DEVELOPER API · v1.0.1

Build on Web3-native prediction markets

REST + WebSocket · Uniform response shape · Deterministic market IDs · HMAC + Bearer + API key auth · Sandbox tier · OpenAPI 3.1 + AsyncAPI 2.6 specs

Get Started REST Reference Sign in to get keys

Uniform response shape

Top-level fields are a single canonical shape across product surfaces. One price, one size, one response envelope.

Deterministic market IDs

Idempotent create — network retries never double-book. IDs are unforgeable without server-side inputs.

Web3 privacy first

Email, phone, IP stripped from external responses by default. Self-view paths preserve. X-PII-Redacted header on every reply.

Money as decimal string

USDT 6dp, BTC 8dp, ETH 18dp — never JavaScript numbers. Zero precision loss on client parse.

Sandbox tier

Same host, self_serve tier caps orders at 10 USDT per order and 100 USDT daily notional. Simulated fills at mid-price. No key rotation to promote to production.

Standard HMAC signing

POLY_ADDRESS + POLY_SIGNATURE + POLY_TIMESTAMP + POLY_NONCE + POLY_API_KEY header pattern — deterministic HMAC-SHA256, spec at docs.predictasiax.com/auth.

Get running in 30 seconds

1. List markets (public read):

curl https://predictasiax.com/api/v1/markets \
  -H "X-Api-Key: sk_live_YOUR_KEY_HERE"

2. Subscribe to real-time price ticks:

wscat -c wss://predictasiax.com/ws
> {"method":"SUBSCRIBE","params":["fast_tick"]}

3. Place an order (HMAC-signed):

# See docs.predictasiax.com/auth for signing code
# (Python / Node / Bash examples available)
curl -X POST https://predictasiax.com/api/v1/orders \
  -H "POLY_ACCESS_KEY: sk_live_..." \
  -H "POLY_TIMESTAMP: 1786000000000" \
  -H "POLY_PASSPHRASE: ..." \
  -H "POLY_SIGNATURE: <signature>" \
  -d '{"market_id":"m_...","outcome_id":"yes","side":"buy","order_type":"market","size":"100"}'