Get Settled Positions

REST APIs Prediction Markets PositionsGet Settled Positions

Get Settled Positions

POSThttps://api.gemini.com/v1/prediction-markets/positions/settled

Returns historical positions that have been settled after event resolution. Includes payout amounts, cost basis, and profit/loss calculations for positions held until settlement. Results are limited to the past year. Use this endpoint for reconciliation, tax reporting, and displaying settlement history. Differs from Get Positions in that it returns closed positions from settled contracts rather than current open positions.

POSTv1/prediction-markets/positions/settled

curl --request POST \
  --url 'https://api.gemini.com/v1/prediction-markets/positions/settled?eventTicker=FEDJAN26' \
  --header 'X-GEMINI-APIKEY: <string>' \
  --header 'X-GEMINI-PAYLOAD: <string>' \
  --header 'X-GEMINI-SIGNATURE: <string>'

Roles

The API key you use to access this endpoint must have the Trader role assigned. See Roles for more information.

Headers

X-GEMINI-APIKEYstring·required

Your API key

X-GEMINI-SIGNATUREstring·required

HEX-encoded HMAC-SHA384 of payload signed with API secret

X-GEMINI-PAYLOADstring·required

Base64-encoded JSON payload

Content-Typestring

Default: text/plain

Content-Lengthstring

Default: 0

Cache-Controlstring

Default: no-cache

Query Parameters

eventTickerstring

Optional event ticker to filter settled positions to a single event (e.g. FEDJAN26). If omitted, all settled positions for the account are returned.

limitinteger

Maximum number of settled positions to return.Default: 1000

offsetinteger

Number of settled positions to skip for pagination.Default: 0

sortstring·enum

Sort order. Accepts date or payout, optionally prefixed with + (ascending) or - (descending). A bare field name defaults to descending. date ascending is rejected and silently falls back to the default order — settled positions are conceptually ordered most-recent-first. A malformed sort value also falls back silently; no 400 is returned.Enum values: date-datepayout+payout-payout

searchstring

Case-insensitive substring filter. Matches against the event name, contract name, event ticker, or any ancestor category name in the contract's category subtree (up to four levels). Whitespace is trimmed; inputs under 3 characters are dropped (GIN trigram lookup floor); inputs over 64 characters are truncated.

categorystring

Filter to settled positions whose contract's event belongs to the named category (or any of its descendants in the category tree). Whitespace is trimmed; empty values are ignored.

withCashOutsboolean

Opt-in flag. When true, the response carries new sibling fields (cashOuts, totalCashOutProceeds, totalCashOutCostBasis, totalCashOutNetProfit) populated with the qualifying cash-outs in the same account-scoped time window as the returned page's settled positions. When false (default) the response shape is byte-identical to the pre-withCashOuts contract: the positions[] element schema is unchanged regardless of the flag.Default: false

Responses

Successful response

positionsarray

positions[].accountIdinteger (int64)

Account that held the position

positions[].instrumentIdinteger (int64)

Unique instrument identifier for the contract

positions[].instrumentSymbolstring

Contract instrument symbolExample: GEMI-FEDJAN26-DN25

positions[].positionstring

Signed position held at settlement. Positive values represent a `yes` position; negative values represent a `no` position.Example: 125

positions[].positionQuantitystring

Absolute quantity held at settlement (unsigned)Example: 125

positions[].outcomestring·enum

The outcome being traded (Yes or No)Enum values: yesno

positions[].payoutstring

Payout received from settlement. `0` when the position lost.Example: 125.00

positions[].resolutionSidestring·enum

The winning outcome of the contractEnum values: yesno

positions[].settledAtstring (date-time)

Settlement timestamp (ISO 8601)

positions[].contractMetadataobject

positions[].contractMetadata.contractIdstring

positions[].contractMetadata.contractNamestring

positions[].contractMetadata.contractTickerstring

positions[].contractMetadata.eventTickerstring

positions[].contractMetadata.eventNamestring

positions[].contractMetadata.categorystring

positions[].contractMetadata.contractStatusstring

positions[].contractMetadata.eventTypestring

Event type ("binary" or "categorical")

positions[].contractMetadata.expiryDatestring (date-time)

positions[].contractMetadata.resolvedAtstring (date-time)

positions[].contractMetadata.resolutionSidestring

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

positions[].contractMetadata.parentEventTickerstring

Parent event ticker for sub-events

positions[].contractMetadata.startTimestring (date-time)

