Schemas

Error code

Human-readable error message

Prediction Markets error class

Request field associated with the error, when available

Human-readable error detail, when available

Authentication or authorization error class

Human-readable authentication or authorization detail

Terms type identifier

Latest terms version

Terms content to display before acceptance

UTC timestamp when the terms content was last updated

Whether the account group has accepted the latest configured Prediction Markets terms

Latest terms version accepted by the account group, if any

Latest configured Prediction Markets terms version, if available

Number of items in current response

Human-readable label (e.g., "Yes", "No")

Short form label (e.g., ">$90")

Rich text description

Current bid/ask pricing for the contract

Status of a prediction market

The outcome being traded (Yes or No)

Trading state of the contract

Display order within the event

Strike price information for Up/Down crypto contracts

The observed settlement price. Only present after the contract is settled.

The strike price value. Null for "reference" type strikes where the value is determined at availableAt time.

Strike type - "reference" for Up/Down contracts, "above" for Higher/Lower contracts

When the strike price becomes available

Type of prediction market

The event ticker (e.g., "BTC100K2028")

Status of a prediction market

Tradeable contracts within this event

Total trading volume in USD

Total liquidity in USD

Nested category information for the event

Structured data source information for price observation. Replaces the deprecated flat source string on the event and contract. Present for crypto Up/Down events. Both fields are omitted when not available.

Settlement information for resolved events

The observed settlement value (e.g., the price at expiry for crypto contracts)

Event type ("binary" or "categorical")

Winning outcome if resolved ("yes" or "no")

Parent event ticker for sub-events

Start datetime (ISO 8601)

Internal ID of the parent combo contract

Zero-based position of this leg in the combo

Internal ID of the underlying single contract

The outcome this leg must settle for the combo to settle YES ("Yes" at launch)

The outcome this leg has settled to, if resolved ("Yes" or "No"). Null while the leg is still active.

UTC timestamp when this leg resolved. Null while still active.

Full metadata for the underlying single contract

Metadata for the combo contract itself (ticker, status, expiry, etc.)

Ordered list of legs that make up this combo

List of combo contracts matching the query

Contract instrument symbol

Order type. stop-limit orders require a stopPrice that triggers a limit order at price when the market reaches the trigger.

Number of contracts

Limit price (0-1 range)

The outcome being traded (Yes or No)

The price to trigger a stop-limit order (0-1 range). Only available for stop-limit orders. See Stop-Limit Orders above for stopPrice/price constraints.

Order execution behavior:

• good-til-cancel - Order remains active until filled or cancelled (default)
• immediate-or-cancel - Fill immediately or cancel remaining
• fill-or-kill - Fill entire order immediately or cancel

Set to true to require maker-only behavior. If the order would immediately take liquidity, the order is cancelled instead of filling.

Orders to submit. Every entry is validated before any order is submitted. All orders use the account associated with the authenticated request.

The outcome being traded (Yes or No)

Order type. stop-limit orders require a stopPrice that triggers a limit order at price when the market reaches the trigger.

Original order quantity

Amount filled so far

Amount remaining to fill

Limit price

Hashed order ID; omitted when unavailable

Client-provided order ID; omitted when unavailable

Global order ID; omitted when unavailable

Stop trigger price; omitted unless populated for a stop-limit order

Average price of fills; omitted when unavailable

Cancellation time; omitted unless the order was cancelled

Promotional cash reserved or applied to the order; omitted when unavailable

Cash reserved for the unfilled portion of a resting buy order; omitted when unavailable

An accepted order returned for one batch entry.

Error class for a rejected entry

Human-readable detail for a rejected entry

One result for each submitted order, in request order.

Order IDs to cancel. Each ID may be an integer or a quoted numeric string. All IDs are validated before any cancellation is attempted.

Order ID from the corresponding request entry.

Order ID from the corresponding request entry.

Error class for a rejected cancellation

Human-readable detail for a rejected cancellation

One result for each requested cancellation, in request order.

The outcome being traded (Yes or No)

Order type. stop-limit orders require a stopPrice that triggers a limit order at price when the market reaches the trigger.

Original order quantity

Amount filled so far

Amount remaining to fill

Limit price

Stop trigger price (populated for stop-limit orders)

Average price of fills

Total position size

Quantity currently on hold from open orders

Average entry price

The outcome being traded (Yes or No)

Current bid/ask/last-trade prices for the contract

Winning outcome ("yes" or "no") if the contract has resolved

Whether the position is above the auto-start threshold

Whether the market is currently live/active

Realized profit/loss from sells

Mark-to-market value of the position in USD at the current sell price (bestBid for YES, bestAsk for NO). Absent from the response when the held outcome has no live sell quote (no liquidity to sell into) — surface a no-liquidity state rather than a price the user cannot transact at. lastTradePrice is still returned for display. Treat as Optional<T>.

Unrealized P&L in USD (marketValue - costBasis). Absent whenever marketValue is absent. Treat as Optional<T>.

Unrealized P&L as a percentage of cost basis. Expressed as a percent (e.g. 12.5 represents 12.5%, not 0.125); rounded to 4 decimal places. Absent when there is no live sell quote, or when cost basis is zero. Treat as Optional<T>.

Total number of positions (for pagination)

Account that held the position

Unique instrument identifier for the contract

Contract instrument symbol

Signed position held at settlement. Positive values represent a yes position; negative values represent a no position.

