> ## Documentation Index > Fetch the complete documentation index at: https://docs.rivermarkets.com/llms.txt > Use this file to discover all available pages before exploring further. # Search Markets > Search and browse markets across all exchanges. Supports: - Exact match on ticker, condition_id, slug, river_id - Full-text search on name, description, tags - Browse by filters (no query required) - Results ranked by relevance We default to active markets in the view so things are faster ## OpenAPI ````yaml /openapi.json get /v1/markets/search openapi: 3.1.0 info: title: River Markets API description: >+ # Getting Started River Markets provides users with a unified prime brokerage interface for prediction markets, including - Liquidity aggregation - Order routing - Market and data search This API guide will help you get up and running quickly. ## Concepts ### River IDs Every market across all exchanges is assigned a unique **River ID** - a unified identifier that works across our entire platform. This allows you to: - Reference the same market consistently regardless of which exchange it trades on - Place orders using a single identifier format - Track positions and fills across exchanges with one ID When searching for markets, the API returns both the exchange-native identifier (e.g., Kalshi ticker, Polymarket slug) and the River ID. Use the River ID when placing orders. ### Subaccounts **Subaccounts** let you organize your trading activity into separate containers. Each subaccount: - Has its own set of exchange credentials - Maintains separate positions and order history - Can represent different strategies, clients, or portfolios This is useful for: - **Fund managers**: Segregate client portfolios - **Traders**: Separate strategies (e.g., momentum vs. mean reversion) - **Teams**: Give team members isolated trading environments ## 1. Create an Account Sign up at [app.rivermarkets.com](https://app.rivermarkets.com) to create your account. ## 2. Generate an API Key 1. Log in to your dashboard 2. Navigate to **Settings → API Keys** 3. Click **Create API Key** 4. Copy and securely store your key - it will only be shown once ## 3. Install required packages ```python pip install requests ``` ## 4. Make Your First Request Test your API key by searching for markets. We support ticker (kalshi ticker, polymarket condition_id/slug, river_id) and fuzzy search ('bitcoin', 'fed rates'). > **Using the SDK?** `rivermarkets` (Python) > handle request signing for you — pass your `KEY_ID` and `PRIVATE_KEY` to the > client constructor and forget about the rest of this section. The raw example > below is for anyone integrating without an SDK. ```python import base64, hashlib, time from urllib.parse import urlsplit, urlencode, parse_qsl, quote from nacl.signing import SigningKey import requests KEY_ID = "" PRIVATE_KEY_B64 = "" BASE_URL = "https://api.rivermarkets.com/v1" signing_key = SigningKey(base64.b64decode(PRIVATE_KEY_B64)) def sign(method: str, url: str, body: bytes = b"") -> dict: parts = urlsplit(url) # quote_via=quote encodes spaces as %20 to match RFC 3986 / the server. sorted_q = urlencode(sorted(parse_qsl(parts.query, keep_blank_values=True)), quote_via=quote) ts = str(int(time.time())) canonical = "\n".join([ method.upper(), parts.path, sorted_q, ts, hashlib.sha256(body).hexdigest(), ]).encode() sig = signing_key.sign(canonical).signature return { "X-River-Key-Id": KEY_ID, "X-River-Timestamp": ts, "X-River-Signature": base64.b64encode(sig).decode(), } url = f"{BASE_URL}/markets/search?q=shutdown&exchange=POLYMARKET" response = requests.get(url, headers=sign("GET", url)) for market in response.json()["results"]: print(f"River ID: {market['river_id']}, Ticker: {market['slug']}") ``` ## 5. Set Up a Subaccount River allows users to setup subaccounts - which allow them to manage different trading strategies or client portfolios. These can be added through the UI by going to Settings -> Subaccounts or programatically. ### Video Walkthrough Watch this tutorial to see how to create a subaccount, add a Polymarket account, and place your first trade:
### Programmatic Setup ```python # Create a subaccount response = requests.post( f"{BASE_URL}/subaccounts", headers=headers, json={"name": "My Trading Account"} ) subaccount = response.json() subaccount_id = subaccount["id"] ``` ## 6. Add Exchange Credentials Exchange credentials can also be added via UI under Settings -> Subaccounts, or programatically as shown below. For best results, we recommend - Polymarket : create an account using email (not a wallet) and get your wallet and PK directly from Polymarket under [Settings -> Export Private Key](https://polymarket.com/settings) - Kalshi : create a secret/key pair with Read/Write access under [Settings -> Account & security -> API keys](https://kalshi.com/account/profile) ```python # Add Polymarket credentials response = requests.post( f"{BASE_URL}/credentials", headers=headers, json={ "subaccount_id": subaccount_id, "exchange": "polymarket", "wallet_address": "your_polymarket_wallet_address", "private_key": "your_polymarket_private_key" } ) # Add Kalshi credentials response = requests.post( f"{BASE_URL}/credentials", headers=headers, json={ "subaccount_id": subaccount_id, "exchange": "kalshi", "api_key": "your_kalshi_api_key", "api_secret": "your_kalshi_secret" } ) ``` We use asymmetric encryption so your credentials are not transferred between services or stored in plain text. We delete your credentials when you delete a subaccount. ## 7. Place Your First Order Use the River ID from your market search to place an order. ```python # Place a limit order (buy 10 contracts at $0.50) response = requests.post( f"{BASE_URL}/orders", headers=headers, json={ "subaccount_id": subaccount_id, "river_id": 4552150, # From market search "order_type": "LIMIT", # LIMIT or MARKET "time_in_force": "GTC", # FOK, GTC, GTD, or IOC "buy_flag": True, # True=buy, False=sell "price": 0.50, # Limit price (0-1) "qty": 10, # Number of contracts } ) order = response.json() print(f"Order placed: {order['river_order_id']}") ``` ## 8. Check Order Status Monitor your order's progress by fetching its current state. ```python # Get order status order_id = order['river_order_id'] response = requests.get( f"{BASE_URL}/orders/{order_id}", headers=headers ) order_status = response.json() print(f"Status: {order_status['status']}, Filled: {order_status['traded_qty']}/{order_status['qty']}") ``` Possible order statuses: - `pending_submission` - Order received, awaiting processing - `resting` - Order live on the exchange (may include partially-filled live orders) - `filled` - Terminal: order fully executed - `partially_filled` - Terminal: order cancelled with some quantity filled - `cancelled` - Terminal: order cancelled with no fills - `rejected` - Order rejected (see `reject_reason`) ## 9. Cancel an Order Cancel a resting order before it's fully filled. ```python # Cancel an order order_id = order['river_order_id'] response = requests.delete( f"{BASE_URL}/orders/{order_id}", headers=headers ) if response.status_code == 200: print("Order cancelled successfully") ``` Note: Only orders with status `pending_submission` or `resting` can be cancelled (`partially_filled` is terminal). ## Supported Exchanges | Exchange | Markets | Status | |----------|---------|--------| | Kalshi | US regulated prediction markets | Available | | Polymarket | Crypto prediction markets | Available | | Polymarket US | US regulated prediction markets | Available | | Novig | US regulated prediction markets | Coming soon | | Rothera | US regulated prediction markets | Future integration | ## Rate Limits - **Standard**: 10 requests/second - **Premium**: Contact support for higher limits ## Authentication All endpoints require authentication via one of: - **Bearer Token**: `Authorization: Bearer ` (for web clients) - **Signed Request** (programmatic access): three headers per REST request, or three query params on the WebSocket handshake. > **Using the SDK?