Start datetime (ISO 8601)

positions[].costBasisstring

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.Example: 78.75

positions[].realizedPnlstring

Realized profit or loss recorded from sells prior to settlement. Omitted when not available.Example: 0

positions[].netProfitstring

Net profit for the position, computed as `payout - costBasis + realizedPnl`. Omitted when `costBasis` is not available.Example: 46.25

totalinteger

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

totalPayoutstring

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`.

totalCostBasisstring

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`).

totalNetProfitstring

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`).

cashOutsarray

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.

cashOuts[].accountIdinteger (int64)·required

Account that held the position.Example: 456

cashOuts[].instrumentIdinteger (int64)·required

Contract instrument ID.Example: 16789219

cashOuts[].instrumentSymbolstring·required

Contract instrument symbol.Example: GEMI-BTC100K-YES

cashOuts[].timestampstring (date-time)·required

Wall-clock timestamp when the cash-out order closed (ISO 8601).Example: 2026-05-15T14:30:00.000Z

cashOuts[].filledQuantitystring·required

Quantity sold (cumulative filled quantity on the cash-out order).Example: 10

cashOuts[].sidestring·enum·required

Always `sell` for cash-outs.Enum values: sellExample: sell

cashOuts[].proceedsstring·required

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.Example: 10.50

cashOuts[].costBasisstring·required

Cost basis allocated proportionally to the filled quantity (`(costBasisSpend / costBasisPositionBalance) * filledQuantity`).Example: 10.00

cashOuts[].netProfitstring·required

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.Example: 0.50

cashOuts[].contractMetadataobject

cashOuts[].contractMetadata.contractIdstring

cashOuts[].contractMetadata.contractNamestring

cashOuts[].contractMetadata.contractTickerstring

cashOuts[].contractMetadata.eventTickerstring

cashOuts[].contractMetadata.eventNamestring

cashOuts[].contractMetadata.categorystring

cashOuts[].contractMetadata.contractStatusstring

cashOuts[].contractMetadata.eventTypestring

Event type ("binary" or "categorical")

cashOuts[].contractMetadata.expiryDatestring (date-time)

cashOuts[].contractMetadata.resolvedAtstring (date-time)

cashOuts[].contractMetadata.resolutionSidestring

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

cashOuts[].contractMetadata.parentEventTickerstring

Parent event ticker for sub-events

cashOuts[].contractMetadata.startTimestring (date-time)

Start datetime (ISO 8601)

totalCashOutProceedsstring

Sum of `cashOuts[].proceeds` over the returned cash-outs. Field is absent (not `null`) when `withCashOuts=true` is not passed on the request.Example: 120.00

totalCashOutCostBasisstring

Sum of `cashOuts[].costBasis` over the returned cash-outs. Field is absent (not `null`) when `withCashOuts=true` is not passed on the request.Example: 100.00

totalCashOutNetProfitstring

Sum of `cashOuts[].netProfit` over the returned cash-outs. Field is absent (not `null`) when `withCashOuts=true` is not passed on the request.Example: 20.00

