient } from '@idexio/idex-sdk';

OrderBookRealTimeClient

Extends EventEmitter

Orderbook API client

Parameters

options OrderBookRealTimeClientOptions
feesAndMinimumsOverride OrderBookFeesAndMinimums?

Examples

import { OrderBookRealTimeClient } from '@idexio/idex-sdk';

const client = new OrderBookRealTimeClient({
  multiverseChain: 'matic',
  sandbox: false,
});

const markets = ['IDEX-USD'];
client.start(markets);

function handleOrderBook(l2: L2OrderBook) {
  const l2 = await client.getOrderBookLevel2('IDEX-USD', 10);
}

client.on('ready', handleOrderBook);
client.on('l2Changed', handleOrderBook);

start

Loads initial state from REST API and begin listening to orderbook updates.

Parameters

markets Array<string>

Returns Promise<void>

stop

Stop the order book client, and reset internal state. Call this when you are no longer using the client, to release memory and network resources.

Returns void

setFeesAndMinimumsOverride

Set custom fee rates for synthetic price level calculations. Use this if your wallet has custom fees set.

Parameters

feesAndMinimumsOverride Partial<OrderBookFeesAndMinimums>
rates Partial<OrderBookFeeRates>

Returns void

getOrderBookL1

Load the current state of the level 1 orderbook for this market.

Parameters

market string
tickSize number minimum price movement expressed in pips (10^-8) (optional, default 1)

Returns RestResponseOrderBookLevel1

getOrderBookL2

Load the current state of the level 2 orderbook for this market.

Parameters

market string
limit number Total number of price levels (bids + asks) to return, between 2 and 1000 (optional, default 100)
tickSize number minimum price movement expressed in pips (10^-8) (optional, default 1)

Returns Promise<RestResponseOrderBookLevel2>

OrderBookRealTimeClientOptions

Orderbook Client Options

Type: Object

Properties

apiKey string? Increases rate limits if provided
connectTimeout number? Connection timeout for websocket (default 5000)
sandbox boolean? If true, client will point to API sandbox
multiverseChain MultiverseChain? Which multiverse chain the client will point to

Enums

Sets of named constants used as field types for several requests and responses

pending

Either not yet submitted or not yet mined

Type: string

mined

Mined, no need for any block confirmation delay

Type: string

failed

Transaction reverted

Type: string

Liquidity

Type: string

maker

Maker provides liquidity

Type: string

taker

Taker removes liquidity

Type: string

MarketStatus

Type: string

inactive

No orders or cancels accepted

Type: string

cancelsOnly

Cancels accepted but not trades

Type: string

limitMakerOnly

Cancels and limitMaker orders only

Type: string

active

Trades and cancels accepted

Type: string

activeHybrid

Hybrid trades and cancels accepted

Type: string

OrderSelfTradePrevention

Type: string

dc

Decrement And Cancel (DC) - When two orders from the same user cross, the smaller order will be canceled and the larger order size will be decremented by the smaller order size. If the two orders are the same size, both will be canceled.

Type: string

co

Cancel Oldest (CO) - Cancel the older (maker) order in full

Type: string

cn

Cancel Newest (CN) - Cancel the newer, taker order and leave the older, resting order on the order book. This is the only valid option when time-in-force is set to fill or kill

Type: string

cb

Cancel Both (CB) - Cancel both orders

Type: string

OrderSide

Type: string

buy

Type: string

sell

Type: string

OrderStateChange

Type: string

new

An order without a stop has been accepted into the trading engine. Will not be sent as a discrete change event if the order matches on execution.

Type: string

activated

A stop order has accepted into the trading engine, once triggered, will go through other normal events starting with new

Type: string

fill

An order has generated a fill, both on maker and taker sides. Will be the first change event sent if an order matches on execution.

Type: string

canceled

An order is canceled by the user.

Type: string

expired

LIMIT FOK orders with no fill, LIMIT IOC or MARKET orders that partially fill, GTT orders past time.

Type: string

OrderStatus

Type: string

active

Stop order exists on the order book

Type: string

open

Limit order exists on the order book

Type: string

partiallyFilled

Limit order has completed fills but has remaining open quantity

Type: string

filled

Limit order is completely filled and is no longer on the book; market order was filled

Type: string

canceled

Limit order was canceled prior to execution completion but may be partially filled

Type: string

rejected

Order was rejected by the trading engine

Type: string

expired

GTT limit order expired prior to execution completion but may be partially filled

Type: string

testOnlyAccepted

Order submitted to the test endpoint and accepted by the trading engine, not executed

Type: string

testOnlyRejected

Order submitted to the test endpoint and rejected by validation or the trading engine, not executed

Type: string

OrderTimeInForce

Type: string

gtc

Good until canceled (default)

Type: string

gtt

Good until time

Type: string

ioc

Immediate or cancel

Type: string

fok

Fill or kill

Type: string

OrderType

Type: string

market

Type: string

limit

Type: string

limitMaker

Type: string

stopLoss

Type: string

stopLossLimit

Type: string

takeProfit

Type: string

takeProfitLimit

Type: string

REST Requests

RestRequestCancelOrders

Type: Object

Properties

nonce string UUIDv1
wallet string
orderId string? Single orderId or clientOrderId to cancel; prefix client-provided ids with client:
market string? Base-quote pair e.g. 'IDEX-ETH'

RestRequestFindBalances

Type: Object

Properties

nonce string UUIDv1
wallet string
asset[] string? Asset symbols

RestRequestFindCandles

Type: Object

Properties

market string Base-quote pair e.g. 'IDEX-ETH'
interval CandleInterval Time interval for data
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000

RestRequestFindDeposit

Type: Object

Properties

nonce string UUIDv1
wallet string
depositId string

RestRequestFindDeposits

Type: Object

Properties

nonce string UUIDv1
wallet string
asset string? Asset by symbol
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? Deposits created at the same timestamp or after fromId

RestRequestFindFill

Type: Object

Properties

nonce string UUIDv1
wallet string
fillId string

RestRequestFindFills

Type: Object

Properties

nonce string UUIDv1
wallet string Ethereum wallet address
market string Base-quote pair e.g. 'IDEX-ETH'
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? Fills created at the same timestamp or after fillId

RestRequestFindMarkets

Type: Object

Properties

market string Target market, all markets are returned if omitted

RestRequestFindOrder

Type: Object

Properties

nonce string UUIDv1
wallet string
orderId string Single orderId or clientOrderId to cancel; prefix client-provided ids with client:

RestRequestFindOrders

Type: Object

Properties

nonce string UUIDv1
wallet string
market string? Base-quote pair e.g. 'IDEX-ETH'
closed boolean? false only returns active orders on the order book; true only returns orders that are no longer on the order book and resulted in at least one fill; only applies if orderId is absent
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? orderId of the earliest (oldest) order, only applies if orderId is absent

RestRequestFindTrades

Type: Object

Properties

market string Base-quote pair e.g. 'IDEX-ETH'
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? Trades created at the same timestamp or after fromId

