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v1

latestOpenAPI 3.1.02026-07-265385123.6 KB
Market Data

Get candlestick (OHLC) data

Retrieve candlestick data for a specific market and time range. Supports intervals: 1m, 15m, 1h, 4h, 1d. Missing intervals are interpolated using the last known close price. Maximum 1000 candles per request.

Optionally set filterWicks=true to suppress extreme H/L wicks caused by liquidation cascades or low-liquidity outlier fills. The filter computes a cross-candle volume-weighted typical price and standard deviation, then clamps each candle's high and low to [VWAP ± nSigma × σ_v] without touching open or close.

get/api/v1/candlesticks

Query parameters

marketstring required

Market address

interval'1m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '8h' | '12h' | '1d' | '3d' | '1w' | '1mo' required

Candlestick interval (1m, 5m, 15m, 30m, 1h, 2h, 4h, 1d, 1w, 1mo)

startTimeinteger required

Start time in milliseconds

endTimeinteger required

End time in milliseconds

filterWicksboolean

When true, caps extreme H/L wicks using cross-candle volume-weighted standard deviation. For each candle, H and L are clamped to [VWAP ± nSigma × σ_v] while preserving the candle body (open/close). No extra database queries are required.

nSigmanumber double

Number of volume-weighted standard deviations used as the wick-filter band (default: 3.0). Only applies when filterWicks is true.

Response

Candlestick data retrieved successfully

Tinteger required
cnumber double required
hnumber double required
istring required
lnumber double required
onumber double required
tinteger required
vnumber double required

Example response

[
  {
    "T": 1761591599999,
    "c": 100,
    "h": 102,
    "i": "1h",
    "l": 98,
    "o": 100,
    "t": 1761588000000,
    "v": 1000
  }
]