kalshi-typescript 3.6.0 → 3.7.0

package/docs/LiveDataApi.md

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+# LiveDataApi
+
+All URIs are relative to *https://api.elections.kalshi.com/trade-api/v2*
+
+|Method | HTTP request | Description|
+|------------- | ------------- | -------------|
+|[**getLiveData**](#getlivedata) | **GET** /live_data/{type}/milestone/{milestone_id} | Get Live Data|
+|[**getLiveDatas**](#getlivedatas) | **GET** /live_data/batch | Get Multiple Live Data|
+
+# **getLiveData**
+> GetLiveDataResponse getLiveData()
+
+Get live data for a specific milestone
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **type** | [**string**] | Type of live data | defaults to undefined|
+| **milestoneId** | [**string**] | Milestone ID | defaults to undefined|
+
+
+### Return type
+
+**GetLiveDataResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Live data retrieved successfully |  -  |
+|**404** | Live data not found |  -  |
+|**500** | Internal server error |  -  |
+
+# **getLiveDatas**
+> GetLiveDatasResponse getLiveDatas()
+
+Get live data for multiple milestones
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **milestoneIds** | **Array<string>** | Array of milestone IDs | defaults to undefined|
+
+
+### Return type
+
+**GetLiveDatasResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Live data retrieved successfully |  -  |
+|**500** | Internal server error |  -  |
+

package/docs/LookupPoint.md

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+# LookupPoint
+
+
+## Properties
+
+Name | Type | Description | Notes
+------------ | ------------- | ------------- | -------------
+**event_ticker** | **string** | Event ticker for the lookup point. | [default to undefined]
+**market_ticker** | **string** | Market ticker for the lookup point. | [default to undefined]
+**selected_markets** | [**Array<TickerPair>**](TickerPair.md) | Markets that were selected for this lookup. | [default to undefined]
+**last_queried_ts** | **string** | Timestamp when this lookup was last queried. | [default to undefined]
+
+## Example
+
+```typescript
+import { LookupPoint } from 'kalshi-typescript';
+
+const instance: LookupPoint = {
+    event_ticker,
+    market_ticker,
+    selected_markets,
+    last_queried_ts,
+};
+```
+
+[[Back to Model list]](../README.md#documentation-for-models) [[Back to API list]](../README.md#documentation-for-api-endpoints) [[Back to README]](../README.md)

package/docs/LookupTickersForMarketInMultivariateEventCollectionRequest.md

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+# LookupTickersForMarketInMultivariateEventCollectionRequest
+
+
+## Properties
+
+Name | Type | Description | Notes
+------------ | ------------- | ------------- | -------------
+**selected_markets** | [**Array<TickerPair>**](TickerPair.md) | List of selected markets that act as parameters to determine which market is produced. | [default to undefined]
+
+## Example
+
+```typescript
+import { LookupTickersForMarketInMultivariateEventCollectionRequest } from 'kalshi-typescript';
+
+const instance: LookupTickersForMarketInMultivariateEventCollectionRequest = {
+    selected_markets,
+};
+```
+
+[[Back to Model list]](../README.md#documentation-for-models) [[Back to API list]](../README.md#documentation-for-api-endpoints) [[Back to README]](../README.md)

package/docs/LookupTickersForMarketInMultivariateEventCollectionResponse.md

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+# LookupTickersForMarketInMultivariateEventCollectionResponse
+
+
+## Properties
+
+Name | Type | Description | Notes
+------------ | ------------- | ------------- | -------------
+**event_ticker** | **string** | Event ticker for the looked up market. | [default to undefined]
+**market_ticker** | **string** | Market ticker for the looked up market. | [default to undefined]
+
+## Example
+
+```typescript
+import { LookupTickersForMarketInMultivariateEventCollectionResponse } from 'kalshi-typescript';
+
+const instance: LookupTickersForMarketInMultivariateEventCollectionResponse = {
+    event_ticker,
+    market_ticker,
+};
+```
+
+[[Back to Model list]](../README.md#documentation-for-models) [[Back to API list]](../README.md#documentation-for-api-endpoints) [[Back to README]](../README.md)