RestRequestFindWithdrawal

Type: Object

Properties

nonce string UUIDv1
wallet string
withdrawalId string

RestRequestFindWithdrawals

Type: Object

Properties

nonce string UUIDv1
wallet string
asset string? Asset by symbol
assetContractAddress string? Asset by contract address
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? Withdrawals created after the fromId

RestRequestOrder

Type: Object

Properties

nonce string UUIDv1
wallet string
market string Base-quote pair e.g. 'IDEX-ETH'
type OrderType
side OrderSide
quantity string? Order quantity in base terms, exclusive with quoteOrderQuantity
quoteOrderQuantity string? Order quantity in quote terms, exclusive with quantity
price string? Price in quote terms, optional for market orders
stopPrice string? Stop loss or take profit price, only if stop or take order
clientOrderId string? Client-supplied order id
timeInForce OrderTimeInForce? Defaults to good until canceled
selfTradePrevention OrderSelfTradePrevention? Defaults to decrease and cancel

RestRequestWithdrawal

Type: Object

Properties

nonce string UUIDv1
wallet string
asset string? Asset by symbol
assetContractAddress string? Asset by contract address
quantity string Withdrawal amount in asset terms, fees are taken from this value

RestRequestAssociateWallet

Type: Object

Properties

nonce string UUIDv1
wallet string The wallet to associate with the authenticated account.

wallet

The wallet to associate with the authenticated account.

Type: string

REST Responses

RestResponseAsset

Asset

Type: Object

Properties

name string
symbol string
contractAddress string
assetDecimals number
exchangeDecimals number
maticPrice string

RestResponseBalance

Balance

Type: Object

Properties

asset string Asset symbol
quantity string Total quantity of the asset held by the wallet on the exchange
availableForTrade string Quantity of the asset available for trading; quantity - locked
locked string Quantity of the asset held in trades on the order book
usdValue (string | null) Total value of the asset held by the wallet on the exchange in USD

RestResponseCandle

Candle (OHLCV) data points aggregated by time interval

Type: Object

Properties

start number Time of the start of the interval
open string Price of the first fill of the interval in quote terms
high string Price of the highest fill of the interval in quote terms
low string Price of the lowest fill of the interval in quote terms
close string Price of the last fill of the interval in quote terms
volume string Total volume of the period in base terms
sequence number Fill sequence number of the last trade in the interval

RestResponseDeposit

Asset deposits into smart contract

Type: Object

Properties

depositId string IDEX-issued deposit identifier
asset string Asset by symbol
quantity string Deposit amount in asset terms
txId string Ethereum transaction hash
txTime number Timestamp of the Ethereum deposit transaction
confirmationTime number Timestamp of credit on IDEX including block confirmations

RestResponseExchangeInfo

Basic exchange info

Type: Object

Properties

timeZone string Server time zone, always UTC
serverTime number Current server time
maticDepositContractAddress string Polygon address of the exchange smart contract for deposits
maticCustodyContractAddress string Polygon address of the custody smart contract for certain add and remove liquidity calls
maticUsdPrice string Current price of MATIC in USD
gasPrice number Current gas price used by the exchange for trade settlement and withdrawal transactions in Gwei
volume24hUsd string Total exchange trading volume for the trailing 24 hours in USD
totalVolumeUsd string Total exchange trading volume for IDEX v3 on Polygon in USD
totalTrades number Total number of trade executions for IDEX v3 on Polygon
totalValueLockedUsd string Total value locked in IDEX v3 on Polygon in USD
idexTokenAddress string Token contract address for the IDEX token on Polygon
idexUsdPrice string Current price of the IDEX token in USD
idexMarketCapUsd string Market capitalization of the IDEX token in USD
makerFeeRate string Maker trade fee rate
takerFeeRate string Total taker trade fee rate
takerIdexFeeRate string Taker trade fee rate collected by IDEX; used in computing synthetic price levels for real-time order books
takerLiquidityProviderFeeRate string Taker trade fee rate collected by liquidity providers; used in computing synthetic price levels for real-time order books
makerTradeMinimum string Minimum size of an order that can rest on the order book in MATIC, applies to both MATIC and tokens
takerTradeMinimum string Minimum order size that is accepted by the matching engine for execution in MATIC, applies to both MATIC and tokens
withdrawMinimum string Minimum withdrawal amount in MATIC, applies to both MATIC and tokens
liquidityAdditionMinimum string Minimum liquidity addition amount in MATIC, applies to both MATIC and tokens
liquidityRemovalMinimum string Minimum withdrawal amount in MATIC, applies to both MATIC and tokens
blockConfirmationDelay number Minimum number of block confirmations before on-chain transactions are processed

RestResponseFill

Fill

Type: Object

Properties

fillId string Internal ID of fill
price string Executed price of fill in quote terms
quantity string Executed quantity of fill in base terms
quoteQuantity string Executed quantity of fill in quote terms
orderBookQuantity string? Quantity of the fill in base terms supplied by order book liquidity, omitted for pool fills
orderBookQuoteQuantity string? Quantity of the fill in quote terms supplied by order book liquidity, omitted for pool fills
poolQuantity string? Quantity of the fill in base terms supplied by pool liquidity, omitted for orderBook fills
poolQuoteQuantity string? Quantity of the fill in quote terms supplied by pool liquidity, omitted for orderBook fills
time string Fill timestamp
makerSide OrderSide Which side of the order the liquidity maker was on
sequence number Last trade sequence number for the market
market string Base-quote pair e.g. 'IDEX-ETH'
orderId string Internal ID of order
clientOrderId string? Client-provided ID of order
side OrderSide Orders side, buy or sell
fee string Fee amount on fill
feeAsset string Which token the fee was taken in
gas string Amount collected to cover trade settlement gas costs, only present for taker
liquidity Liquidity Whether the fill is the maker or taker in the trade from the perspective of the requesting API account, maker or taker
type TradeType Fill type
txId (string | null) Ethereum transaction ID, if available
txStatus string Ethereum transaction status

RestResponseMarket

Market

Type: Object

Properties

market string Market symbol
type MarketType Market type
status MarketStatus Market trading status
baseAsset string Base asset symbol
baseAssetPrecision number Exchange decimal precision of the base asset, always 8 due to precision normalization
quoteAsset string Quote asset symbol
quoteAssetPrecision number Exchange decimal precision of the base asset, always 8 due to precision normalization
makerFeeRate string Maker trade fee rate
takerFeeRate string Total taker trade fee rate
takerIdexFeeRate string Taker trade fee rate collected by IDEX; used in computing synthetic price levels for real-time order books
takerLiquidityProviderFeeRate string Taker trade fee rate collected by liquidity providers; used in computing synthetic price levels for real-time order books
tickSize string Market tick size (minimum change in order price)

RestResponseOrder

Order

Type: Object

Properties

market string Market symbol as base-quote pair e.g. 'IDEX-ETH'
orderId string Exchange-assigned order identifier
clientOrderId string? Client-specified order identifier
wallet string Ethereum address of placing wallet
time string Time of initial order processing by the matching engine
status OrderStatus Current order status
errorCode string? Error short code explaining order error or failed batch cancel
errorMessage string? Error description explaining order error or failed batch cancel
type OrderType Order type
side OrderSide Order side
originalQuantity string? Original quantity specified by the order in base terms, omitted for market orders specified in quote terms
originalQuoteQuantity string? Original quantity specified by the order in quote terms, only present for market orders specified in quote terms
executedQuantity string Quantity that has been executed in base terms
cumulativeQuoteQuantity string? Cumulative quantity that has been spent (buy orders) or received (sell orders) in quote terms, omitted if unavailable for historical orders
avgExecutionPrice string? Weighted average price of fills associated with the order; only present with fills
price string? Original price specified by the order in quote terms, omitted for all market orders
stopPrice string? Stop loss or take profit price, only present for stopLoss, stopLossLimit, takeProfit, and takeProfitLimit orders
timeInForce OrderTimeInForce? Time in force policy, see values, only present for limit orders
selfTradePrevention OrderSelfTradePrevention Self-trade prevention policy, see values
fills Array<RestResponseOrderFill>? Array of order fill objects

RestResponseCanceledOrder

Response to "cancel order" requests (single or multiple orders). Includes one { orderId: string } object for each successfully canceled order.

