Markets and charts
Load the market catalog, then the selected market’s metadata. Keep its precision and token-decimal settings with your application state. Use candles for historical OHLCV. Use market trades for individual executions. Catalog responses do not provide a WebSocket replay cut.Mainnet market examples
These active market addresses were checked against the mainnet market catalog on 17 October 2026. The catalog is authoritative for current availability; do not reuse these addresses on testnet.Order book
Subscribe to finalizedl2Delta@f for the chosen market without a replay cursor. The Gateway first supplies an authoritative L2 snapshot, then deltas. Install the snapshot before applying updates.
Do not bootstrap this stream by guessing a cursor from an unrelated REST response. The L2 delta reference owns its exact snapshot and update rules.
For a simpler display that replaces the whole book periodically, use L2 book snapshots.
Trade history into live trades
Load market trades from Data Source. When bothfeedEpoch and marketSeq are present, install the REST result and request replay after that cut on the matching finalized market stream.
Keep the epoch with the sequence. A null cursor cannot serve as a replay bootstrap. Follow the endpoint’s semantics rather than treating a null value as zero.
Reconnects and gaps
Persist a cursor only after applying its data. Validate predecessor links, not arithmetic sequence adjacency. Onresync, discard the affected derived state and bootstrap as instructed. On resub, recreate the removed subscription using the last durably applied cursor where supported.
See WebSocket API for control messages and binary envelopes. Decoder package availability is documented in SDK Installation.