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Get instruments

GET 
/instruments

Returns specifications for all currently listed markets and indices.

Request​

Query Parameters

    contractType ContractType[]

    Possible values: [futures_inverse, futures_vanilla, flexible_futures]

    Contract type(s) to return statuses for.

    By default, includes all futures instrument types.

    Multi-value example: ?contractType=futures_inverse&contractType=futures_vanilla

Responses​

Schema
    oneOf
    instruments object[]required

    A list containing structures for each available instrument. The list is in no particular order.

  • Array [
    • category string

    'Category of the contract: "Layer 1", "Layer 2", "DeFi", or "Privacy" (multi-collateral contracts only).'

    contractSize number

    For futures: The contract size of the Futures

    For indices: Not returned because N/A

    contractValueTradePrecision number

    Trade precision for the contract (e.g. trade precision of 2 means trades are precise to the hundredth decimal place 0.01).

    fundingRateCoefficient number
    impactMidSize number

    Amount of contract used to calculated the mid price for the mark price

    isin string

    Single-collateral contracts only: Contract's ISIN code

    lastTradingTime date-time
    marginSchedules object

    For futures: A map containing margin schedules by platform.

    For indices: Not returned because N/A.

    property name* MarginSchedule
    retail object[]required
  • Array [
    • contracts int64

    For futures: The lower limit of the number of contracts to which this margin level applies

    For indices: Not returned because N/A

    numNonContractUnits double

    For futures: The lower limit of the number of non-contract units (i.e. quote currency units for linear futures) to which this margin level applies

    For indices: Not returned because N/A.

    initialMargin numberrequired

    For futures: The initial margin requirement for this level

    For indices: Not returned because N/A

    maintenanceMargin numberrequired

    For futures: The maintenance margin requirement for this level

    For indices: Not returned because N/A

  • ]
    • professional object[]required
  • Array [
    • contracts int64

    For futures: The lower limit of the number of contracts to which this margin level applies

    For indices: Not returned because N/A

    numNonContractUnits double

    For futures: The lower limit of the number of non-contract units (i.e. quote currency units for linear futures) to which this margin level applies

    For indices: Not returned because N/A.

    initialMargin numberrequired

    For futures: The initial margin requirement for this level

    For indices: Not returned because N/A

    maintenanceMargin numberrequired

    For futures: The maintenance margin requirement for this level

    For indices: Not returned because N/A

  • ]
    • retailMarginLevels object[]

    Margin levels for retail clients.

  • Array [
    • contracts int64

    For futures: The lower limit of the number of contracts to which this margin level applies

    For indices: Not returned because N/A

    numNonContractUnits double

    For futures: The lower limit of the number of non-contract units (i.e. quote currency units for linear futures) to which this margin level applies

    For indices: Not returned because N/A.

    initialMargin numberrequired

    For futures: The initial margin requirement for this level

    For indices: Not returned because N/A

    maintenanceMargin numberrequired

    For futures: The maintenance margin requirement for this level

    For indices: Not returned because N/A

  • ]
    • marginLevels object[]

    Margin levels for professional clients.

  • Array [
    • contracts int64

    For futures: The lower limit of the number of contracts to which this margin level applies

    For indices: Not returned because N/A

    numNonContractUnits double

    For futures: The lower limit of the number of non-contract units (i.e. quote currency units for linear futures) to which this margin level applies

    For indices: Not returned because N/A.

    initialMargin numberrequired

    For futures: The initial margin requirement for this level

    For indices: Not returned because N/A

    maintenanceMargin numberrequired

    For futures: The maintenance margin requirement for this level

    For indices: Not returned because N/A

  • ]
    • maxPositionSize number

    Maximum number of contracts that one can hold in a position

    maxRelativeFundingRate number

    Perpetuals only: the absolute value of the maximum permissible funding rate

    openingDate date-time

    When the contract was first available for trading

    postOnly boolean

    True if the instrument is in post-only mode, false otherwise.

    feeScheduleUid string

    Unique identifier of fee schedule associated with the instrument

    symbol stringrequired

    Market symbol.

    pair string

    Asset pair.

    base string

    Base asset.

    quote string

    Quote asset.

    tags string[]

    Tag for the contract (currently does not return a value).

    tickSize number

    Tick size of the contract being traded.

    tradeable booleanrequired

    True if the instrument can be traded, False otherwise.

    type string

    Possible values: [flexible_futures, futures_inverse, futures_vanilla]

    The type of the instrument:

    • flexible_futures
    • futures_inverse
    • futures_vanilla
    underlying string

    For futures: The underlying of the Futures

    For indices: Not returned because N/A

    underlyingFuture string

    For options: The underlying future of the option. Otherwise null.

    tradfi booleanrequired

    True if this is a non-crypto market.

    mtf boolean

    True if currently has MTF status.

  • ]
    • result stringrequired

    Possible values: [success]

    serverTime date-timerequired

    Server time in Coordinated Universal Time (UTC)

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