Type: Array<Object>

RestResponseOrderBookLevel1

OrderBookLevel1

Type: Object

Properties

sequence number
bids ([RestResponseOrderBookPriceLevel] | [])
asks ([RestResponseOrderBookPriceLevel] | [])
pool (RestResponseLiquidityPoolReserves | null)

RestResponseOrderBookLevel2

OrderBookLevel2

Type: Object

Properties

sequence number
bids Array<RestResponseOrderBookPriceLevel>
asks Array<RestResponseOrderBookPriceLevel>
pool (RestResponseLiquidityPoolReserves | null)

RestResponseOrderBookPriceLevel

OrderBookPriceLevel

price and size as decimal strings numorders = # of limit orders at this price level (0 for synthetic levels)

Type: [Price, Size, NumOrders]

RestResponseOrderFill

OrderFill

Type: Object

Properties

fillId string Internal ID of fill
price string Executed price of fill in quote terms
quantity string Executed quantity of fill in base terms
quoteQuantity string Executed quantity of trade in quote terms
orderBookQuantity string? Quantity of the fill in base terms supplied by order book liquidity, omitted for pool fills
orderBookQuoteQuantity string? Quantity of the fill in quote terms supplied by order book liquidity, omitted for pool fills
poolQuantity string? Quantity of the fill in base terms supplied by pool liquidity, omitted for orderBook fills
poolQuoteQuantity string? Quantity of the fill in quote terms supplied by pool liquidity, omitted for orderBook fills
time string Fill timestamp
makerSide OrderSide Which side of the order the liquidity maker was on
sequence number Last trade sequence number for the market
fee string Fee amount on fill
feeAsset string Which token the fee was taken in
gas string?
liquidity Liquidity
type TradeType orderBook, pool, or hybrid
txId (string | null) Ethereum transaction ID, if available
txStatus string Ethereum transaction status

RestResponsePing

Ping

Type: Object

RestResponseTicker

Ticker

Type: Object

Properties

market string Base-quote pair e.g. 'IDEX-ETH'
time number Time when data was calculated, open and change is assumed to be trailing 24h
open (string | null) Price of the first trade for the period in quote terms
high (string | null) Highest traded price in the period in quote terms
low (string | null) Lowest traded price in the period in quote terms
close (string | null) Same as last
closeQuantity (string | null) Quantity of the last period in base terms
baseVolume string 24h volume in base terms
quoteVolume string 24h volume in quote terms
percentChange string % change from open to close
numTrades number Number of fills for the market in the period
ask (string | null) Best ask price on the order book
bid (string | null) Best bid price on the order book
sequence (number | null) Last trade sequence number for the market

RestResponseTime

Time

Type: Object

Properties

time number Current server time

RestResponseTrade

Trade

Type: Object

Properties

fillId string Internal ID of fill
price string Executed price of trade in quote terms
quantity string Executed quantity of trade in base terms
quoteQuantity string Executed quantity of trade in quote terms
time number Fill timestamp
makerSide OrderSide Which side of the order the liquidity maker was on
type TradeType orderBook, pool, or hybrid
sequence number Last trade sequence number for the market

RestResponseUser

User

Type: Object

Properties

depositEnabled boolean Deposits are enabled for the user account
orderEnabled boolean Placing orders is enabled for the user account
cancelEnabled boolean Cancelling orders is enabled for the user account
withdrawEnabled boolean Withdrawals are enabled for the user account
totalPortfolioValueUsd string Total value of all holdings deposited on the exchange, for all wallets associated with the user account, in USD
makerFeeRate string User-specific maker trade fee rate
takerFeeRate string User-specific taker trade fee rate
takerIdexFeeRate string User-specific liquidity pool taker IDEX fee rate
takerLiquidityProviderFeeRate string User-specific liquidity pool taker LP provider fee rate

RestResponseWallet

Type: Object

Properties

address string Ethereum address of the wallet
totalPortfolioValueUsd string Total value of all holdings deposited on the exchange for the wallet in USD
time number Timestamp of association of the wallet with the user account

RestResponseWebSocketToken

Type: Object

Properties

token string WebSocket subscription authentication token

RestResponseWithdrawal

Type: Object

Properties

withdrawalId string Exchange-assigned withdrawal identifier
asset string? Symbol of the withdrawn asset, exclusive with assetContractAddress
assetContractAddress string? Token contract address of withdrawn asset, exclusive with asset
quantity string Quantity of the withdrawal
time number Timestamp of withdrawal API request
fee string Amount deducted from withdrawal to cover IDEX-paid gas
txId (string | null) Ethereum transaction ID, if available
txStatus string Ethereum transaction status

RestResponseAssociateWallet

Type: Object

Properties

address string Ethereum address of the wallet
totalPortfolioValueUsd string Total value of all holdings deposited on the exchange for the wallet in USD
time number Timestamp of association of the wallet with the user account

WebSocket Subscriptions

AuthTokenWebSocketRequestOrdersSubscription

Type: Object

Properties

name "orders" The name of the subscription
wallet string Orders subscription with wallet attribute, which is fed to the websocketAuthTokenFetch function when needed to get an updated wsToken.
Note: This property is not sent over the WebSocket and is exclusive to the idex-sdk.

AuthTokenWebSocketRequestBalancesSubscription

Type: Object

Properties

name "balances" The name of the subscription
wallet string Balances subscription with wallet attribute, which is fed to the websocketAuthTokenFetch function when needed to get an updated wsToken.
Note: This property is not sent over the WebSocket and is exclusive to the idex-sdk.