package/docs/MaintenanceWindow.md

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+# MaintenanceWindow
+
+
+## Properties
+
+Name | Type | Description | Notes
+------------ | ------------- | ------------- | -------------
+**start_datetime** | **string** | Start date and time of the maintenance window. | [default to undefined]
+**end_datetime** | **string** | End date and time of the maintenance window. | [default to undefined]
+
+## Example
+
+```typescript
+import { MaintenanceWindow } from 'kalshi-typescript';
+
+const instance: MaintenanceWindow = {
+    start_datetime,
+    end_datetime,
+};
+```
+
+[[Back to Model list]](../README.md#documentation-for-models) [[Back to API list]](../README.md#documentation-for-api-endpoints) [[Back to README]](../README.md)

package/docs/Market.md

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+# Market
+
+
+## Properties
+
+Name | Type | Description | Notes
+------------ | ------------- | ------------- | -------------
+**ticker** | **string** |  | [default to undefined]
+**event_ticker** | **string** |  | [default to undefined]
+**market_type** | **string** | Identifies the type of market | [default to undefined]
+**title** | **string** |  | [default to undefined]
+**subtitle** | **string** |  | [default to undefined]
+**yes_sub_title** | **string** | Shortened title for the yes side of this market | [default to undefined]
+**no_sub_title** | **string** | Shortened title for the no side of this market | [default to undefined]
+**created_time** | **string** |  | [default to undefined]
+**updated_time** | **string** | Time of the last non-trading metadata update. | [default to undefined]
+**open_time** | **string** |  | [default to undefined]
+**close_time** | **string** |  | [default to undefined]
+**expected_expiration_time** | **string** | Time when this market is expected to expire | [optional] [default to undefined]
+**expiration_time** | **string** |  | [default to undefined]
+**latest_expiration_time** | **string** | Latest possible time for this market to expire | [default to undefined]
+**settlement_timer_seconds** | **number** | The amount of time after determination that the market settles | [default to undefined]
+**status** | **string** | The current status of the market in its lifecycle. | [default to undefined]
+**response_price_units** | **string** | DEPRECATED: Use price_level_structure and price_ranges instead. | [default to undefined]
+**yes_bid** | **number** | DEPRECATED: Use yes_bid_dollars instead. | [default to undefined]
+**yes_bid_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**yes_ask** | **number** | DEPRECATED: Use yes_ask_dollars instead. | [default to undefined]
+**yes_ask_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**no_bid** | **number** | DEPRECATED: Use no_bid_dollars instead. | [default to undefined]
+**no_bid_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**no_ask** | **number** | DEPRECATED: Use no_ask_dollars instead. | [default to undefined]
+**no_ask_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**last_price** | **number** | DEPRECATED: Use last_price_dollars instead. | [default to undefined]
+**last_price_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**volume** | **number** |  | [default to undefined]
+**volume_fp** | **string** | Fixed-point contract count string (2 decimals, e.g., \"10.00\"; referred to as \"fp\" in field names). Requests accept 0–2 decimal places (e.g., \"10\", \"10.0\", \"10.00\"); responses always emit 2 decimals. Currently only whole contract values are permitted, but the format supports future fractional precision. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match. | [default to undefined]
+**volume_24h** | **number** |  | [default to undefined]
+**volume_24h_fp** | **string** | Fixed-point contract count string (2 decimals, e.g., \"10.00\"; referred to as \"fp\" in field names). Requests accept 0–2 decimal places (e.g., \"10\", \"10.0\", \"10.00\"); responses always emit 2 decimals. Currently only whole contract values are permitted, but the format supports future fractional precision. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match. | [default to undefined]
+**result** | **string** |  | [default to undefined]
+**can_close_early** | **boolean** |  | [default to undefined]
+**fractional_trading_enabled** | **boolean** |  | [default to undefined]
+**open_interest** | **number** | Number of contracts bought on this market disconsidering netting | [default to undefined]
+**open_interest_fp** | **string** | Fixed-point contract count string (2 decimals, e.g., \"10.00\"; referred to as \"fp\" in field names). Requests accept 0–2 decimal places (e.g., \"10\", \"10.0\", \"10.00\"); responses always emit 2 decimals. Currently only whole contract values are permitted, but the format supports future fractional precision. Integer contract count fields are legacy and will be deprecated; when both integer and fp fields are provided, they must match. | [default to undefined]
+**notional_value** | **number** | DEPRECATED: Use notional_value_dollars instead. | [default to undefined]
