Introduction

Welcome to the IDEX v4 API developer documentation. IDEX provides a REST API for public market data, authenticated user data, and trading. IDEX also offers a WebSocket API for real-time access to market and user data.

Contact @AlexWearn on Telegram to get a sandbox API key to participate in the first Market Maker Rewards period.

2024-04-26: Initial draft.

XCHAIN

IDEX operates on XCHAIN, an advanced, application-specific layer 2 blockchain (appchain) based on Arbitrum Orbit. XCHAIN provides high throughput, low latency, and low costs, and inherits its security directly from Ethereum. These properties allow IDEX to provide a trading experience equivalent to a centralized exchange, with instant settlement and no gas costs, along with the fund security of a decentralized exchange.

As an EVM-compatible blockchain, XCHAIN supports the standard wallets, explorers, and tooling of Ethereum and uses Ether as its gas token. IDEX integrates with Stargate v2 to provide seamless, free or low cost, single-transaction cross-chain deposits and withdrawals supporting a range of blockchains.

XCHAIN Testnet Details

Name: XCHAIN Testnet RPC URL: https://xchain-testnet-rpc.idex.io/ Chain ID: 64002 Currency Symbol: ETH Block Explorer URL: https://xchain-testnet-explorer.idex.io/

IDEX operates a sandbox version of the exchange on XCHAIN Testnet for development and testing purposes.

Fund Custody

As a high-performance, non-custodial exchange, IDEX does not take custody of funds before making them available to trade. Unlike centralized exchanges, where funds are first deposited to a wallet controlled by the exchange, IDEX relies on a smart contract to hold user funds, track user balances, and settle trades. The user experience is similar to a centralized exchange – funds must first be deposited to the IDEX smart contract before trading – but funds are never blindly entrusted to a third party. IDEX does not control user funds, funds can never change hands without authorization from the user’s wallet, and funds can always be withdrawn from the contract, even in the case that IDEX ceases to operate. Most importantly, these properties are independently verifiable by the community.

Matching Engine

IDEX employs a high-performance central limit order book design that continuously matches user orders on a price-time priority basis. Similar to matching engines employed by traditional, non-crypto exchanges, limit orders are filled at the specified price or better with no risk of order collisions or trade failures. As a result, the user experience is similar to a high-performance, centralized exchange.

Order Types

IDEX’s matching engine supports a wide range of order types.

Market

A market order is an order to buy or sell a quantity of an asset at the prevailing prices. Market orders execute immediately, never rest on an order book, and only take liquidity from an order book. For safety, market orders can only execute within a market’s marketOrderExecutionPriceLimit percent of the index price.

Limit

A limit order is an order to buy or sell a quantity of an asset at or better than a specified price. Limit orders require specifying both a quantity in base terms and a price in quote terms. The matching engine only fills limit buy orders up to the specified quantity at or lower than the specified price; it fills limit sell orders up to the specified quantity at or higher than the specified price. Limit orders specified with a price that crosses the spread are immediately matched and take liquidity from an order book. Any portion of a limit order that cannot be matched immediately is added to the order book, subject to time in force rules and a market’s makerOrderMinimum. For safety, limit orders can only be priced within a market’s limitOrderExecutionPriceLimit percent of the index price.

Stop Loss Market

A market order that is only processed by the matching engine when the index price or most recent fill in a market crosses the specified stop price. See Stop Mechanics for the specific trigger criteria.

Stop Loss Limit

A limit order that is only processed by the matching engine when the index price or most recent fill in a market crosses the specified stop price. See Stop Mechanics for the specific trigger criteria.

Take Profit Market

A market order that is only processed by the matching engine when the index price or most recent fill in a market crosses the specified stop price. See Stop Mechanics for the specific trigger criteria.

Take Profit Limit

A limit order that is only processed by the matching engine when the index price or most recent fill in a market crosses the specified stop price. See Stop Mechanics for the specific trigger criteria.

Stop Mechanics

Stop Loss and Take Profit orders are similar, but have opposite stop trigger criteria.

Type Side Trigger Condition Stop Loss Sell Index or last fill price <= stop price Take Profit Sell Index or last fill price >= stop price Stop Loss Buy Index or last fill price >= stop price Take Profit Buy Index or last fill price <= stop price

Stop Loss and Take Profit orders do not appear in any public data until the stop is triggered and the order is added to the order book. Importantly, these orders are not guaranteed to execute immediately when the stop is triggered. Like all other orders, they are processed with price-time priority where the time of the order is the stop trigger time. Funds for Stop Loss Limit or Take Profit Limit orders are held immediately at the time of placement, not when the stop is triggered. Funds for Stop Loss Market and Take Profit Market orders are never held.