Example Responses

{
  "positions": [
    {
      "accountId": 12345,
      "instrumentId": 1001,
      "instrumentSymbol": "GEMI-FEDJAN26-DN25",
      "position": "125",
      "positionQuantity": "125",
      "outcome": "yes",
      "payout": "125.00",
      "resolutionSide": "yes",
      "settledAt": "2026-01-31T23:59:59.000Z",
      "contractMetadata": {
        "contractId": "contract_123",
        "contractName": "FEDJAN26-DN25",
        "contractTicker": "FEDJAN26-DN25",
        "eventTicker": "FEDJAN26",
        "eventName": "Will Fed Funds Rate drop at least 0.25% at January 2026 meeting?",
        "category": "economics",
        "contractStatus": "resolved",
        "imageUrl": "https://example.com/fed.png",
        "eventImageUrl": "https://example.com/fed-event.png",
        "eventType": "binary",
        "expiryDate": "2026-01-31T23:59:59.000Z",
        "resolvedAt": "2026-01-31T23:59:59.000Z",
        "resolutionSide": "yes",
        "description": "Resolves YES if Federal Reserve lowers the target rate by 0.25% or more at the January 2026 FOMC meeting",
        "sortOrder": null,
        "parentEventTicker": null,
        "template": "binary",
        "color": null,
        "startTime": null
      },
      "costBasis": "78.75",
      "realizedPnl": "0",
      "netProfit": "46.25"
    },
    {
      "accountId": 12345,
      "instrumentId": 1002,
      "instrumentSymbol": "GEMI-FEDJAN26-NOCUT",
      "position": "-200",
      "positionQuantity": "200",
      "outcome": "no",
      "payout": "0",
      "resolutionSide": "yes",
      "settledAt": "2026-01-31T23:59:59.000Z",
      "contractMetadata": {
        "contractId": "contract_124",
        "contractName": "FEDJAN26-NOCUT",
        "contractTicker": "FEDJAN26-NOCUT",
        "eventTicker": "FEDJAN26",
        "eventName": "Will Fed Funds Rate drop at least 0.25% at January 2026 meeting?",
        "category": "economics",
        "contractStatus": "resolved",
        "imageUrl": "https://example.com/fed.png",
        "eventImageUrl": "https://example.com/fed-event.png",
        "eventType": "binary",
        "expiryDate": "2026-01-31T23:59:59.000Z",
        "resolvedAt": "2026-01-31T23:59:59.000Z",
        "resolutionSide": "yes",
        "description": "Resolves YES if Federal Reserve lowers the target rate by 0.25% or more at the January 2026 FOMC meeting",
        "sortOrder": null,
        "parentEventTicker": null,
        "template": "binary",
        "color": null,
        "startTime": null
      },
      "costBasis": "72.00",
      "realizedPnl": "0",
      "netProfit": "-72.00"
    }
  ],
  "total": 2
}

Key Features

Settlement Data

Each settled position includes:

Payout: Total amount received from settlement in USD
Cost Basis: Total amount spent to acquire the position (nullable)
Realized P&L: Realized profit/loss from prior trading activity (nullable)
Net Profit: Net profit or loss calculated as payout - costBasis + realizedPnl (nullable)
Resolution Side: How the contract resolved (YES, NO, or UNSPECIFIED)
Outcome: The side held (YES or NO)

Position Values

position: Raw signed position value (positive for YES, negative for NO)
positionQuantity: Absolute quantity of contracts held

Cash-Out Data (Optional)

When withCashOuts=true, the response includes additional fields for positions that were exited early before settlement:

cashOuts: Array of early position exits with proceeds, cost basis, and net profit
totalCashOutProceeds: Sum of all proceeds from cash-outs
totalCashOutCostBasis: Sum of all cost basis for cash-outs
totalCashOutNetProfit: Sum of all net profits from cash-outs

Query Parameters

eventTicker: Filter by specific event (e.g., "BTC100K2025")
limit: Maximum results to return (1-1000, default: 1000)
offset: Pagination offset (default: 0)
sort: Sort order (date, -date, payout, +payout, -payout)
search: Case-insensitive substring filter (min 3, max 64 characters)
category: Filter by category or descendants (e.g., "sports")
withCashOuts: Include cash-out data (default: false)

Example Response


Code
{
  "positions": [
    {
      "instrumentId": 16789219,
      "instrumentSymbol": "GEMI-BTC100K2025-HI100000",
      "position": "100",
      "positionQuantity": "100",
      "outcome": "yes",
      "payout": "100.00",
      "resolutionSide": "yes",
      "settledAt": "2026-07-15T12:00:00.000Z",
      "costBasis": "65.00",
      "realizedPnl": "5.00",
      "netProfit": "40.00",
      "contractMetadata": {
        "eventTicker": "BTC100K2025",
        "eventName": "Will Bitcoin reach $100,000 in 2025?",
        "contractName": "BTC100K2025-HI100000"
      }
    }
  ],
  "total": 1,
  "totalPayout": "100.00",
  "totalCostBasis": "65.00",
  "totalNetProfit": "40.00"
}

Example with Cash-Outs

Code
curl -X POST "https://api.gemini.com/v1/prediction-markets/positions/settled?withCashOuts=true&limit=10" \
  -H "X-GEMINI-APIKEY: mykey" \
  -H "X-GEMINI-PAYLOAD: payload" \
  -H "X-GEMINI-SIGNATURE: signature"

Response includes additional cashOuts, totalCashOutProceeds, totalCashOutCostBasis, and totalCashOutNetProfit fields.