** `rivermarkets` (Python) > sign every REST request and WS handshake for you. You only need the raw > recipes below if you're integrating without an SDK. ### REST signing Send three headers on every request: - `X-River-Key-Id`: UUID of your API key - `X-River-Timestamp`: current unix seconds (must be within 30s of server time) - `X-River-Signature`: base64 Ed25519 signature over the canonical request The REST canonical string is LF-joined: ``` METHOD\nPATH\nSORTED_QUERY\nTIMESTAMP\nSHA256(body) hex ``` ```python import base64, hashlib, time from urllib.parse import urlsplit, urlencode, parse_qsl, quote from nacl.signing import SigningKey signing_key = SigningKey(base64.b64decode(PRIVATE_KEY_B64)) def sign(method: str, url: str, body: bytes = b"") -> dict: parts = urlsplit(url) # quote_via=quote encodes spaces as %20 to match RFC 3986 / the server. sorted_q = urlencode(sorted(parse_qsl(parts.query, keep_blank_values=True)), quote_via=quote) ts = str(int(time.time())) canonical = "\n".join([ method.upper(), parts.path, sorted_q, ts, hashlib.sha256(body).hexdigest(), ]).encode() sig = signing_key.sign(canonical).signature return { "X-River-Key-Id": KEY_ID, "X-River-Timestamp": ts, "X-River-Signature": base64.b64encode(sig).decode(), } ``` ### WebSocket signing Browsers can't set custom headers on the WS upgrade, so the same three values move to query params: `?key_id=&ts=&sig=`. The WS canonical string omits the body hash and uses the literal `"WS"` as the method: ``` WS\nPATH\nSORTED_QUERY (excluding key_id/ts/sig)\nTIMESTAMP ``` ```python import asyncio, base64, time from urllib.parse import urlencode, quote import websockets from nacl.signing import SigningKey signing_key = SigningKey(base64.b64decode(PRIVATE_KEY_B64)) def sign_ws(path: str, extra_params: dict | None = None) -> str: """Return a fully-formed wss:// URL with signing query params appended.""" params = dict(extra_params or {}) sorted_q = urlencode(sorted(params.items()), quote_via=quote) ts = str(int(time.time())) canonical = "\n".join(["WS", path, sorted_q, ts]).encode() sig = base64.b64encode(signing_key.sign(canonical).signature).decode() params.update({"key_id": KEY_ID, "ts": ts, "sig": sig}) return f"wss://api.rivermarkets.com{path}?{urlencode(params)}" async def stream_orders(subaccount_id: str): url = sign_ws("/v1/ws/orders", {"subaccount_id": subaccount_id}) async with websockets.connect(url) as ws: async for frame in ws: print(frame) asyncio.run(stream_orders("411b3f8c-85f9-41c9-90b7-3ff6d74efc4f")) ``` ### Security notes - Your private key never traverses the wire. Generate a keypair at `Settings → API Keys`; the private key is shown once. - Same signature cannot be submitted twice within 60 seconds (replay protection). On network retries, re-sign with a fresh timestamp. - Timestamps must be within 30s of server time. Sync your clock via NTP. --- # Order Types Documentation Complete guide to all order types available in the River Markets trading platform. --- ## Basic Order Types ### Market Order Executes immediately at the best available price. - **Use case**: When you need immediate execution and price is less important - **Example**: Market buy 100 contracts → fills at current best ask price ### Limit Order Rests on the order book at a specified price. - **Use case**: When you want price control and can wait for execution - **Example**: Limit buy 100 @ $0.65 → only fills at $0.65 or better --- ## Conditional Order Types Conditional orders are **not placed immediately**. They activate ("trigger") when specific conditions are met. ### 1. Stop Orders (STOP) **Stop orders trigger when price moves AGAINST your desired direction.** Used primarily for **stop losses** (exit protection) or **breakout entries**. #### Stop Market - **Triggers**: When market trades at or through your stop price - **Executes**: As a market order (immediate fill at best available price) - **Example**: ``` You're LONG at $0.70, want to exit if price falls to $0.60 → Stop Market SELL @ $0.60 → Triggers when price ≤ $0.60 → Sends market sell order → fills immediately ``` #### Stop Limit - **Triggers**: When market trades at or through your stop price - **Executes**: As a limit order at your specified limit price - **Example**: ``` You're LONG at $0.70, want to exit around $0.60 but not worse than $0.59 → Stop Limit SELL @ $0.60, Limit $0.59 → Triggers when price ≤ $0.60 → Sends limit sell order @ $0.59 → waits for fill at $0.59 or better ``` - **Risk**: May not fill if price moves too fast through your limit **Directional Logic:** - **BUY stop**: Triggers at or **above** stop price (breakout entry or short exit) - **SELL stop**: Triggers at or **below** stop price (stop loss or long exit) --- ### 2. Reverse Stop Orders (REVERSE_STOP) **Reverse stop orders trigger when price moves IN your desired direction.