Time In Force

Time in force policies specify the behavior of limit orders upon execution.

• Good-Til-Canceled (GTC): Under GTC rules, a limit order that is resting on the books remains on the books until canceled. This is the default policy if no time in force option is specified.

• Good-Til-Crossing (GTX): GTX limit orders, sometimes referred to as limit maker or post-only orders, only add liquidity to the order book. On execution, if any part of a GTX limit order crosses the spread and matches a resting order, the entire GTX order is canceled without generating any fills.

• Immediate-Or-Cancel (IOC): Limit orders with an IOC time in force only take liquidity from the order book, and never become a resting order on the book. On execution, any portion of an IOC limit order that matches resting orders is filled, and the rest of the order is canceled.

• Fill-Or-Kill (FOK): Similar to IOC orders, FOK limit orders only take liquidity from an order book. The entire specified quantity must be matched immediately, however, or the order is rejected without generating any fills. FOK orders must specify the CN self-trade prevention policy to be accepted by the matching engine.

Self-Trade Prevention

IDEX’s matching engine includes logic to prevent self-trading. Two orders from the same API user or wallet cannot fill each other and on match are subject to the taker order’s specified self-trade prevention policy.

• Decrement And Cancel (DC): Cancel the smaller order and decrement the larger order quantity by the smaller order quantity. Cancel both orders if they have the same open quantities. This is the default policy if no self-trade prevention option is specified.

• Cancel Oldest (CO): Cancel the older, resting order from the order book and continue to execute the newer, taker order.

• Cancel Newest (CN): Cancel the newer, taker order and leave the older, resting order on the order book.

• Cancel Both (CB): Cancel both orders.

Order States & Lifecycle

Orders take on various states throughout the order execution lifecycle.

• active: Stop limit or stop market order in force but not yet triggered or listed on an order book

• open: Limit order resting on an order book without any fills

• partiallyFilled: Limit order resting on an order book with fills but with remaining open quantity; market order partially filled

• filled: Limit order completely filled and no longer on an order book; market order completely filled

• canceled: Limit order canceled prior to being completely filled but may be partially filled; unfilled market order; may be the result of a self-trade prevention cancellation

• rejected: Order rejected by the matching engine without generating fills

Order state is included in all order endpoint responses. Orders are not guaranteed to enter the open state before reporting as another state. For example, a limit order that is completely filled on execution first reports in the filled state in endpoint responses.

Holds

IDEX reserves funds associated with a limit order while the order is resting on an order book. The matching engine holds quantity * price of the wallet’s total account value at the maximum leverage of the market. For example, if a market has an initialMarginFraction of 0.1, implying 10x maximum leverage, a resting order where quantity * price is 2,000 USD holds 200 USD of the total account value. Canceling an open limit order releases the funds associated with the order. Because total account value is computed based on index prices for wallets with open positions, index price fluctuations may result in insufficient total account value to support all open limit orders. In this case, a wallet’s oldest resting limit orders are automatically canceled until it has sufficient value for the remaining order holds.

Funds for Stop Loss Limit or Take Profit Limit orders are held immediately at the time of placement, not when the stop is triggered. No funds are held for market orders regardless of whether a stop is specified. No funds are also held for reducing orders opposite an open position.

Held collateral and available collateral are reported by the Get Wallets endpoint.

Wallets are limited to 250 open orders regardless of available collateral.

Fees

IDEX collects several types of fees: maker trade fees, taker trade fees, and withdrawal fees.

Maker & Taker Orders

Trade fees are split into maker and taker fees, assessed when an order execution results in a fill, and deducted from each wallet’s USD quote balance. Trade fees can be negative for promotional purposes, resulting in a credit to a wallet’s quote balance. Default fee rates at launch:

Type Fee Maker Trade Fee 0.01% Taker Trade Fee 0.05%

Fee Priority

IDEX defines exchange-wide default trade fee rates, market-specific trade fee rates, and wallet-specific trade fee rates. Markets may be subject to promotional periods of lower rates, and wallets have several opportunities to lower trade fees via promotional programs. IDEX applies the lowest trade fees available between the exchange, market, and wallet scopes.