+**notional_value_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**previous_yes_bid** | **number** | DEPRECATED: Use previous_yes_bid_dollars instead. | [default to undefined]
+**previous_yes_bid_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**previous_yes_ask** | **number** | DEPRECATED: Use previous_yes_ask_dollars instead. | [default to undefined]
+**previous_yes_ask_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**previous_price** | **number** | DEPRECATED: Use previous_price_dollars instead. | [default to undefined]
+**previous_price_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**liquidity** | **number** | DEPRECATED: This field is deprecated and will always return 0. | [default to undefined]
+**liquidity_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [default to undefined]
+**settlement_value** | **number** | The settlement value of the YES/LONG side of the contract in cents. Only filled after determination | [optional] [default to undefined]
+**settlement_value_dollars** | **string** | US dollar amount as a fixed-point decimal string with up to 4 decimal places of precision. This is the maximum supported precision; valid quote intervals for a given market are constrained by that market\'s price level structure. | [optional] [default to undefined]
+**settlement_ts** | **string** | Timestamp when the market was settled. Only filled for settled markets | [optional] [default to undefined]
+**expiration_value** | **string** | The value that was considered for the settlement | [default to undefined]
+**fee_waiver_expiration_time** | **string** | Time when this market\'s fee waiver expires | [optional] [default to undefined]
+**early_close_condition** | **string** | The condition under which the market can close early | [optional] [default to undefined]
+**tick_size** | **number** | DEPRECATED: Use price_level_structure and price_ranges instead. | [default to undefined]
+**strike_type** | **string** | Strike type defines how the market strike is defined and evaluated | [optional] [default to undefined]
+**floor_strike** | **number** | Minimum expiration value that leads to a YES settlement | [optional] [default to undefined]
+**cap_strike** | **number** | Maximum expiration value that leads to a YES settlement | [optional] [default to undefined]
+**functional_strike** | **string** | Mapping from expiration values to settlement values | [optional] [default to undefined]
+**custom_strike** | **object** | Expiration value for each target that leads to a YES settlement | [optional] [default to undefined]
+**rules_primary** | **string** | A plain language description of the most important market terms | [default to undefined]
+**rules_secondary** | **string** | A plain language description of secondary market terms | [default to undefined]
+**mve_collection_ticker** | **string** | The ticker of the multivariate event collection | [optional] [default to undefined]
+**mve_selected_legs** | [**Array<MveSelectedLeg>**](MveSelectedLeg.md) |  | [optional] [default to undefined]
+**primary_participant_key** | **string** |  | [optional] [default to undefined]
+**price_level_structure** | **string** | Price level structure for this market, defining price ranges and tick sizes | [default to undefined]
+**price_ranges** | [**Array<PriceRange>**](PriceRange.md) | Valid price ranges for orders on this market | [default to undefined]
+**is_provisional** | **boolean** | If true, the market may be removed after determination if there is no activity on it | [optional] [default to undefined]
+
+## Example
+
+```typescript
+import { Market } from 'kalshi-typescript';
+
+const instance: Market = {
+    ticker,
+    event_ticker,
+    market_type,
+    title,
+    subtitle,
+    yes_sub_title,
+    no_sub_title,
+    created_time,
+    updated_time,
+    open_time,
+    close_time,
+    expected_expiration_time,
+    expiration_time,
+    latest_expiration_time,
+    settlement_timer_seconds,
+    status,
+    response_price_units,
+    yes_bid,
+    yes_bid_dollars,
+    yes_ask,
+    yes_ask_dollars,
+    no_bid,
+    no_bid_dollars,
+    no_ask,
+    no_ask_dollars,
+    last_price,
+    last_price_dollars,
+    volume,
+    volume_fp,
+    volume_24h,
+    volume_24h_fp,
+    result,
+    can_close_early,
+    fractional_trading_enabled,
+    open_interest,
+    open_interest_fp,
+    notional_value,
+    notional_value_dollars,
+    previous_yes_bid,
+    previous_yes_bid_dollars,
+    previous_yes_ask,
+    previous_yes_ask_dollars,
+    previous_price,
+    previous_price_dollars,
+    liquidity,
+    liquidity_dollars,
+    settlement_value,
+    settlement_value_dollars,
+    settlement_ts,
+    expiration_value,
+    fee_waiver_expiration_time,
+    early_close_condition,
+    tick_size,
+    strike_type,
+    floor_strike,
+    cap_strike,
+    functional_strike,
+    custom_strike,
+    rules_primary,
+    rules_secondary,
+    mve_collection_ticker,
+    mve_selected_legs,
+    primary_participant_key,
+    price_level_structure,
+    price_ranges,
+    is_provisional,
+};
+```
+
+[[Back to Model list]](../README.md#documentation-for-models) [[Back to API list]](../README.md#documentation-for-api-endpoints) [[Back to README]](../README.md)