WebSocketRequestTickersSubscription

TickersSubscription

Type: Object

Properties

name string 'tickers'
markets Array<string> array of market symbols

WebSocketRequestCandlesSubscription

CandlesSubscription

Type: Object

Properties

name string 'candles'
markets Array<string> array of market symbols
interval string candle interval

WebSocketRequestTradesSubscription

TradesSubscription

Type: Object

Properties

name string 'trades'
markets Array<string> array of market symbols

WebSocketRequestL1OrderBookSubscription

L1OrderBookSubscription

Type: Object

Properties

name string 'l1orderbook'
markets Array<string> array of market symbols

WebSocketRequestL2OrderBookSubscription

L2OrderBookSubscription

Type: Object

Properties

name string 'l2orderbook'
markets Array<string> array of market symbols

WebSocketRequestBalancesSubscription

BalancesSubscription

Type: Object

Properties

name string 'balances'
wallet string? wallet address

WebSocketRequestOrdersSubscription

OrdersSubscription

Type: Object

Properties

name string 'orders'
wallet string? wallet address

WebSocket Responses

WebSocketResponseError

Error Response

Type: Object

Properties

cid string?
type string error
data Object
- data.code string error short code
- data.message string human readable error message

WebSocketResponseSubscriptions

Subscriptions Response

Type: Object

Properties

cid string?
method string subscriptions
subscriptions Array<WebSocketRequestSubscription>

WebSocketResponseTickerShort

TickerShort

Type: Object

Properties

m string (market) Market symbol
t number (time) Timestamp when the statistics were computed, the opening time of the period is 24 hours prior
o (string | null) (open) Price of the first trade in the period in quote terms
h (string | null) (high) Highest traded price in the period in quote terms
l (string | null) (low) Lowest traded price in the period in quote terms
c (string | null) (close) Price of the last trade in the period in quote terms
Q (string | null) (closeQuantity) Quantity of the last trade in th period in base terms
v string (baseVolume) Trailing 24-hour trading volume in base terms
q string (quoteVolume) Trailing 24-hour trading volume in quote terms
P string (percentChange) Percentage change from open price to close price
n number (numTrades) Number of trades in the period
a (string | null) (ask) Best ask price on the order book in quote terms
b (string | null) (bid) Best bid price on the order book in quote terms
u (number | null) (sequence) Fill sequence number of the last trade in the period

WebSocketResponseTickerLong

TickerLong

Type: Object

Properties

market string Market symbol
time number Timestamp when the statistics were computed, the opening time of the period is 24 hours prior
open (string | null) Price of the first trade in the period in quote terms
high (string | null) Highest traded price in the period in quote terms
low (string | null) Lowest traded price in the period in quote terms
close (string | null) Price of the last trade in the period in quote terms
closeQuantity (string | null) Quantity of the last trade in th period in base terms
baseVolume string Trailing 24-hour trading volume in base terms
quoteVolume string Trailing 24-hour trading volume in quote terms
percentChange string Percentage change from open price to close price
numTrades number Number of trades in the period
ask (string | null) Best ask price on the order book in quote terms
bid (string | null) Best bid price on the order book in quote terms
sequence (number | null) Fill sequence number of the last trade in the period

WebSocketResponseCandleShort

CandleShort

Type: Object

Properties

m string (market) Market symbol
t number (time) Timestamp when the statistics were computed, time is always between the start and end timestamps of the interval
i string (interval) Interval duration, see Interval Values
s number (start) Timestamp of the start of the interval
e number (end) Timestamp of the end of the interval
o string (open) Price of the first trade in the interval in quote terms
h string (high) Highest traded price in the interval in quote terms
l string (low) Lowest traded price in the interval in quote terms
c string (close) Price of the last trade in the interval in quote terms
v string (volume) Trading volume in the interval in base terms
n number (numTrades) Number of trades in the candle
u number (sequence) Fill sequence number of the last trade in the interval

WebSocketResponseCandleLong

CandleLong

Type: Object

Properties

market string Market symbol
time number Timestamp when the statistics were computed, time is always between the start and end timestamps of the interval
interval string Interval duration, see Interval Values
start number Timestamp of the start of the interval
end number Timestamp of the end of the interval
open string Price of the first trade in the interval in quote terms
high string Highest traded price in the interval in quote terms
low string Lowest traded price in the interval in quote terms
close string Price of the last trade in the interval in quote terms
volume string Trading volume in the interval in base terms
numTrades number Number of trades in the candle
sequence number Fill sequence number of the last trade in the interval

WebSocketResponseTradeShort

TradeShort

Type: Object

Properties

y string (type) orderBook, pool, or hybrid
m string (market) Market symbol
i string (fillId) Trade identifier
p string (price) Price of the trade in quote terms
q string (quantity) Quantity of the trade in base terms
Q string (quoteQuantity) Quantity of the trade in quote terms
t number (time) Timestamp of the trade
s string (makerSide) Maker side of the trade, buy or sell
u number (sequence) Fill sequence number of the trade

WebSocketResponseTradeLong

TradeLong

Type: Object

Properties

market string Market symbol
fillId string Trade identifier
price string Price of the trade in quote terms
quantity string Quantity of the trade in base terms
quoteQuantity string Quantity of the trade in quote terms
time number Timestamp of the trade
makerSide string Maker side of the trade, buy or sell
sequence number Fill sequence number of the trade

WebSocketResponseL1OrderBookShort

L1OrderBookShort

Type: Object

Properties

m string (market) Market symbol
t number (time) Timestamp of the order book update
b string (bidPrice) Best bid price
B string (bidQuantity) Quantity available at the best bid price
a string (askPrice) Best ask price
A string (askQuantity) Quantity available at the best ask price
p (WebSocketResponseLiquidityPoolShort | null) Liquidity pool reserves for this market

WebSocketResponseL1OrderBookLong

L1OrderBookLong

Type: Object

Properties

market string Market symbol
time number Timestamp of the order book update
bidPrice string Best bid price
bidQuantity string Quantity available at the best bid price
askPrice string Best ask price
askQuantity string Quantity available at the best ask price
pool (WebSocketResponseLiquidityPoolLong | null) Liquidity pool reserves for this market

WebSocketResponseL2OrderBookShort

L2OrderBookShort

Type: Object

Properties

m string (market) Market symbol
t number (time) Timestamp of the order book update
u number (sequence) Order book update sequence number of the update
b Array<WebSocketResponseL2OrderBookChange> (bids) Array of bid price level updates
a Array<WebSocketResponseL2OrderBookChange> (asks) Array of ask price level updates
p (WebSocketResponseLiquidityPoolShort | null) Liquidity pool reserves for this market

WebSocketResponseL2OrderBookLong

L2OrderBookLong

Type: Object

Properties

market string Market symbol
time number Timestamp of the order book update
sequence number Order book update sequence number of the update
bids Array<WebSocketResponseL2OrderBookChange> Array of bid price level updates
asks Array<WebSocketResponseL2OrderBookChange> Array of ask price level updates
p (WebSocketResponseLiquidityPoolLong | null) Liquidity pool reserves for this market

WebSocketResponseBalanceShort

BalanceShort

Type: Object

Properties

w string (wallet) Target wallet address
a string (asset) Asset symbol
q string (quantity) Total quantity of the asset held by the wallet on the exchange
f string (availableForTrade) Quantity of the asset available for trading; quantity - locked
l string (locked) Quantity of the asset held in trades on the order book
d string (usdValue) Total value of the asset held by the wallet on the exchange in USD

WebSocketResponseBalanceLong

BalanceLong

Type: Object

Properties

wallet string Target wallet address
asset string Asset symbol
quantity string Total quantity of the asset held by the wallet on the exchange
availableForTrade string Quantity of the asset available for trading; quantity - locked
locked string Quantity of the asset held in trades on the order book
usdValue string Total value of the asset held by the wallet on the exchange in USD