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Last modified on August 11, 2026

Get Settled Positions

REST APIs Prediction Markets PositionsGet Settled Positions

Get Settled Positions

POSThttps://api.gemini.com/v1/prediction-markets/positions/settled

POSTv1/prediction-markets/positions/settled

curl --request POST \
  --url 'https://api.gemini.com/v1/prediction-markets/positions/settled?eventTicker=FEDJAN26' \
  --header 'X-GEMINI-APIKEY: <string>' \
  --header 'X-GEMINI-PAYLOAD: <string>' \
  --header 'X-GEMINI-SIGNATURE: <string>'

Roles

The API key you use to access this endpoint must have the Trader role assigned. See Roles for more information.

Headers

X-GEMINI-APIKEYstring·required

Your API key

X-GEMINI-SIGNATUREstring·required

HEX-encoded HMAC-SHA384 of payload signed with API secret

X-GEMINI-PAYLOADstring·required

Base64-encoded JSON payload

Content-Typestring

Default: text/plain

Content-Lengthstring

Default: 0

Cache-Controlstring

Default: no-cache

Query Parameters

eventTickerstring

Optional event ticker to filter settled positions to a single event (e.g. FEDJAN26). If omitted, all settled positions for the account are returned.

limitinteger

Maximum number of settled positions to return.Default: 1000

offsetinteger

Number of settled positions to skip for pagination.Default: 0

sortstring·enum

searchstring

categorystring

Filter to settled positions whose contract's event belongs to the named category (or any of its descendants in the category tree). Whitespace is trimmed; empty values are ignored.

withCashOutsboolean

Responses

Successful response

positionsarray

positions[].accountIdinteger (int64)

Account that held the position

positions[].instrumentIdinteger (int64)

Unique instrument identifier for the contract

positions[].instrumentSymbolstring

Contract instrument symbolExample: GEMI-FEDJAN26-DN25

positions[].positionstring

Signed position held at settlement. Positive values represent a `yes` position; negative values represent a `no` position.Example: 125

positions[].positionQuantitystring

Absolute quantity held at settlement (unsigned)Example: 125

positions[].outcomestring·enum

The outcome being traded (Yes or No)Enum values: yesno

positions[].payoutstring

Payout received from settlement. `0` when the position lost.Example: 125.00

positions[].resolutionSidestring·enum

The winning outcome of the contractEnum values: yesno

positions[].settledAtstring (date-time)

Settlement timestamp (ISO 8601)

positions[].contractMetadataobject

positions[].contractMetadata.contractIdstring

positions[].contractMetadata.contractNamestring

positions[].contractMetadata.contractTickerstring

positions[].contractMetadata.eventTickerstring

positions[].contractMetadata.eventNamestring

positions[].contractMetadata.categorystring

positions[].contractMetadata.contractStatusstring

positions[].contractMetadata.eventTypestring

Event type ("binary" or "categorical")

positions[].contractMetadata.expiryDatestring (date-time)

positions[].contractMetadata.resolvedAtstring (date-time)

positions[].contractMetadata.resolutionSidestring

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

positions[].contractMetadata.parentEventTickerstring

Parent event ticker for sub-events

positions[].contractMetadata.startTimestring (date-time)

Start datetime (ISO 8601)

positions[].costBasisstring

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.Example: 78.75

positions[].realizedPnlstring

Realized profit or loss recorded from sells prior to settlement. Omitted when not available.Example: 0

positions[].netProfitstring

Net profit for the position, computed as `payout - costBasis + realizedPnl`. Omitted when `costBasis` is not available.Example: 46.25

totalinteger

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

totalPayoutstring

totalCostBasisstring

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`).