package/docs/MarketApi.md

@@ -0,0 +1,315 @@
+# MarketApi
+
+All URIs are relative to *https://api.elections.kalshi.com/trade-api/v2*
+
+|Method | HTTP request | Description|
+|------------- | ------------- | -------------|
+|[**batchGetMarketCandlesticks**](#batchgetmarketcandlesticks) | **GET** /markets/candlesticks | Batch Get Market Candlesticks|
+|[**getMarket**](#getmarket) | **GET** /markets/{ticker} | Get Market|
+|[**getMarketCandlesticks**](#getmarketcandlesticks) | **GET** /series/{series_ticker}/markets/{ticker}/candlesticks | Get Market Candlesticks|
+|[**getMarketOrderbook**](#getmarketorderbook) | **GET** /markets/{ticker}/orderbook | Get Market Orderbook|
+|[**getMarkets**](#getmarkets) | **GET** /markets | Get Markets|
+|[**getSeries**](#getseries) | **GET** /series/{series_ticker} | Get Series|
+|[**getSeriesList**](#getserieslist) | **GET** /series | Get Series List|
+|[**getTrades**](#gettrades) | **GET** /markets/trades | Get Trades|
+
+# **batchGetMarketCandlesticks**
+> BatchGetMarketCandlesticksResponse batchGetMarketCandlesticks()
+
+Endpoint for retrieving candlestick data for multiple markets.  - Accepts up to 100 market tickers per request - Returns up to 10,000 candlesticks total across all markets - Returns candlesticks grouped by market_id - Optionally includes a synthetic initial candlestick for price continuity (see `include_latest_before_start` parameter) 
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **marketTickers** | [**string**] | Comma-separated list of market tickers (maximum 100) | defaults to undefined|
+| **startTs** | [**number**] | Start timestamp in Unix seconds | defaults to undefined|
+| **endTs** | [**number**] | End timestamp in Unix seconds | defaults to undefined|
+| **periodInterval** | [**number**] | Candlestick period interval in minutes | defaults to undefined|
+| **includeLatestBeforeStart** | [**boolean**] | If true, prepends the latest candlestick available before the start_ts. This synthetic candlestick is created by: 1. Finding the most recent real candlestick before start_ts 2. Projecting it forward to the first period boundary (calculated as the next period interval after start_ts) 3. Setting all OHLC prices to null, and `previous_price` to the close price from the real candlestick  | (optional) defaults to false|
+
+
+### Return type
+
+**BatchGetMarketCandlesticksResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Market candlesticks retrieved successfully |  -  |
+|**400** | Bad request |  -  |
+|**401** | Unauthorized |  -  |
+|**500** | Internal server error |  -  |
+
+# **getMarket**
+> GetMarketResponse getMarket()
+
+ Endpoint for getting data about a specific market by its ticker. A market represents a specific binary outcome within an event that users can trade on (e.g., \"Will candidate X win?\"). Markets have yes/no positions, current prices, volume, and settlement rules.
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **ticker** | [**string**] | Market ticker | defaults to undefined|
+
+
+### Return type
+
+**GetMarketResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Market retrieved successfully |  -  |
+|**401** | Unauthorized |  -  |
+|**404** | Not found |  -  |
+|**500** | Internal server error |  -  |
+
+# **getMarketCandlesticks**
+> GetMarketCandlesticksResponse getMarketCandlesticks()
+
+Time period length of each candlestick in minutes. Valid values: 1 (1 minute), 60 (1 hour), 1440 (1 day).
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **seriesTicker** | [**string**] | Series ticker - the series that contains the target market | defaults to undefined|
+| **ticker** | [**string**] | Market ticker - unique identifier for the specific market | defaults to undefined|
+| **startTs** | [**number**] | Start timestamp (Unix timestamp). Candlesticks will include those ending on or after this time. | defaults to undefined|
+| **endTs** | [**number**] | End timestamp (Unix timestamp). Candlesticks will include those ending on or before this time. | defaults to undefined|
+| **periodInterval** | [**1 | 60 | 1440**]**Array<1 &#124; 60 &#124; 1440>** | Time period length of each candlestick in minutes. Valid values are 1 (1 minute), 60 (1 hour), or 1440 (1 day). | defaults to undefined|