WebSocketResponseOrderShort

OrderShort

Type: Object

Properties

m string (market) Market symbol
i string (orderId) Exchange-assigned order identifier
c string? (clientOrderId) Client-specified order identifier
w string (wallet) Ethereum address of placing wallet
t string (executionTime) Timestamp of the most recent update
T number (time) Timestamp of initial order processing by the matching engine
x OrderStateChange (update) Type of order update, see values
X OrderStatus (status) Order status, see values
u number? (sequence) order book update sequence number, only included if update type triggers an order book update
o OrderType (type) Order type, see values
S OrderSide (side) Order side, buy or sell
q string? (originalQuantity) Original quantity specified by the order in base terms, omitted for market orders specified in quote terms
Q string? (originalQuoteQuantity) Original quantity specified by the order in quote terms, only present for market orders specified in quote terms
z string (executedQuantity) Quantity that has been executed in base terms
Z string? (cumulativeQuoteQuantity) Cumulative quantity that has been spent (buy orders) or received (sell orders) in quote terms, omitted if unavailable for historical orders
v string? (avgExecutionPrice) Weighted average price of fills associated with the order; only present with fills
p string? (price) Original price specified by the order in quote terms, omitted for all market orders
P string? (stopPrice) Stop loss or take profit price, only present for stopLoss, stopLossLimit, takeProfit, and takeProfitLimit orders
f OrderTimeInForce? (timeInForce) Time in force policy, see values, only present for limit orders
V OrderSelfTradePrevention (selfTradePrevention) Self-trade prevention policy, see values
F Array<WebSocketResponseOrderFillShort>? (fills) Array of order fill objects

WebSocketResponseOrderLong

OrderLong

Type: Object

Properties

market string Market symbol
orderId string Exchange-assigned order identifier
clientOrderId string? Client-specified order identifier
wallet string Ethereum address of placing wallet
executionTime string Timestamp of the most recent update
time number Timestamp of initial order processing by the matching engine
update string Type of order update, see values
status OrderStatus Order status, see values
sequence number? order book update sequence number, only included if update type triggers an order book update
type OrderType Order type, see values
side OrderSide Order side, buy or sell
originalQuantity string? Original quantity specified by the order in base terms, omitted for market orders specified in quote terms
originalQuoteQuantity string? Original quantity specified by the order in quote terms, only present for market orders specified in quote terms
executedQuantity string Quantity that has been executed in base terms
cumulativeQuoteQuantity string? Cumulative quantity that has been spent (buy orders) or received (sell orders) in quote terms, omitted if unavailable for historical orders
avgExecutionPrice string? Weighted average price of fills associated with the order; only present with fills
price string? Original price specified by the order in quote terms, omitted for all market orders
stopPrice string? Stop loss or take profit price, only present for stopLoss, stopLossLimit, takeProfit, and takeProfitLimit orders
timeInForce OrderTimeInForce? Time in force policy, see values, only present for limit orders
selfTradePrevention OrderSelfTradePrevention Self-trade prevention policy, see values
fills Array<RestResponseOrderFill>? Array of order fill objects

WebSocketResponseOrderFillShort

OrderFillShort

Type: Object

Properties

type TradeType orderBook, pool, or hybrid
i string (fillId) Fill identifier
p string (price) Price of the fill in quote terms
q string (quantity) Quantity of the fill in base terms
Q string (quoteQuantity) Quantity of the fill in quote terms
oq string? Quantity of the fill in base terms supplied by order book liquidity, omitted for pool fills
oQ string? Quantity of the fill in quote terms supplied by order book liquidity, omitted for pool fills
pq string? Quantity of the fill in base terms supplied by pool liquidity, omitted for orderBook fills
pQ string? Quantity of the fill in quote terms supplied by pool liquidity, omitted for orderBook fills
t number (time) Timestamp of the fill
s string (makerSide) Maker side of the fill, buy or sell
u string (sequence) Fill sequence number
f string (fee) Fee amount collected on the fill
a string (feeAsset) Symbol of asset in which fees collected
g string? (gas) Amount collected to cover trade settlement gas costs, only present for taker
l string (liquidity) Whether the fill is the maker or taker in the trade from the perspective of the requesting user account, maker or taker
T string (txId) Ethereum ID of the trade settlement transaction
S string (txStatus) Status of the trade settlement transaction, see values

Type Guards

Type Guards are mostly useful for TypeScript users and can be used to refine general types when needing to parse or build the required values.

isWebSocketAuthenticatedSubscription

A type guard that checks if a given value is a subscription object which represents an authenticated subscription. These subscriptions require the wallet property (local to idex-sdk only) and require that the WebSocketClient was created with the websocketAuthTokenFetch function provided.

Parameters

subscription any

Properties

subscription any The subscription to check

Returns any

isWebSocketUnauthenticatedSubscription

A type guard that checks if a given value is a subscription object which represents an unauthenticated subscription.

Parameters

subscription any

Properties

subscription any The subscription to check

Returns any

isWebSocketCandlesSubscription

A type guard that checks if a given value is a subscription object which represents a candles subscription. This is useful as the candles subscription has the interval property in addition to markets and name.

Parameters

subscription any

Properties

subscription any The subscription to check

Returns any

isWebSocketLooseSubscription

A type guard which allows using a subscription object in a "loose" manner. This is less "safe" but can often be useful when parsing values where you do not need strict typing. When true, the provided value will be a "partial" shape of that conforms to any/all subscription objects.

This should be used lightly.

Parameters

subscription any

Properties

subscription any The subscription to check

Returns any

isCandleInterval

A type guard which checks if a string is a valid candle interval.

Parameters

value any

Properties

value string The subscription to check

Returns any

ECDSA Signatures

MessageSigner

A function that accepts a string and returns a Promise resolving on its ECDSA signature

Type: Function

Misc Types & Utilities

ErrorShortCodes

The possible error short codes when interacting with the IDEX API's.

L1Equal

Determine whether two level 1 order books are equal, including pool reserves

Parameters

beforeL1 L1OrderBook
afterL1 L1OrderBook

Returns boolean

L2toL1OrderBook

Derive the level 1 orderbook from a level 2 orderbook

Parameters

l2 L2OrderBook

Returns L1OrderBook

BestAvailablePriceLevels

Type: Object

Properties

baseReceived bigint actual quantity received, in base units at the best available buy price
bestAvailableBuyPrice bigint best available price for buy orders of the minimum size
bestAvailableSellPrice bigint best available price for sell orders of the minimum size
quoteReceived bigint actual quantity received, in quote units at the best available sell price

RestRequestFindLiquidityPools

Type: Object

Properties

market string? Target market
tokenA string? Address of one reserve token
tokenB string? Address of one reserve token

L1OrderBook

Type: Object

Properties

sequence number
asks OrderBookLevelL1
bids OrderBookLevelL1
pool (PoolReserveQuantities | null)

L2LimitOrderBookToHybridOrderBooks

Convert a limit-order orderbook and a liquidity pool to a hybrid order book representation