Absolute quantity held at settlement (unsigned)

The outcome being traded (Yes or No)

Payout received from settlement. 0 when the position lost.

The winning outcome of the contract

Settlement timestamp (ISO 8601)

Total amount spent to enter the position, net of any prior realized P&L from partial sells. Omitted when cost-basis data is not available.

Realized profit or loss recorded from sells prior to settlement. Omitted when not available.

Net profit for the position, computed as payout - costBasis + realizedPnl. Omitted when costBasis is not available.

Total number of settled positions across all pages for the current filter set.

Sum of payout across all settled positions in the filter set. Retained for binary back-compat with the legacy response shape; field is absent (not null) on the unified backend because computing a roll-up over the full filtered set would require a separate aggregate query (deferred until a partner asks). Play's default OptionHandlers omits absent Option fields rather than emitting null.

Sum of costBasis across all settled positions in the filter set. Retained for binary back-compat; field is absent (not null) on the unified backend (see totalPayout).

Sum of netProfit across all settled positions in the filter set. Retained for binary back-compat; field is absent (not null) on the unified backend (see totalPayout).

Cash-outs (early sells before contract resolution) in the same account-scoped time window as the returned page's settled positions. Field is absent (not null) when withCashOuts=true is not passed on the request. positions[] pagination is unaffected — limit/offset continue to scope positions[] only.

Sum of cashOuts[].proceeds over the returned cash-outs. Field is absent (not null) when withCashOuts=true is not passed on the request.

Sum of cashOuts[].costBasis over the returned cash-outs. Field is absent (not null) when withCashOuts=true is not passed on the request.

Sum of cashOuts[].netProfit over the returned cash-outs. Field is absent (not null) when withCashOuts=true is not passed on the request.

Account that held the position.

Contract instrument ID.

Contract instrument symbol.

Wall-clock timestamp when the cash-out order closed (ISO 8601).

Quantity sold (cumulative filled quantity on the cash-out order).

Always sell for cash-outs.

Amount received from the sale in USD. For prediction sells, proceeds flow through cash_balance rather than closed_orders.total_spend, so the value is derived from position-balance snapshots before/after the fill.

Cost basis allocated proportionally to the filled quantity ((costBasisSpend / costBasisPositionBalance) * filledQuantity).

Realized P&L from this cash-out fill (proceeds - costBasis). Equals the ledger realized_pl delta on the position-balance row pair around the fill; falls back to 0 under transient market-data lag so a missing post-fill snapshot can't poison the page.

Contract instrument symbol

Total taker volume across all participants (in shares)

The authenticated user's taker (aggressor) volume (in shares)

The authenticated user's maker (resting) volume (in shares)

The event ticker

Stable identifier for this rate rule.

Portion of the maker fee that is rebated, in basis points (10000 bps = 100%).

ISO-8601 timestamp at which this rule becomes effective. Always present; in practice never null.

Market category this rule applies to. When absent, the rule applies to all categories.

ISO-8601 timestamp after which this rule is superseded. Omitted when the rule is still current.

Stable payout identifier.

Total qualifying maker volume contributing to this payout, in USD.

Total rebate paid, in USD.

Number of qualifying maker fills that contributed to the payout.

Payout status (e.g. PENDING, PAID).

ISO-8601 timestamp at which the rebate was credited. Always present; null for payouts that have not yet been paid.

ISO-8601 timestamp at which the payout row was created. Always present.

Sum of total_rebate_usd across payouts in the window.

Sum of qualifying maker fills across payouts in the window.

Sum of qualifying maker volume (USD) across payouts in the window.

Number of payouts in the window. Always present; 0 when no payouts exist in the window.

Date of the earliest payout in the window, or null if no payouts exist.

Date of the most recent payout in the window, or null if no payouts exist.

True when the program is fully configured upstream. When false, the response collapses to { "enabled": false } only.

Quotes wider than this spread score zero in the scoring algorithm. Only present when enabled is true.

Daily reward amounts below this threshold are suppressed (sub-threshold accounts get no row at all). Only present when enabled is true.

Event ticker (e.g. BTC2605202100).

Event title.

Market category.

Daily USD reward pool budgeted for this event.

Whether the pool came from a per-event override or the category default.

ISO-8601 timestamp at which the event ends and stops scoring. null when the underlying event has no end timestamp set.

Number of accounts that met qualifying-maker criteria in the most recent snapshot window for this event.

Optional URL for the event icon. Omitted when not configured.

Most recent date for which scoring has been written. null when no scoring has run yet.

Stable event identifier.

Event title.

Market category.

This account's normalized score for the event on the scoring date (0-1 range as a decimal string).

Number of snapshots in which this account had a qualifying quote.

Total snapshots taken for the event on the scoring date.

Portion of the day's total reward attributed to this event.

Date the payout applies to (Eastern Time).

Total USD reward for the day across all events the account scored on.

Status of the day's payout (e.g. PENDING, PAID, ZERO_AMOUNT).

ISO-8601 timestamp the day's payout was credited. Always present; null if not yet paid.

Per-event score breakdown showing how the day's total was distributed.

Sum of total_reward_usd across daily payouts in the window.

Number of daily payouts in the window. Always present; 0 when no payouts exist in the window.

Date of the earliest payout in the window, or null if no payouts exist.

Date of the most recent payout in the window, or null if no payouts exist.