Withdrawal Fees

IDEX collects fees on withdrawals to cover gas and bridge fees on behalf of the withdrawing wallet. Unlike deposits, withdrawals are initiated through the REST API. IDEX dispatches the resulting transaction to return funds to the wallet and thus pays gas. Bridged withdrawal fees can be dynamic; the Get Gas Fees endpoint provides up-to-date estimates of fees. Users authorize a maximum fee as part of the Withdraw Funds request to protect against rate fluctuations. Withdrawal fees are deducted from the withdrawn quantity.

Position Minimums

IDEX defines a minimum position size for each market in base terms, see Get Markets minimumPositionSize. To conserve resources, positions below this quantity are subject to automatic closure at the index price 7 days after falling below the minimum. Positions below the minimum may be closed at any time via market or limit orders using a market’s takerOrderMinimum quantity with reduceOnly set to true.

IDEX v4 exclusively offers cross-margined perpetual futures contracts with leverage for trading.

Collateral & Margin

IDEX uses USDC as its primary collateral asset, and only supports USDC for deposits and withdrawals. As a cross-margined exchange, all open positions contribute to a wallet’s total account value. No distinction is made between realized and unrealized PnL for the purposes of valuation or margin requirements.

Margin requirements are defined on a per-market basis by several fields:

• Initial Margin Fraction: Margin requirement to open a position expressed as a fraction.
• Maintenance Margin Fraction: Margin requirement to prevent liquidation expressed as a fraction.
• Base Position Size: Maximum position size available under the Initial Margin Fraction.
• Incremental Position Size & Incremental Initial Margin Fraction: If a position exceeds Base Position Size, each step of Incremental Position Size increases the Initial Margin Fraction by Incremental Initial Margin Fraction.

For safety, larger positions require more collateral and offer lower leverage. Several key position and wallet parameters derive from these leverage parameters. For a single position:

Initial Margin Requirement = Initial Margin Fraction × Absolute Position Notional Value

Maintenance Margin Requirement = Maintenance Margin Fraction × Absolute Position Notional Value

Absolute Position Notional Value = Index Price × ABS(Position Quantity)

Position quantities are positive for long positions and negative for short positions, and a wallet’s quote balance may be negative. Importantly, all margin calculations use index prices for stability. For a wallet:

Total Initial Margin Requirement = Market 1 Initial Margin Requirement + Market 2 Initial Margin Requirement + …

Total Maintenance Margin Requirement = Market 1 Maintenance Margin Requirement + Market 2 Maintenance Margin Requirement + …

For all markets in which the wallet has open positions. Finally:

Equity (Total Account Value) = Quote Balance + Market 1 Positional Notional Value + Market 2 Position Notional Value + …

Margin Ratio = Total Maintenance Margin Requirement / Equity

Leverage = Total Absolute Position Notional Value / Equity

If margin ratio rises above 1, a wallet may be subject to liquidation. Several additional values determine order placement, withdrawal, and other limits:

Free Collateral = Equity – Total Initial Margin Requirement

Held Collateral = Free Collateral committed to open limit orders

Available Collateral = Free Collateral available for order placement or withdrawal

Liquidations & ADL

Wallet total account value, or equity, is determined by index pricing that changes independently of position changes. When a wallet’s equity falls below its maintenance margin requirement, the wallet is eligible for liquidation. Liquidation closes all open positions at the close price, resulting in zero quote balance and zero equity.

Close Price = Index Price ± Close Price Adjustment

Close Price Adjustment = Index Price × Maintenance Margin Fraction × Equity / Total Maintenance Margin Requirement

The close price adjustment is subtracted for long positions and added for short positions. Profits and losses resulting from liquidations are absorbed by the insurance fund.

In the case that the insurance fund cannot absorb a liquidation, the system proceeds with automatic deleveraging, or ADL. During ADL, positions of a wallet that falls below its maintenance margin requirement are closed directly against opposing positions at the close price. ADL results in the same zero collateral and zero equity state for the liquidated wallet, and forcibly realizes unrealized PnL for counterparty wallets. While avoiding ADL is a priority, it is a necessary last resort to protect the solvency of the system.

Counterparty wallets are selected at the time of ADL according to position ADL score. The ADL score favors positions with high leverage and unrealized profit.

ADL Score = Margin Ratio × PnL Percent

Margin Ratio = Total Maintenance Margin Requirement / Equity

PnL Percent = Position Unrealized PnL / MAX(1, Equity – Total Unrealized PnL)

Position ADL risk is reported by the adlQuintile field of the Get Positions response with 1 indicating low risk and 5 indicating high risk. This value indicates the estimated quintile of ADL counterparty selection at the index price. Multiple counterparty positions may be selected to liquidate a single position.