+| **includeLatestBeforeStart** | [**boolean**] | If true, prepends the latest candlestick available before the start_ts. This synthetic candlestick is created by: 1. Finding the most recent real candlestick before start_ts 2. Projecting it forward to the first period boundary (calculated as the next period interval after start_ts) 3. Setting all OHLC prices to null, and &#x60;previous_price&#x60; to the close price from the real candlestick  | (optional) defaults to false|
+
+
+### Return type
+
+**GetMarketCandlesticksResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Candlesticks retrieved successfully |  -  |
+|**400** | Bad request |  -  |
+|**404** | Not found |  -  |
+|**500** | Internal server error |  -  |
+
+# **getMarketOrderbook**
+> GetMarketOrderbookResponse getMarketOrderbook()
+
+ Endpoint for getting the current order book for a specific market.  The order book shows all active bid orders for both yes and no sides of a binary market. It returns yes bids and no bids only (no asks are returned). This is because in binary markets, a bid for yes at price X is equivalent to an ask for no at price (100-X). For example, a yes bid at 7¢ is the same as a no ask at 93¢, with identical contract sizes.  Each side shows price levels with their corresponding quantities and order counts, organized from best to worst prices.
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **ticker** | [**string**] | Market ticker | defaults to undefined|
+| **depth** | [**number**] | Depth of the orderbook to retrieve (0 or negative means all levels, 1-100 for specific depth) | (optional) defaults to 0|
+
+
+### Return type
+
+**GetMarketOrderbookResponse**
+
+### Authorization
+
+[kalshiAccessSignature](../README.md#kalshiAccessSignature), [kalshiAccessKey](../README.md#kalshiAccessKey), [kalshiAccessTimestamp](../README.md#kalshiAccessTimestamp)
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Orderbook retrieved successfully |  -  |
+|**401** | Unauthorized - authentication required |  -  |
+|**404** | Resource not found |  -  |
+|**500** | Internal server error |  -  |
+
+# **getMarkets**
+> GetMarketsResponse getMarkets()
+
+Filter by market status. Possible values: `unopened`, `open`, `closed`, `settled`. Leave empty to return markets with any status.  - Only one `status` filter may be supplied at a time.  - Timestamp filters will be mutually exclusive from other timestamp filters and certain status filters.   | Compatible Timestamp Filters | Additional Status Filters| Extra Notes |  |------------------------------|--------------------------|-------------|  | min_created_ts, max_created_ts | `unopened`, `open`, *empty* | |  | min_close_ts, max_close_ts | `closed`, *empty* | |  | min_settled_ts, max_settled_ts | `settled`, *empty* | |  | min_updated_ts | *empty* | Incompatible with all filters besides `mve_filter=exclude` | 
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **limit** | [**number**] | Number of results per page. Defaults to 100. Maximum value is 1000. | (optional) defaults to 100|
+| **cursor** | [**string**] | Pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page. | (optional) defaults to undefined|
+| **eventTicker** | [**string**] | Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10). | (optional) defaults to undefined|
+| **seriesTicker** | [**string**] | Filter by series ticker | (optional) defaults to undefined|
+| **minCreatedTs** | [**number**] | Filter items that created after this Unix timestamp | (optional) defaults to undefined|
+| **maxCreatedTs** | [**number**] | Filter items that created before this Unix timestamp | (optional) defaults to undefined|
+| **minUpdatedTs** | [**number**] | Return markets with metadata updated later than this Unix timestamp. Tracks non-trading changes only. Incompatible with any other filters. | (optional) defaults to undefined|
+| **maxCloseTs** | [**number**] | Filter items that close before this Unix timestamp | (optional) defaults to undefined|
+| **minCloseTs** | [**number**] | Filter items that close after this Unix timestamp | (optional) defaults to undefined|
+| **minSettledTs** | [**number**] | Filter items that settled after this Unix timestamp | (optional) defaults to undefined|
+| **maxSettledTs** | [**number**] | Filter items that settled before this Unix timestamp | (optional) defaults to undefined|
+| **status** | [**&#39;unopened&#39; | &#39;open&#39; | &#39;paused&#39; | &#39;closed&#39; | &#39;settled&#39;**]**Array<&#39;unopened&#39; &#124; &#39;open&#39; &#124; &#39;paused&#39; &#124; &#39;closed&#39; &#124; &#39;settled&#39;>** | Filter by market status. Leave empty to return markets with any status. | (optional) defaults to undefined|