Parameters

orderBook L2OrderBook L2 book, e.g. from GET /v1/orderbook?level=2&limitOrderOnly=true
visibleLevels number number of price levels to calculate, default = 10 asks, 10 bids (optional, default 10)
visibleSlippage number price slippage per level, in increments of 0.001%, default = 100 (0.1%) (optional, default 100)
idexFeeRate bigint trade fee rate charged by IDEX, expressed in pips
poolFeeRate bigint pool fee rate chared by liquidity pool, expressed in pips
includeMinimumTakerLevels boolean if true, calculate a synthetic price level at twice the minimum trade size
minimumTakerInQuote (bigint | null) minimum trade size expressed in pips, or null if none available
tickSize number minimum price movement expressed in pips (10^-8)

Returns {l1: L1OrderBook, l2: L2OrderBook}

updateL2Levels

Updates a level 2 orderbook using a partial "diff" received over websockets

Parameters

book L2OrderBook
updatedLevels L2OrderBook level 2 orderbook containing only limit order price levels that have changed

Returns void orderbook is updated in-place

RestRequestAddLiquidity

Type: Object

Properties

nonce string UUIDv1
wallet string Ethereum wallet address
tokenA string Asset by address
tokenB string Asset by address
amountADesired string Maximum amount of tokenA to add to the liquidity pool
amountBDesired string Maximum amount of tokenB to add to the liquidity pool
amountAMin string Minimum amount of tokenA to add to the liquidity pool
amountBMin string Minimum amount of tokenB to add to the liquidity pool
to string Wallet to credit LP tokens, or the custodian contract address to leave on exchange

L2OrderBook

Type: Object

Properties

sequence number
asks Array<OrderBookLevelL2>
bids Array<OrderBookLevelL2>
pool (PoolReserveQuantities | null)

calculateGrossBaseQuantity

Helper function to calculate gross base available at a bid price see: {quantitiesAvailableFromPoolAtBidPrice}

Parameters

baseAssetQuantity bigint
quoteAssetQuantity bigint
targetPrice bigint
idexFeeRate bigint
poolFeeRate bigint

Returns bigint

WebSocketRequestTokenPriceSubscription

TokenPriceSubscription

Type: Object

Properties

name string 'trades'
markets Array<string> array of market symbols

createPrivateKeyMessageSigner

Returns an ethers Wallet signer which takes a message and signs it with the originally provided private key.

Parameters

walletPrivateKey string The private key to use when signing any given messages

Examples

const signMessage = createPrivateKeyMessageSigner(myPrivateKey)
const signed = await signMessage(myMessageToSign)

Returns MessageSigner

updateL2Side

Applies a changeset to a single side of the orderbook

Parameters

isAscending boolean true for asks, false for bids (ordering of price levels)
side Array<OrderBookLevelL2>
updates Array<OrderBookLevelL2>

Returns Array<OrderBookLevelL2>

OrderBookFeesAndMinimums

Type: Object

Properties

takerIdexFeeRate string Taker trade fee rate collected by IDEX; used in computing synthetic price levels for real-time order books
takerLiquidityProviderFeeRate string Taker trade fee rate collected by liquidity providers; used in computing synthetic price levels for real-time order books
takerTradeMinimum string Minimum order size that is accepted by the matching engine for execution in MATIC, applies to both MATIC and tokensSee RestResponseExchangeInfo

RestRequestRemoveLiquidity

Type: Object

Properties

nonce string UUIDv1
wallet string Ethereum wallet address
tokenA string Asset by address
tokenB string Asset by address
liquidity string LP tokens to burn
amountAMin string Minimum amount of tokenA to add to the liquidity pool
amountBMin string Minimum amount of tokenB to add to the liquidity pool
to string Wallet to credit LP tokens, or the custodian contract address to leave on exchange

privateKeySigner

See: {createPrivateKeyMessageSigner}

Meta

deprecated: use createPrivateKeyMessageSigner directly

OrderBookLevelType

Type: Object

OrderBookLevelL1

Type: Object

Properties

price bigint
size bigint
numOrders number

calculateGrossBaseValueOfBuyQuantities

Helper function to convert from quote to base quantities see: {quantitiesAvailableFromPoolAtAskPrice}

Parameters

baseAssetQuantity bigint
quoteAssetQuantity bigint
grossQuoteQuantity bigint

Returns bigint

RestRequestFindLiquidityAddition

Type: Object

Properties

nonce string UUIDv1
wallet string Ethereum wallet address
liquidityAdditionId string? Single liquidityAdditionId to return; exclusive with initiatingTxId
initiatingTxId string? Transaction id of the Exchange contract addLiquidity or addLiquidityETH call transaction, only applies to chain-initiated liquidity additions; exclusive with liquidityAdditionId
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? Liquidity additions created at the same timestamp or after fromId

OrderBookLevelL2

Type: Object

Properties

price bigint
size bigint
numOrders number
type OrderBookLevelType

calculateGrossQuoteQuantity

Helper function to calculate gross quote available at an ask price see: {quantitiesAvailableFromPoolAtAskPrice}

Parameters

baseAssetQuantity bigint
quoteAssetQuantity bigint
targetPrice bigint
idexFeeRate bigint
poolFeeRate bigint

Returns bigint

PoolReserveQuantities

Type: Object

Properties

baseReserveQuantity bigint
quoteReserveQuantity bigint

RestRequestFindLiquidityRemoval

Type: Object

Properties

nonce string UUIDv1
wallet string Ethereum wallet address
liquidityRemovalId string? Single liquidityRemovalId to return; exclusive with initiatingTxId
initiatingTxId string? Transaction id of the Exchange contract removeLiquidity or removeLiquidityETH call transaction, only applies to chain-initiated liquidity removals; exclusive with liquidityRemovalId
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? Liquidity additions created at the same timestamp or after fromId

PriceLevelQuantities

Type: Object

Properties

grossBase bigint
grossQuote bigint

RestRequestFindLiquidityChanges

Type: Object

Properties

nonce string UUIDv1
wallet string Ethereum wallet address
start number? Starting timestamp (inclusive)
end number? Ending timestamp (inclusive)
limit number? Max results to return from 1-1000
fromId string? Deposits created at the same timestamp or after fromId

calculateGrossQuoteValueOfSellQuantities

Helper function to convert from base to quote quantities see: {quantitiesAvailableFromPoolAtBidPrice}

Parameters

baseAssetQuantity bigint
quoteAssetQuantity bigint
grossBaseQuantity bigint

Returns bigint

MarketType

Type: string

orderBook

Orderbook trades accepted

Type: string

hybrid

Orderbook, pool, and hybrid trades accepted

Type: string

calculateBaseQuantityOut

Given a taker order size expressed in quote, how much base is received from the pool

see: {L1orL2BestAvailablePrices}

Parameters

baseAssetQuantity bigint
quoteAssetQuantity bigint
grossQuoteQuantityIn bigint
idexFeeRate bigint
poolFeeRate bigint

Returns bigint

LiquidityChangeOrigination

Type: string

OnChain

Initiation on-chain via contract call

Type: string

OffChain

Initiated off-chain via API

Type: string

WebSocketRequestAuthenticatedSubscription

Type: (WebSocketRequestBalancesSubscription | WebSocketRequestOrdersSubscription)

