Trades & History

`fetch_trades`

Public market trade tape.

async fn fetch_trades(
    req: TradesRequest,
) -> Result<(Vec<MarketTrade>, Option<String>), OpenPxError>

TradesRequest

Field	Type	Description
`market_id`	`string`	Native market ID
`market_ref`	`string?`	Alternate ID (e.g. Polymarket `conditionId`) — preferred when present
`outcome`	`string?`	Filter by outcome label
`token_id`	`string?`	Filter by CLOB token (Polymarket)
`start_ts`	`i64?`	Inclusive lower bound (Unix seconds)
`end_ts`	`i64?`	Inclusive upper bound (Unix seconds)
`limit`	`usize?`	Max trades, exchange-capped
`cursor`	`string?`	From a prior response

OHLCV candles.

async fn fetch_price_history(
    req: PriceHistoryRequest,
) -> Result<Vec<Candlestick>, OpenPxError>

PriceHistoryRequest

Field	Type	Description
`market_id`	`string`	Native market ID
`outcome`	`string?`	Outcome label (Kalshi infers Yes/No from market)
`token_id`	`string?`	Polymarket CLOB token
`condition_id`	`string?`	Polymarket condition ID for OI enrichment
`interval`	`PriceHistoryInterval`	`1m`, `1h`, `6h`, `1d`, `1w`, `max`
`start_ts`	`i64?`	Unix seconds
`end_ts`	`i64?`	Unix seconds

Candlestick: { timestamp, open, high, low, close, volume, open_interest? }. Open interest is currently provided only by Kalshi.

candles = ex.fetch_price_history(
    "KXBTC-25MAR14-T20000",
    "1h",
    start_ts=1735689600,
)

Your own executed fills.

async fn fetch_fills(
    market_id: Option<&str>,
    limit: Option<usize>,
) -> Result<Vec<Fill>, OpenPxError>

Fill: { fill_id, order_id, market_id, outcome, side, price, size, is_taker, fee, created_at }.

Polymarket-only activity feed (positions, trades, portfolio data).

async fn fetch_user_activity(
    params: FetchUserActivityParams,
) -> Result<serde_json::Value, OpenPxError>

FetchUserActivityParams { address: String, limit: Option<usize> }. Returns unparsed JSON from Polymarket’s activity API.

Historical L2 orderbook snapshots — Polymarket only.

async fn fetch_orderbook_history(
    req: OrderbookHistoryRequest,
) -> Result<(Vec<OrderbookSnapshot>, Option<String>), OpenPxError>

OrderbookHistoryRequest

OrderbookSnapshot: { timestamp, recorded_at?, hash?, bids, asks }.