Native Market Data API

Public, unauthenticated endpoints under /api/v1 that complement the FAPI market endpoints. Same data, snake_case JSON, and a few things FAPI does not expose (recent public trades, per-side open interest, insurance fund, external reference prices).

Base: https://api-avax.<sparky-domain>/api/v1 (per chain).

Method	Path	Notes
GET	/markets?limit=200	All markets with 24 h stats, rank, max leverage; ordered by display sort_order. limit max 500.
GET	/markets/{symbol}/ticker	last_price, 24 h change/high/low/volume, open_interest, funding_rate, next_funding_time (s).
GET	/markets/{symbol}/price	mark_price, index_price, last_price, bid_price, ask_price, funding_rate, next_funding_rate, next_funding_time (s), updated_at (ms).
GET	/markets/{symbol}/orderbook	Top 20 levels, [price, qty] arrays, timestamp (ms). Empty arrays on a cold book.
GET	/markets/{symbol}/trades	Last 50 fills: id, price, amount, side (buy/sell), timestamp (ms). Not available on FAPI.
GET	/markets/{symbol}/candles?period=1h&limit=300&from=&to=	Native klines; period ∈ 1m 5m 15m 1h 4h 1d 1w 1M; time in seconds; limit max 10000; from/to seconds or ms (auto-detected).
GET	/markets/{symbol}/candles/latest?period=5m	Forming candle with is_final.
GET	/klines/{symbol}/candles?period=15m&limit=500&start=&end=	Proxy of Binance Futures klines (extended periods); start/end ms.
GET	/funding-rates, /funding-rates/{symbol}, /funding-rates/{symbol}/history?limit=100	funding_rate, funding_rate_per_hour, mark_price, index_price, next_funding_time (ms), long_open_interest, short_open_interest (USD).
GET	/open-interest/{symbol} (+ /history, /ratio, /accounts, /top-positions, /top-accounts, /taker-volume, /leverage-brackets)	OI analytics behind the /futures/data/* FAPI endpoints, plus leverage brackets.
GET	/liquidations/{symbol}, /liquidations/{symbol}/config, /insurance-fund/{symbol}	Liquidation feed, parameters and insurance-fund balance.
GET	/adl/{symbol}/rankings, /adl/{symbol}/events, /adl/{symbol}/config	Real ADL queue (unlike the simplified FAPI adlQuantile).
GET	/trigger-orders/{symbol}/config	Trigger-order limits per market.
GET	/external/markets, /external/markets/{symbol}/{ticker,orderbook,trades,candles}	External reference-source data (cached 60 s / 3 s / — / 30 s; circuit breaker; stale data flagged with the X-Data-Stale: true header).
GET	/markets/risk-params	Margin tiers and risk parameters.
GET	/public/account/{address}/{positions,orders,pnl}	Public view of any address's positions / orders / PnL.
GET	/leaderboard/traders	Trader PnL leaderboard.

Error shape

{ "error": "Unknown trading pair: XYZUSDT", "code": "INVALID_MARKET" }

HTTP	code
400	ERR_INVALID_PERIOD, ERR_INVALID_TIME_RANGE
404	INVALID_MARKET, ERR_NO_DATA, EXTERNAL_ERROR
502	ERR_BINANCE_ERROR
503	PRICE_DATA_UNAVAILABLE, CIRCUIT_OPEN

Example

import requests
BASE = "https://api-avax.<sparky-domain>/api/v1"

markets = requests.get(f"{BASE}/markets").json()["markets"]
book = requests.get(f"{BASE}/markets/BTCUSDT/orderbook").json()
candles = requests.get(f"{BASE}/markets/BTCUSDT/candles", params={"period": "1h", "limit": 100}).json()["candles"]