** Used exclusively for **take profit** scenarios. **Key Concept**: A "reverse stop" is called "reverse" because it triggers in the OPPOSITE direction of a normal stop order. #### Reverse Stop Market (TP Market) - **Triggers**: When market trades at or through your target price (OPPOSITE direction from normal stop) - **Executes**: As a market order - **Example**: ``` You're LONG at $0.60, want to take profit if price rises to $0.80 → TP Market (Reverse Stop Market) SELL @ $0.80 → Normal stop would trigger BELOW, but reverse stop triggers ABOVE → Triggers when price ≥ $0.80 → Sends market sell order → fills immediately ``` **Directional Logic (REVERSED from normal stop):** - **BUY reverse stop**: Triggers at or **below** target (opposite of normal buy stop) - **SELL reverse stop**: Triggers at or **above** target (opposite of normal sell stop) **Why "reverse"?** - Normal **SELL stop** @ $0.60 triggers when price ≤ $0.60 (price falling) - **SELL reverse stop** @ $0.80 triggers when price ≥ $0.80 (price rising) - The trigger direction is reversed! #### Reverse Stop Limit (TP Limit) - **Triggers**: When market trades at or through your target price - **Executes**: As a limit order at your specified limit price - **Example**: ``` You're LONG at $0.60, want to take profit around $0.80 but not worse than $0.79 → TP Limit (Reverse Stop Limit) SELL @ $0.80, Limit $0.79 → Triggers when price ≥ $0.80 → Sends limit sell order @ $0.79 → waits for fill at $0.79 or better ``` --- ### 3. Take Profit Orders (TP) **Parent-child orders**: Automatically triggers a child order when a parent order **fills**. #### TP Market - **Triggers**: When parent order is **fully filled** - **Executes**: Immediately places the child order (can be another TP/SL or direct order) - **Example**: ``` Place limit buy 100 @ $0.60 WITH TP Market @ $0.80 → When buy fills → immediately activates TP Market SELL @ $0.80 → That TP Market is a reverse stop that triggers when price ≥ $0.80 ``` #### TP Limit - **Triggers**: When parent order is **fully filled** - **Executes**: Activates TP Limit order (reverse stop limit) - **Example**: ``` Place limit buy 100 @ $0.60 WITH TP Limit @ $0.80 (limit $0.79) → When buy fills → activates TP Limit SELL → Triggers when price ≥ $0.80 → sends limit sell @ $0.79 ``` --- ### 4. Stop Loss Orders (SL) **Parent-child orders**: Automatically triggers a child order when a parent order **fills**. #### SL Market - **Triggers**: When parent order is **fully filled** - **Executes**: Immediately places the child order (can be another SL/TP or direct order) - **Example**: ``` Place limit buy 100 @ $0.60 WITH SL Market @ $0.55 → When buy fills → immediately activates SL Market SELL @ $0.55 → That SL Market is a stop order that triggers when price ≤ $0.55 ``` #### SL Limit - **Triggers**: When parent order is **fully filled** - **Executes**: Activates SL Limit order (stop limit) - **Example**: ``` Place limit buy 100 @ $0.60 WITH SL Limit @ $0.55 (limit $0.54) → When buy fills → activates SL Limit SELL → Triggers when price ≤ $0.55 → sends limit sell @ $0.54 ``` --- ## Order Type Comparison | Type | Trigger Condition | Execution | Primary Use Case | |------|------------------|-----------|------------------| | **Market** | None (immediate) | Immediate at best price | Need immediate fill | | **Limit** | None (rests) | At limit price or better | Want price control | | **Stop Market** | Price moves AGAINST you | Market order (immediate) | Stop loss, breakout entry | | **Stop Limit** | Price moves AGAINST you | Limit order (may not fill) | Stop loss with price protection | | **TP Market** | Parent fills + price moves FOR you | Market order via reverse stop | Take profit with immediate exit | | **TP Limit** | Parent fills + price moves FOR you | Limit order via reverse stop | Take profit with price control | | **SL Market** | Parent fills + price moves AGAINST you | Market order via stop | Stop loss from entry | | **SL Limit** | Parent fills + price moves AGAINST you | Limit order via stop | Stop loss with price floor | --- ## Key Concepts ### Stop vs Reverse Stop - **Stop**: Triggers when price moves AGAINST you (exit losses, enter breakouts) - **Reverse Stop**: Triggers when price moves FOR you (take profits) ### Parent-Child Orders - **TP/SL