totalNetProfitstring

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`).

cashOutsarray

cashOuts[].accountIdinteger (int64)·required

Account that held the position.Example: 456

cashOuts[].instrumentIdinteger (int64)·required

Contract instrument ID.Example: 16789219

cashOuts[].instrumentSymbolstring·required

Contract instrument symbol.Example: GEMI-BTC100K-YES

cashOuts[].timestampstring (date-time)·required

Wall-clock timestamp when the cash-out order closed (ISO 8601).Example: 2026-05-15T14:30:00.000Z

cashOuts[].filledQuantitystring·required

Quantity sold (cumulative filled quantity on the cash-out order).Example: 10

cashOuts[].sidestring·enum·required

Always `sell` for cash-outs.Enum values: sellExample: sell

cashOuts[].proceedsstring·required

cashOuts[].costBasisstring·required

Cost basis allocated proportionally to the filled quantity (`(costBasisSpend / costBasisPositionBalance) * filledQuantity`).Example: 10.00

cashOuts[].netProfitstring·required

cashOuts[].contractMetadataobject

cashOuts[].contractMetadata.contractIdstring

cashOuts[].contractMetadata.contractNamestring

cashOuts[].contractMetadata.contractTickerstring

cashOuts[].contractMetadata.eventTickerstring

cashOuts[].contractMetadata.eventNamestring

cashOuts[].contractMetadata.categorystring

cashOuts[].contractMetadata.contractStatusstring

cashOuts[].contractMetadata.eventTypestring

Event type ("binary" or "categorical")

cashOuts[].contractMetadata.expiryDatestring (date-time)

cashOuts[].contractMetadata.resolvedAtstring (date-time)

cashOuts[].contractMetadata.resolutionSidestring

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

cashOuts[].contractMetadata.parentEventTickerstring

Parent event ticker for sub-events

cashOuts[].contractMetadata.startTimestring (date-time)

Start datetime (ISO 8601)

totalCashOutProceedsstring

Sum of `cashOuts[].proceeds` over the returned cash-outs. Field is absent (not `null`) when `withCashOuts=true` is not passed on the request.Example: 120.00

totalCashOutCostBasisstring

Sum of `cashOuts[].costBasis` over the returned cash-outs. Field is absent (not `null`) when `withCashOuts=true` is not passed on the request.Example: 100.00

totalCashOutNetProfitstring

Sum of `cashOuts[].netProfit` over the returned cash-outs. Field is absent (not `null`) when `withCashOuts=true` is not passed on the request.Example: 20.00

Example Responses

{
  "positions": [
    {
      "accountId": 12345,
      "instrumentId": 1001,
      "instrumentSymbol": "GEMI-FEDJAN26-DN25",
      "position": "125",
      "positionQuantity": "125",
      "outcome": "yes",
      "payout": "125.00",
      "resolutionSide": "yes",
      "settledAt": "2026-01-31T23:59:59.000Z",
      "contractMetadata": {
        "contractId": "contract_123",
        "contractName": "FEDJAN26-DN25",
        "contractTicker": "FEDJAN26-DN25",
        "eventTicker": "FEDJAN26",
        "eventName": "Will Fed Funds Rate drop at least 0.25% at January 2026 meeting?",
        "category": "economics",
        "contractStatus": "resolved",
        "imageUrl": "https://example.com/fed.png",
        "eventImageUrl": "https://example.com/fed-event.png",
        "eventType": "binary",
        "expiryDate": "2026-01-31T23:59:59.000Z",
        "resolvedAt": "2026-01-31T23:59:59.000Z",
        "resolutionSide": "yes",
        "description": "Resolves YES if Federal Reserve lowers the target rate by 0.25% or more at the January 2026 FOMC meeting",
        "sortOrder": null,
        "parentEventTicker": null,
        "template": "binary",
        "color": null,
        "startTime": null
      },
      "costBasis": "78.75",
      "realizedPnl": "0",
      "netProfit": "46.25"
    },
    {
      "accountId": 12345,
      "instrumentId": 1002,
      "instrumentSymbol": "GEMI-FEDJAN26-NOCUT",
      "position": "-200",
      "positionQuantity": "200",
      "outcome": "no",
      "payout": "0",
      "resolutionSide": "yes",
      "settledAt": "2026-01-31T23:59:59.000Z",
      "contractMetadata": {
        "contractId": "contract_124",
        "contractName": "FEDJAN26-NOCUT",
        "contractTicker": "FEDJAN26-NOCUT",
        "eventTicker": "FEDJAN26",
        "eventName": "Will Fed Funds Rate drop at least 0.25% at January 2026 meeting?",
        "category": "economics",
        "contractStatus": "resolved",
        "imageUrl": "https://example.com/fed.png",
        "eventImageUrl": "https://example.com/fed-event.png",
        "eventType": "binary",
        "expiryDate": "2026-01-31T23:59:59.000Z",
        "resolvedAt": "2026-01-31T23:59:59.000Z",
        "resolutionSide": "yes",
        "description": "Resolves YES if Federal Reserve lowers the target rate by 0.25% or more at the January 2026 FOMC meeting",
        "sortOrder": null,
        "parentEventTicker": null,
        "template": "binary",
        "color": null,
        "startTime": null
      },
      "costBasis": "72.00",
      "realizedPnl": "0",
      "netProfit": "-72.00"
    }
  ],
  "total": 2
}