WebSocketRequestUnauthenticatedSubscription

Type: (WebSocketRequestCandlesSubscription | WebSocketRequestL1OrderBookSubscription | WebSocketRequestL2OrderBookSubscription | WebSocketRequestTickersSubscription | WebSocketRequestTradesSubscription)

LiquidityChangeType

Type: string

Addition

Adding reserve assets to pool and minting LP tokens

Type: string

Removal

Removing reserve assets from pool and burning LP tokens

Type: string

AuthTokenWebSocketRequestAuthenticatedSubscription

Type: (AuthTokenWebSocketRequestBalancesSubscription | AuthTokenWebSocketRequestOrdersSubscription)

calculateQuoteQuantityOut

Given a taker order size expressed in base, how much quote is received from the pool

see: {L1orL2BestAvailablePrices}

Parameters

baseAssetQuantity bigint
quoteAssetQuantity bigint
grossBaseQuantityIn bigint
idexFeeRate bigint
poolFeeRate bigint

Returns bigint

AuthTokenWebSocketRequestSubscription

Type: (AuthTokenWebSocketRequestAuthenticatedSubscription | WebSocketRequestUnauthenticatedSubscription)

MultiverseChain

The available multiverse chains to define when creating a client.

Type: "matic"

WebSocketRequestSubscription

Type: (AuthTokenWebSocketRequestAuthenticatedSubscription | WebSocketRequestUnauthenticatedSubscription)

WebSocketResponseLiquidityPoolShort

LiquidityPoolShort

Type: Object

Properties

q string (baseReserveQuantity) quantity of base asset held in the liquidity pool
Q string (quoteReserveQuantity) quantity of quote asset held in the liquidity pool

numerator

The result needs to be rounded down to prevent the pool's constant product from decreasing, ie. the second part of the subtraction (the division) needs to be rounded up.

RestResponseLiquidityPool

Liquidity Pool

Type: Object

Properties

tokenA string Address of one reserve token
tokenB string Address of one reserve token
reserveA string Quantity of token A held as reserve in token precision, not pips
reserveB string Quantity of token B held as reserve in token precision, not pips
liquidityToken string Address of the liquidity provider (LP) token
totalLiquidity string Total quantity of liquidity provider (LP) tokens minted in token precision, not pips
reserveUsd string Total value of reserves in USD
market string Market symbol of pool’s associated hybrid market

WebSocketResponseLiquidityPoolLong

LiquidityPoolLong

Type: Object

Properties

baseReserveQuantity string quantity of base asset held in the liquidity pool
quoteReserveQuantity string quantity of quote asset held in the liquidity pool

WebSocketRequestSubscriptionsByName

Type: Object

Properties

balances WebSocketRequestSubscriptionsByName
orders WebSocketRequestOrdersSubscription
candles WebSocketRequestCandlesSubscription
l1orderbook WebSocketRequestL1OrderBookSubscription
l2orderbook WebSocketRequestL2OrderBookSubscription
tickers WebSocketRequestTickersSubscription
trades WebSocketRequestTradesSubscription

calculateSyntheticPriceLevels

Generates a synthetic orderbook consisting of price levels for pool liquidity only

Parameters

baseAssetQuantity bigint pool reserve in base asset, must be at least 1.0 expressed in pips (10^-8)
quoteAssetQuantity bigint pool reserve in quote asset, must be at least 1.0 expressed in pips (10^-8)
visibleLevels number how many ask and bid price levels to generate (of each)
visibleSlippage number how much slippage per price level, in 1/1000th of a percent (100 = 0.1%)
idexFeeRate bigint? the idex fee rate to use for calculations (query /v1/exchange for current global setting) (optional, default BigInt(0))
poolFeeRate bigint? the liquidity pool fee rate to use for calculations (query /v1/exchange for current global setting) (optional, default BigInt(0))
tickSize number minimum price movement expressed in pips (10^-8) (optional, default 1)

Returns SyntheticL2OrderBook a level 2 order book with synthetic price levels only

RestResponseLiquidityAddition

LiquidityAddition

Type: Object

Properties

liquidityAdditionId string Internal ID of liquidity addition
tokenA string Asset symbol
tokenB string Asset symbol
amountA (string | null) Amount of tokenA added to the liquidity pool
amountB (string | null) Amount of tokenB added to the liquidity pool
liquidity (string | null) Amount of liquidity provided (LP) tokens minted
time number Liquidity addition timestamp
initiatingTxId (string | null) On chain initiated transaction ID, if available
errorCode string Error short code present on liquidity addition error
errorMessage string Human-readable error message present on liquidity addition error
feeTokenA (string | null) Amount of tokenA collected as fees
feeTokenB (string | null) Amount of tokenB collected as fees
txId (string | null) Ethereum transaction ID, if available
txStatus (EthTransactionStatus | null) Ethereum transaction status

RestResponseLiquidityPoolReserves

LiquidityPoolReserves

Type: Object

Properties

baseReserveQuantity string reserve quantity of base asset in pool
quoteReserveQuantity string reserve quantity of quote asset in pool

WebSocketResponseL2OrderBookChange

L2OrderBookChange

Type: [string, string, number]

RestResponseLiquidityRemoval

LiquidityRemoval

Type: Object

Properties

liquidityRemovalId string Internal ID of liquidity removal
tokenA string Asset symbol
tokenB string Asset symbol
amountA (string | null) Amount of tokenA added to the liquidity pool
amountB (string | null) Amount of tokenB added to the liquidity pool
liquidity (string | null) Amount of liquidity provided (LP) tokens minted
time number Liquidity addition timestamp
initiatingTxId (string | null) On chain initiated transaction ID, if available
errorCode string Error short code present on liquidity addition error
errorMessage string Human-readable error message present on liquidity addition error
feeTokenA (string | null) Amount of tokenA collected as fees
feeTokenB (string | null) Amount of tokenB collected as fees
txId (string | null) Ethereum transaction ID, if available
txStatus (EthTransactionStatus | null) Ethereum transaction status

WebSocketRequestUnsubscribe

UnsubscribeRequest

Type: Object

Properties

method string 'unsubscribe'
cid string? client-supplied request id
markets Array<string>? array of market symbols
subscriptions Array<(WebSocketRequestUnsubscribeSubscription | WebSocketRequestUnsubscribeShortNames)>? array of subscription objects

recalculateHybridLevelAmounts

Recalculate price level quantities for a book previously sorted with {sortAndMergeLevelsUnadjusted}

Parameters

orderbook L2OrderBook an unadjusted level 2 order book as returned by {sortAndMergeLevelsUnadjusted}
idexFeeRate bigint idex fee rate to use in pool quantity calculations
poolFeeRate bigint pool fee rate to use in pool quantity calculations

Returns L2OrderBook the recalculated level 2 order book

WebSocketRequestSubscriptions

SubscriptionsRequest

Type: Object

Properties

method string 'subscriptions'
cid string? customer-supplied request id

WebSocketRequest

Type: (WebSocketRequestSubscribeStrict | WebSocketRequestSubscriptions | WebSocketRequestUnsubscribe)