orders** are "meta-orders" that activate child orders when a parent fills - The child order itself is usually a stop or reverse stop order - This creates a two-step process: Parent fill → Child activation → Price trigger → Execution ### Trigger Direction Summary | Order Side | Stop (Loss/Breakout) | Reverse Stop (Profit) | |------------|---------------------|----------------------| | **BUY** | Triggers ≥ stop price | Triggers ≤ target price | | **SELL** | Triggers ≤ stop price | Triggers ≥ target price | --- ## Examples ### Complete Trading Scenario ``` 1. Place limit BUY 100 @ $0.60 WITH TP Market @ $0.80 (reverse stop) AND SL Market @ $0.55 (normal stop) 2. Buy fills at $0.60 → TP Market SELL @ $0.80 activated (reverse stop) → SL Market SELL @ $0.55 activated (normal stop) 3a. If price rises to $0.80: → TP triggers (price ≥ $0.80) → market sell executes → SL cancelled automatically 3b. If price falls to $0.55: → SL triggers (price ≤ $0.55) → market sell executes → TP cancelled automatically ``` ### Breakout Entry with Protection ``` Price is at $0.70, resistance at $0.75, support at $0.65 1. Place Stop Market BUY @ $0.76 (breakout entry) → Triggers when price ≥ $0.76 (breaks resistance) → Market buy executes 2. Add SL Market @ $0.74 to the stop order → When breakout buy fills → SL activates → Protects if breakout fails ``` contact: name: River Markets url: https://rivermarkets.com/ license: name: Proprietary version: 1.0.0 servers: - url: https://api.rivermarkets.com security: - SignedRequestKeyId: [] SignedRequestTimestamp: [] SignedRequestSignature: [] - BearerAuth: [] tags: - name: markets description: Search and discover prediction markets across Kalshi and Polymarket. - name: subaccounts description: >- Manage trading subaccounts. Each subaccount can have its own exchange credentials and positions. - name: positions description: View current portfolio positions across all connected exchanges. - name: fills description: Retrieve trade execution history and fill details. - name: prices description: Get historical price data and candlesticks from exchanges. - name: tradeprints description: >- Recent trades for a market. Pairs with the /v1/ws/tradeprints WebSocket for live updates. - name: orders description: Place and manage orders on prediction market exchanges. - name: complex-orders description: >- Manage complex orders: conditional orders (take-profit and stop-loss), TWAP, and other advanced order types. paths: /v1/markets/search: get: tags: - markets summary: Search Markets description: |- Search and browse markets across all exchanges. Supports: - Exact match on ticker, condition_id, slug, river_id - Full-text search on name, description, tags - Browse by filters (no query required) - Results ranked by relevance We default to active markets in the view so things are faster operationId: search_markets_v1_markets_search_get parameters: - name: q in: query required: false schema: anyOf: - type: string minLength: 1 - type: 'null' description: Search query title: Q description: Search query - name: exchange_name in: query required: false schema: anyOf: - type: string - type: 'null' description: Filter by exchange name (KALSHI, POLYMARKET) title: Exchange Name description: Filter by exchange name (KALSHI, POLYMARKET) - name: category in: query required: false schema: anyOf: - type: array items: type: string - type: 'null' description: >- Filter by canonical category. Repeat the param to filter to multiple categories (Sports, Crypto, Politics, Finance, Entertainment, Science & Tech, Weather, World Affairs, Health, Social, Other). title: Category description: >- Filter by canonical category. Repeat the param to filter to multiple categories (Sports, Crypto, Politics, Finance, Entertainment, Science & Tech, Weather, World Affairs, Health, Social, Other). - name: subcategory in: query required: false schema: anyOf: - type: string - type: 'null' description: Filter by subcategory (e.g. Basketball, Football) title: Subcategory description: Filter by subcategory (e.g. Basketball, Football) - name: status in: query required: false schema: anyOf: - $ref: '#/components/schemas/InstrumentStatus' - type: 'null' description: Filter by instrument status title: Status description: Filter by instrument status - name: expiration_date_start in: query required: false schema: anyOf: - type: string format: date-time - type: 'null' description: Start of expiration date range (inclusive, ISO 8601) title: Expiration Date Start description: Start of expiration date range (inclusive, ISO 8601) - name: expiration_date_end in: query required: false schema: anyOf: - type: string format: date-time - type: 'null' description: End of expiration date range (exclusive, ISO 8601) title: Expiration Date End description: End of expiration date range (exclusive, ISO 8601) - name: start_datetime_after in: query required: false schema: anyOf: - type: string format: date-time - type: 'null' description: Filter to markets with start_datetime >= this (ISO 8601) title: Start Datetime After description: Filter to markets with start_datetime >= this (ISO 8601) - name: start_datetime_before in: query required: false schema: anyOf: - type: string format: date-time - type: 'null' description: Filter to markets with start_datetime < this (ISO 8601) title: Start Datetime Before description: Filter to markets with start_datetime < this (ISO 8601) - name: event_ticker in: query required: false schema: anyOf: - type: string - type: 'null' description: Filter by event_ticker (exact match) title: Event Ticker description: Filter by event_ticker (exact match) - name: last_price_min in: query required: false schema: anyOf: - type: number maximum: 1 minimum: 0 - type: 'null' description: >- Filter to markets with last_price >= this value (0.0–1.0 YES probability). title: Last Price Min description: >- Filter to markets with last_price >= this value (0.0–1.0 YES probability). - name: last_price_max in: query required: false schema: anyOf: - type: number maximum: 1 minimum: 0 - type: 'null' description: >- Filter to markets with last_price <= this value (0.0–1.0 YES probability). title: Last Price Max description: >- Filter to markets with last_price <= this value (0.0–1.0 YES probability). - name: volume_min in: query required: false schema: anyOf: - type: integer minimum: 0 - type: 'null' description: Filter to events whose total summed volume >= this value. title: Volume Min description: Filter to events whose total summed volume >= this value. - name: sort_by in: query required: false schema: anyOf: - type: string - type: 'null' description: >- Sort mode for event-based pagination: trending, volume, newest, ending-soon, start-time, price title: Sort By description: >- Sort mode for event-based pagination: trending, volume, newest, ending-soon, start-time, price - name: limit in: query required: false schema: type: integer maximum: 1000 minimum: 1 description: Maximum number of results default: 20 title: Limit description: Maximum number of results - name: offset in: query required: false schema: type: integer minimum: 0 description: Offset for pagination default: 0 title: Offset description: Offset for pagination - name: event_limit in: query required: false schema: anyOf: - type: integer maximum: 2000 minimum: 1 - type: 'null' description: >- Paginate by events instead of markets. Up to 200 by default; values above that require start_datetime_after or start_datetime_before. title: Event Limit description: >- Paginate by events instead of markets. Up to 200 by default; values above that require start_datetime_after or start_datetime_before. - name: event_offset in: query required: false schema: anyOf: - type: integer minimum: 0 - type: 'null' description: Event offset for event-based pagination title: Event Offset description: Event offset for event-based pagination responses: '200': description: Successful Response content: application/json: schema: $ref: '#/components/schemas/MarketSearchResponse' '422': description: Validation Error content: application/json: schema: $ref: '#/components/schemas/HTTPValidationError' components: schemas: InstrumentStatus: type: string enum: - active - closed - inactive title: InstrumentStatus description: >- Instrument status derived in instruments table from exchange-specific fields. Kalshi: maps from kalshi_markets.status - 'active' -> ACTIVE - everything else (closed, determined, finalized, settled, amended, inactive, initialized) -> CLOSED Polymarket: maps from polymarket_markets.closed and polymarket_markets.active booleans - closed=true -> CLOSED - active=true (and not closed) -> ACTIVE - else (active=false, closed=false) -> INACTIVE MarketSearchResponse: properties: query: type: string title: Query results: items: $ref: '#/components/schemas/MarketSearchResult' type: array title: Results total: type: integer title: Total total_events: anyOf: - type: integer - type: 'null' title: Total Events type: object required: - query - results - total title: MarketSearchResponse description: Schema for market search response. HTTPValidationError: properties: detail: items: $ref: '#/components/schemas/ValidationError' type: array title: Detail type: object title: HTTPValidationError MarketSearchResult: properties: river_id: type: integer title: River Id exchange_value: type: integer title: Exchange Value exchange_name: type: string title: Exchange Name ticker: anyOf: - type: string - type: 'null' title: Ticker token_id_yes: anyOf: - type: string - type: 'null' title: Token Id Yes token_id_no: anyOf: - type: string - type: 'null' title: Token Id No slug: anyOf: - type: string - type: 'null' title: Slug tick_size_price: type: number title: Tick Size Price tick_size_qty: type: number title: Tick Size Qty tick_structure: type: string title: Tick Structure default: uniform minimum_order_size: type: number title: Minimum Order Size expiration_datetime: anyOf: - type: string - type: 'null' title: Expiration Datetime description: Market expiration datetime (UTC) start_datetime: anyOf: - type: string - type: 'null' title: Start Datetime description: >- Game/event start datetime (UTC). Populated for sports; null otherwise. neg_risk: type: boolean title: Neg Risk neg_risk_id: anyOf: - type: string - type: 'null' title: Neg Risk Id condition_id: anyOf: - type: string - type: 'null' title: Condition Id name: type: string title: Name subtitle: anyOf: - type: string - type: 'null' title: Subtitle description: anyOf: - type: string - type: 'null' title: Description status: $ref: '#/components/schemas/InstrumentStatus' category: type: string title: Category default: Other subcategory: anyOf: - type: string - type: 'null' title: Subcategory rank: anyOf: - type: number - type: 'null' title: Rank event_ticker: anyOf: - type: string - type: 'null' title: Event Ticker event_title: anyOf: - type: string - type: 'null' title: Event Title volume: anyOf: - type: integer - type: 'null' title: Volume volume_24h: anyOf: - type: integer - type: 'null' title: Volume 24H series_ticker: anyOf: - type: string - type: 'null' title: Series Ticker image: anyOf: - type: string - type: 'null' title: Image last_price: anyOf: - type: number - type: 'null' title: Last Price description: >- Most recent YES price normalized to 0.0–1.0 (probability). Kalshi cents / 100; Polymarket already 0.0–1.0. NULL when no trade has been observed. primary_entity_name: anyOf: - type: string - type: 'null' title: Primary Entity Name description: >- Resolved display name of the canonical structured-target entity (player, team, competitor, …) referenced by the market. NULL for markets without a structured target. Kalshi only — Polymarket has no equivalent concept. type: object required: - river_id - exchange_value - exchange_name - tick_size_price - tick_size_qty - minimum_order_size - neg_risk - name - status title: MarketSearchResult description: Schema for a single market search result. ValidationError: properties: loc: items: anyOf: - type: string - type: integer type: array title: Location msg: type: string title: Message type: type: string title: Error Type input: title: Input ctx: type: object title: Context type: object required: - loc - msg - type title: ValidationError securitySchemes: SignedRequestKeyId: type: apiKey in: header name: X-River-Key-Id description: UUID of your API key (from Settings → API Keys). SignedRequestTimestamp: type: apiKey in: header name: X-River-Timestamp description: Current unix seconds. Must be within 30s of server time. SignedRequestSignature: type: apiKey in: header name: X-River-Signature description: >- Base64 Ed25519 signature over the canonical request: METHOD\nPATH\nSORTED_QUERY\nTIMESTAMP\nSHA256(body) hex. See /api-reference/authentication for the full recipe. BearerAuth: type: http scheme: bearer description: JWT bearer token for web client authentication. ````