Symbol lookups and instrument info

• Symbology

  • Core concepts

    • Venues

    • Products

    • Markets

  • Search and filter markets

Core concepts

Venues

Venues are the specific places where trades are executed. Venues are identified by a unique string, such as COINBASE, CME or UNISWAPV3. They typically identify an actual exchange or marketplace.

Products

Products represent actual assets which are trade and settled. A very general category, examples of products include: BTC Crypto, AAPL US Equity, ESZ1 Future, USD, TSLA 2021-10-15 800 Call, BTC-USDT BINANCE Perpetual, etc.

Generally, two spot/physical products with the same name should be considered fungible. For futures/derivatives, which are generally not fungible, and have different settlement rules, etc. we will generally represent them with a discriminant, e.g. BTC-USDT BINANCE Perpetual vs BTC-USDT OKX Perpetual.

Futures and options product kinds come with an optional underlying field, which if set must uniquely identify related strips of futures/options. Outside of this guarantee, the choice of underlying product is somewhat arbitrary.

Markets

Markets describe a specific trading pair on a given venue. Market names are composed from four distinct parts:

1. Base - the base asset of the trading pair

2. Quote - the quote asset of the trading pair

3. Venue - the exchange venue

4. Route - routing/execution instruction to the venue, for order placement

Examples of market names include:

• BTC-USDT BINANCE Perpetual/USDT Crypto*BINANCE/DIRECT

• BTC Crypto/USD*COINBASE/DIRECT

• BTC 20241025 CME Future/USD*CME/CQG

Markets may sometimes be referred to as "instruments".

Search and filter markets

Python

results = client.search_markets(
    venue="BINANCE",           # optional
    base="BTC",                # optional
    quote="USDT",              # optional
    underlying="",             # optional
    max_results=10,            # optional
    results_offset=0,          # optional
    search_string="",          # optional
    only_favorites=False,      # optional
    sort_by_volume_desc=True,  # optional
)

for market in results:
    # market.venue
    # market.exchange_symbol
    # market.id
    # market.cme_product_group_info
    # market.kind
    # market.name
    # market.tick_size
    # market.step_size
    # market.min_order_quantity
    # market.min_order_quantity_unit
    # market.route
    # market.is_favorite
    pass

JavaScript

import { create } from '@architect/sdk';
const config = {/**/}:
const c = create(config);

const snapshot = await c.filterMarkets([], {
  venue: 'BINANCE',
  base: 'BTC',
  quote: 'USDT',
  underlying: '',
  maxResults: 10,
  resultsOffset: 0,
  searchString: '',
  onlyFavorites: false,
  sortByVolumeDesc: true,
});
console.log('snapshot', snapshot);

GraphQL

query SearchMarkets(
  $venue: Str
  $base: Str
  $quote: Str
  $underlying: Str
  $maxResults: Int
  $resultsOffset: Int
  $searchString: Str
  $onlyFavorites: Boolean
  $sortByVolumeDesc: Boolean
) {
  filterMarkets(
    filter: {
      venue: $venue
      base: $base
      quote: $quote
      underlying: $underlying
      maxResults: $maxResults
      resultsOffset: $resultsOffset
      searchString: $searchString
      onlyFavorites: $onlyFavorites
      sortByVolumeDesc: $sortByVolumeDesc
    }
  ) {
    ...MarketFields
  }
}

fragment MarketFields on Market {
  __typename
  venue {
    id
    name
  }
  exchangeSymbol
  id
  cmeProductGroupInfo {
    productName
    securityType
    category
    subCategory
    mainFraction
  }
  kind {
    ... on ExchangeMarketKind {
      __typename
      base {
        ...ProductFields
      }
      quote {
        ...ProductFields
      }
    }
    ... on PoolMarketKind {
      __typename
      products {
        ...ProductFields
      }
    }
  }
  name
  tickSize
  stepSize
  minOrderQuantity
  minOrderQuantityUnit
  route {
    id
    name
  }
  isFavorite
}