Liquidated wallets may deposit funds and resume trading immediately.

Funding Payments

IDEX perpetual futures contracts trade independently of the current spot price of the underlying assets. That is, perpetuals markets have their own order books that may diverge from the order books of high-volume spot exchanges, a phenomenon exacerbated by the presence of leverage. Funding payments provide an incentive for traders to keep the order book pricing of a perpetual contract in line with spot prices.

Funding payments require that open positions that are advantageous by the order book price relative to the index price pay a fee to the opposite positions on a periodic basis. For example, if the order book price of a market is $110 but the index price is $100, open long positions pay open short positions in the next funding period. Similarly, if the order book price of a market were $90 with the same index price, open shorts pay longs. Funding payments thus incentivize traders to take the unpopular position, drawing the order book price back to the index price.

Funding payments are exchanged directly between long and short positions every 8 hours at 00:00 UTC, 08:00 UTC, and 16:00 UTC. Funding payments are calculated by:

Funding Payment = -1 × Funding Rate × Position Quantity × Index Price

Positive funding rates indicate longs pay shorts, negative rates indicate shorts pay longs. The funding rate comprises two parts: the premium index and the interest rate. Premium indexes within 0.05% of the interest rate are clamped to just the interest rate. Funding rates are then clamped to 75% of a market’s maintenance margin fraction.

Funding Rate = Premium Index + CLAMP(Interest Rate − Premium Index, -0.05%, 0.05%)

The interest component represents the daily quote asset yield, set at 0.03%. Because funding payments are made 3 times per day, the interest rate value per payment is 0.01%.

The premium index represents the difference between the IDEX order book and the index price for a market.

Premium Index = (MAX(0, Impact Bid Price – Index Price) – MAX(0, Index Price – Impact Ask Price)) / (Index Price × 3)

The impact price indicates the average execution price of a predetermined quote quantity through the IDEX order book at a point in time. IDEX uses an impact quantity of 250 USD; this value is then divided by the market’s initial margin fraction to set the impact notional value. For example, a market with an initial margin fraction of 0.1 uses an impact notional value of 2500 USD.

Each market’s order book is sampled once per minute at a random point in the minute. The impact bid price and impact ask price are the average execution prices of market selling and buying the impact notional value through the sampled order book. The impact price samples are then linearly time-weight averaged over the trailing 8 hours to establish the impact bid price and impact ask price used in the premium index formula.

IDEX uses a realization period of 24 hours, indicating that the full difference between impact price and index price is paid between long and short positions every 24 hours. Because payments are made every 8 hours, the effective premium index is thus divided by 3.

Index Prices

Index prices represent the fair value of the underlying assets of perpetual futures markets, such as BTC and ETH. Index prices are collected from a variety of reliable price sources, normalized to exclude outliers and spurious data, and updated with high frequency and low latency.

IDEX uses index prices rather than order book prices for all margin calculations. As a result, index pricing determines:

• Position notional value and margin requirement and by extension wallet value and margin requirement
• Whether a wallet has sufficient funds to open positions
• When wallets are liquidated or deleveraged
• Whether to authorize withdrawals and transfers
• Funding rates for funding payments

The use of index prices reduces the impact of short term order book price movement on exchange operations.

IDEX sources index prices from Pyth Network with 2 second update frequency. Pyth prices are cryptographically verified on chain by the exchange smart contract.

IDEX also operates a first-party index price collection service for redundancy. If Pyth data is unavailable or stale, IDEX automatically falls back to internal index pricing data. IDEX sources prices from high-volume spot exchanges, uses the median of best ask, best bid, and last trade price as the source price, discards any data points greater than 10% away from the median of sources, and computes the weighted mean of the remaining values. Markets quoted in anything other than USD, for example USDT, are corrected for the quote value. These values are signed in hardware at collection and are verified on chain by the exchange smart contract.