+| **tickers** | [**string**] | Filter by specific market tickers. Comma-separated list of market tickers to retrieve. | (optional) defaults to undefined|
+| **mveFilter** | [**&#39;only&#39; | &#39;exclude&#39;**]**Array<&#39;only&#39; &#124; &#39;exclude&#39;>** | Filter by multivariate events (combos). \&#39;only\&#39; returns only multivariate events, \&#39;exclude\&#39; excludes multivariate events. | (optional) defaults to undefined|
+
+
+### Return type
+
+**GetMarketsResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Markets retrieved successfully |  -  |
+|**400** | Bad request |  -  |
+|**401** | Unauthorized |  -  |
+|**500** | Internal server error |  -  |
+
+# **getSeries**
+> GetSeriesResponse getSeries()
+
+ Endpoint for getting data about a specific series by its ticker.  A series represents a template for recurring events that follow the same format and rules (e.g., \"Monthly Jobs Report\", \"Weekly Initial Jobless Claims\", \"Daily Weather in NYC\"). Series define the structure, settlement sources, and metadata that will be applied to each recurring event instance within that series.
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **seriesTicker** | [**string**] | The ticker of the series to retrieve | defaults to undefined|
+| **includeVolume** | [**boolean**] | If true, includes the total volume traded across all events in this series. | (optional) defaults to false|
+
+
+### Return type
+
+**GetSeriesResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Series retrieved successfully |  -  |
+|**400** | Bad request - invalid input |  -  |
+|**500** | Internal server error |  -  |
+
+# **getSeriesList**
+> GetSeriesListResponse getSeriesList()
+
+ Endpoint for getting data about multiple series with specified filters.  A series represents a template for recurring events that follow the same format and rules (e.g., \"Monthly Jobs Report\", \"Weekly Initial Jobless Claims\", \"Daily Weather in NYC\"). This endpoint allows you to browse and discover available series templates by category.
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **category** | [**string**] |  | (optional) defaults to undefined|
+| **tags** | [**string**] |  | (optional) defaults to undefined|
+| **includeProductMetadata** | [**boolean**] |  | (optional) defaults to false|
+| **includeVolume** | [**boolean**] | If true, includes the total volume traded across all events in each series. | (optional) defaults to false|
+
+
+### Return type
+
+**GetSeriesListResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Series list retrieved successfully |  -  |
+|**400** | Bad request - invalid input |  -  |
+|**500** | Internal server error |  -  |
+
+# **getTrades**
+> GetTradesResponse getTrades()
+
+ Endpoint for getting all trades for all markets.  A trade represents a completed transaction between two users on a specific market. Each trade includes the market ticker, price, quantity, and timestamp information.  This endpoint returns a paginated response. Use the \'limit\' parameter to control page size (1-1000, defaults to 100). The response includes a \'cursor\' field - pass this value in the \'cursor\' parameter of your next request to get the next page. An empty cursor indicates no more pages are available.
+
+### Parameters
+
+|Name | Type | Description  | Notes|
+|------------- | ------------- | ------------- | -------------|
+| **limit** | [**number**] | Number of results per page. Defaults to 100. Maximum value is 1000. | (optional) defaults to 100|
+| **cursor** | [**string**] | Pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page. | (optional) defaults to undefined|
+| **ticker** | [**string**] | Filter by market ticker | (optional) defaults to undefined|
+| **minTs** | [**number**] | Filter items after this Unix timestamp | (optional) defaults to undefined|
+| **maxTs** | [**number**] | Filter items before this Unix timestamp | (optional) defaults to undefined|
+
+
+### Return type
+
+**GetTradesResponse**
+
+### Authorization
+
+No authorization required
+
+### HTTP request headers
+
+ - **Content-Type**: Not defined
+ - **Accept**: application/json
+
+
+### HTTP response details
+| Status code | Description | Response headers |
+|-------------|-------------|------------------|
+|**200** | Trades retrieved successfully |  -  |
+|**400** | Bad request |  -  |
+|**500** | Internal server error |  -  |
+