GET /api/v1/events returns a paginated list of public trading events.
Supported filters
traderIdsassetIdsdirectionstypesstartTimeendTimelimitcursor
Example: filter by asset
Example: time-bounded query
Default time range
- If
startTimeandendTimeare both omitted, the API may apply a bounded default window. - If an explicit
startTimeis earlier than the accessible window, the API can clamp it forward. - The actual bounds used for the response are returned in
data.meta.appliedTimeRange.
Pagination rules
- Pass
cursorfrommeta.nextCursorto advance to the next page. - Pagination is forward-only.
- Cursors remain usable if matching events disappear between requests because of deletion or eligibility changes.
- Later pages may omit rows that disappeared after an earlier fetch.
- Pagination reflects the current eligible set and is not a frozen snapshot.
limitaccepts up to200.
Event classification flags
Event rows include three boolean classification flags:
Agents and product clients should not present
assumed=false or autoGenerated=false as meaningful user-facing attributes. The absence of a flag is the normal case.
Hydrating context
Event rows expose compact references:positionIdfor the related positionmessageIdfor the related Source Message ID when availabletraderIdandassetIdfor discovery hydration
GET /api/v1/positions?positionIds=... for position performance and GET /api/v1/messages?ids=... for source-message text or attachments.