WebSocketRequest

Type: (WebSocketRequestSubscribe | WebSocketRequestSubscriptions | WebSocketRequestUnsubscribe)

TradeType

Type: string

orderBook

Type: string

pool

Type: string

hybrid

Type: string

sortAndMergeLevelsUnadjusted

Combines limit orders and synthetic price levels into an intermediate sorted state IMPORTANT: this function does not update price level quantities after merging

Parameters

limitOrderLevels Array<OrderBookLevelL2> a level 2 orderbook with only limit orders
syntheticLevels Array<OrderBookLevelL2> a level 2 orderbook with only synthetic orders
isBefore function (a: OrderBookLevelL2, b: OrderBookLevelL2): boolean

Returns Array<OrderBookLevelL2> a level 2 order book with synthetic price levels only

quantitiesAvailableFromPoolAtAskPrice

Helper function to calculate the asset quantities available at a given price level (pool liquidity only)

Parameters

baseAssetQuantity bigint pool reserve in base asset, must be at least 1.0 expressed in pips (10^-8)
quoteAssetQuantity bigint pool reserve in quote asset, must be at least 1.0 expressed in pips (10^-8)
askPrice bigint the ask price level to calculate quantities for
idexFeeRate bigint? the idex fee rate to use for calculations (query /v1/exchange for current global setting)
poolFeeRate bigint? the liquidity pool fee rate to use for calculations (query /v1/exchange for current global setting)

Returns PriceLevelQuantities a level 2 order book with synthetic price levels only

WebSocketResponseTokenPriceShort

TokenPriceShort

Type: Object

Properties

t string (token) Token symbol
p string (price) Current price of token relative to the native asset

WebSocketResponseTokenPriceLong

TokenPriceLong

Type: Object

Properties

token string Token symbol
price string Current price of token relative to the native asset

WebSocketResponseSubscriptionMessageShort

Short-hand response payloads

Type: ({type: "tickers", data: WebSocketResponseTickerShort} | {type: "trades", data: WebSocketResponseTradeShort} | {type: "candles", data: WebSocketResponseCandleShort} | {type: "l1orderbook", data: WebSocketResponseL1OrderBookShort} | {type: "l2orderbook", data: WebSocketResponseL2OrderBookShort} | {type: "balances", data: WebSocketResponseBalanceShort} | {type: "orders", data: WebSocketResponseOrderShort} | {type: "tokenprice", data: WebSocketResponseTokenPriceShort})

WebSocketResponseSubscriptionMessageLong

Transformer (long-form) response payloads

Type: ({type: "tickers", data: WebSocketResponseTickerLong} | {type: "trades", data: WebSocketResponseTradeLong} | {type: "candles", data: WebSocketResponseCandleLong} | {type: "l1orderbook", data: WebSocketResponseL1OrderBookLong} | {type: "l2orderbook", data: WebSocketResponseL2OrderBookLong} | {type: "balances", data: WebSocketResponseBalanceLong} | {type: "orders", data: WebSocketResponseOrderLong} | {type: "tokenprice", data: WebSocketResponseTokenPriceLong})

quantitiesAvailableFromPoolAtBidPrice

Helper function to calculate the asset quantities available at a given price level (pool liquidity only)

Parameters

baseAssetQuantity bigint pool reserve in base asset, must be at least 1.0 expressed in pips (10^-8)
quoteAssetQuantity bigint pool reserve in quote asset, must be at least 1.0 expressed in pips (10^-8)
bidPrice bigint the bid price level to calculate quantities for
idexFeeRate bigint? the idex fee rate to use for calculations (query /v1/exchange for current global setting)
poolFeeRate bigint? the liquidity pool fee rate to use for calculations (query /v1/exchange for current global setting)

Returns PriceLevelQuantities a level 2 order book with synthetic price levels only

aggregateL2OrderBookAtTickSize

Helper function to re-aggregate L2 orderbook price levels at a larger (more zeroes) tick size

Parameters

inputBook L2OrderBook
tickSize bigint

Returns L2OrderBook

L1orL2BestAvailablePrices

Given a minimum taker order size, calculate the best achievable price level using pool liquidity only

Parameters

pool PoolReserveQuantities pool reserve quantities for the orderbook in question
idexFeeRate bigint the idex fee rate to use for pool calculations
poolFeeRate bigint the pool fee rate to use for pool calculations
takerMinimumInBase bigint the minimum taker order size, expressed in base asset units
takerMinimumInQuote bigint the minimum taker order size, expressed in quote asset units
tickSize bigint

Returns PriceLevelQuantities a level 2 order book with synthetic price levels only

L1L2OrderBooksWithMinimumTaker

Modifies an existing level 2 order book to include better price levels at the desired taker order size, if available from pool reserves

Parameters

l2 L2OrderBook
idexFeeRate bigint the idex fee rate to use for pool calculations
poolFeeRate bigint the pool fee rate to use for pool calculations
takerMinimumInQuote bigint the minimum taker order size, expressed in quote asset units
tickSize bigint
pool PoolReserveQuantities pool reserve quantities for the orderbook in question

Returns {l1: L1OrderBook, l2: L2OrderBook}

validateSyntheticPriceLevelInputs

Validates assumptions for reserve quantities and pricing required for quantity calculations

Parameters

baseAssetQuantity bigint pool reserve in base asset, must be at least 1.0 expressed in pips (10^-8)
quoteAssetQuantity bigint pool reserve in quote asset, must be at least 1.0 expressed in pips (10^-8)
targetPrice bigint price expressed in pips, must be 0 < price < 2^64-1 and on the correct side of the spread
isBuy boolean if true, the price is targeting buy orders (bids), otherwise sell orders (asks)

Returns void validation always succeeds or throws

adjustPriceToTickSize

Adjusts prices in pips to account for tick size by discarding insignificant digits using specified rounding mode. Ex price 123456789 at tick size 1 is 123456789, at tick size 10 123456780, at 100 123456700, etc

Parameters

price bigint
tickSize bigint
roundingMode BigNumber.RoundingMode (optional, default BigNumber.ROUND_HALF_UP)

Returns bigint

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API

Table of Contents

Clients

REST Public Client

RestPublicClient

Parameters

Examples

ping

getServerTime

getExchangeInfo

getAssets

getMarkets

Parameters

getLiquidityPools

Parameters

getTickers

Parameters

getCandles

Parameters

getTrades

Parameters

getOrderBookLevel1

Parameters

getOrderBookLevel2

Parameters

RestPublicClientOptions

Properties

REST Authenticated Client

RestAuthenticatedClient

Parameters

Examples

addLiquidity

Parameters

removeLiquidity

Parameters

getLiquidityAddition

Parameters

getLiquidityAdditions

Parameters

getLiquidityRemoval

Parameters

getLiquidityRemovals

Parameters

getUser

Parameters

getWallets

Parameters

getBalances

Parameters

associateWallet

Parameters

Examples

createOrder

Parameters

Examples

createTestOrder

Parameters

Examples

cancelOrder

Parameters

Examples

cancelOrders

Parameters

Examples

getOrder

Parameters

getOrders

Parameters

getFill

Parameters

getFills

Parameters

getDeposit

Parameters