Key Features

Settlement Data

Each settled position includes:

Payout: Total amount received from settlement in USD
Cost Basis: Total amount spent to acquire the position (nullable)
Realized P&L: Realized profit/loss from prior trading activity (nullable)
Net Profit: Net profit or loss calculated as payout - costBasis + realizedPnl (nullable)
Resolution Side: How the contract resolved (YES, NO, or UNSPECIFIED)
Outcome: The side held (YES or NO)

Position Values

position: Raw signed position value (positive for YES, negative for NO)
positionQuantity: Absolute quantity of contracts held

Cash-Out Data (Optional)

When withCashOuts=true, the response includes additional fields for positions that were exited early before settlement:

cashOuts: Array of early position exits with proceeds, cost basis, and net profit
totalCashOutProceeds: Sum of all proceeds from cash-outs
totalCashOutCostBasis: Sum of all cost basis for cash-outs
totalCashOutNetProfit: Sum of all net profits from cash-outs

Query Parameters

eventTicker: Filter by specific event (e.g., "BTC100K2025")
limit: Maximum results to return (1-1000, default: 1000)
offset: Pagination offset (default: 0)
sort: Sort order (date, -date, payout, +payout, -payout)
search: Case-insensitive substring filter (min 3, max 64 characters)
category: Filter by category or descendants (e.g., "sports")
withCashOuts: Include cash-out data (default: false)

Example Response


Code
{
  "positions": [
    {
      "instrumentId": 16789219,
      "instrumentSymbol": "GEMI-BTC100K2025-HI100000",
      "position": "100",
      "positionQuantity": "100",
      "outcome": "yes",
      "payout": "100.00",
      "resolutionSide": "yes",
      "settledAt": "2026-07-15T12:00:00.000Z",
      "costBasis": "65.00",
      "realizedPnl": "5.00",
      "netProfit": "40.00",
      "contractMetadata": {
        "eventTicker": "BTC100K2025",
        "eventName": "Will Bitcoin reach $100,000 in 2025?",
        "contractName": "BTC100K2025-HI100000"
      }
    }
  ],
  "total": 1,
  "totalPayout": "100.00",
  "totalCostBasis": "65.00",
  "totalNetProfit": "40.00"
}

Example with Cash-Outs

Code
curl -X POST "https://api.gemini.com/v1/prediction-markets/positions/settled?withCashOuts=true&limit=10" \
  -H "X-GEMINI-APIKEY: mykey" \
  -H "X-GEMINI-PAYLOAD: payload" \
  -H "X-GEMINI-SIGNATURE: signature"

Response includes additional cashOuts, totalCashOutProceeds, totalCashOutCostBasis, and totalCashOutNetProfit fields.

PreviousGet Positions NextGet Volume Metrics

Last modified on August 11, 2026