Internal Index Price Sources and Weights

USDT-USD

Bitfinex UST-USD 8.9% Bitstamp USDT-USD 3.9% Coinbase USDT-USD 51.8% Kraken USDT-USD 35.4%

BTC-USD

Binance BTC-USDT 45.6% Bybit BTC-USDT 11.6% Coinbase BTC-USD 16.1% Gateio BTC-USDT 9.2% Kraken BTC-USD 3.6% OKX BTC-USDT 13.9%

ETH-USD

Binance ETH-USDT 41.9% Bybit ETH-USDT 13.78% Coinbase ETH-USD 12.71% Gateio ETH-USDT 11.37% Kraken ETH-USD 3.45% OKX ETH-USDT 16.79%

IDEX-USD

Binance IDEX-USDT 93.0% Coinbase IDEX-USD 7.0%

SOL-USD

Binance SOL-USDT 55% Bybit SOL-USDT 8.92% Coinbase SOL-USD 15.41% Gateio SOL-USDT 3.49% Kraken SOL-USD 7% OKX SOL-USDT 10.18%

AVAX-USD

Binance AVAX-USDT 59.3% Bybit AVAX-USDT 9.06% Coinbase AVAX-USD 15.59% Gateio AVAX-USDT 3.72% OKX AVAX-USDT 12.33%

MATIC-USD

Binance MATIC-USDT 62.58% Bybit MATIC-USDT 9.52% Coinbase MATIC-USD 12.46% Kraken MATIC-USD 5.35% OKX MATIC-USDT 10.09%

PYTH-USD

Binance PYTH-USDT 48.8% Bybit PYTH-USDT 17% Gateio PYTH-USDT 10.7% OKX PYTH-USDT 23.5%

WIF-USD

Binance WIF-USDT 87% Gateio WIF-USDT 13%

DOGE-USD

Binance DOGE-USDT 56.8% Bybit DOGE-USDT 7% Coinbase DOGE-USD 14.1% Gateio DOGE-USDT 5.2% OKX DOGE-USDT 16.9%

1000PEPE-USD

Binance PEPE-USDT 47.4% Bybit PEPE-USDT 10.21% Gateio PEPE-USDT 7.75% OKX PEPE-USDT 34.64%

Sandbox

IDEX operates a sandbox service that is a full instance of the IDEX platform running on XCHAIN testnet. The sandbox enables clients to develop and test software for the API without risking funds.

URLs & Contract Addresses

• Web Client: https://exchange-sandbox.idex.io/
• REST API: https://api-sandbox.idex.io/
• WebSocket API: wss://websocket-sandbox.idex.io/v4
• Exchange Contract (XCHAIN Testnet): 0xBB9A5455869e99652D13Cd0aE1E45dc3A2e9914B

IDEX’s data centers are in the AWS Asia Pacific (Tokyo) ap-northeast-1 region.

Credentials

Clients may sign up to generate sandbox API keys via the sandbox web client.

Contact @AlexWearn on Telegram to get a sandbox API key to participate in the first Market Maker Rewards period.

Collateral

Unlocking a wallet via the sandbox web client automatically deposits testnet USDC for testing and development purposes.

Client Libraries & SDKs

IDEX maintains an official TypeScript / JavaScript SDK, supporting REST and WebSocket APIs as well as real-time order books. Contract ABIs are also available in the SDK repo.

IDEX smart contracts, documentation and tests will also be available soon.

Bug Bounty

The IDEX API is covered by a bug bounty via Immunefi. Updates for the IDEX v4 API are coming soon.

Support

Support is available via the IDEX #developers Discord channel or via [email protected].

URL & Contract Addresses

REST API: https://api.idex.io/ (Coming soon) Exchange Contract: Coming soon

Sandbox REST API: https://api-sandbox.idex.io/ Sandbox Exchange Contract (XCHAIN Testnet): 0xBB9A5455869e99652D13Cd0aE1E45dc3A2e9914B

IDEX’s data centers are in the AWS Asia Pacific (Tokyo) ap-northeast-1 region. A sandbox environment is also available for development and testing.

Contact @AlexWearn on Telegram to get a sandbox API key to participate in the first Market Maker Rewards period.

Requests

All requests and responses use the application/json content type with UTF-8 encoding. GET request parameters must be supplied in the query string, while POST and DELETE request parameters must be supplied as a JSON object in the body.

Successful requests return a 200 HTTP status code, while requests that generate errors return 4xx or 5xx status codes.

Error response body:

Error responses include a machine-readable error short code and longer human-readable error message in the body. As a result, it is important to configure the requesting http library to provide message bodies for error responses. See Error Codes for a comprehensive list of error codes and descriptions.

Data Types

Times

Time parameters in API requests must be represented in Unix epoch time in either seconds or milliseconds. Times included in API responses are returned in Unix epoch time in milliseconds.

Numbers & Precision

IDEX normalizes all precision to 8 decimals, and price and quantity values in API requests must be fully zero-padded strings. For example:

• 100,000,000 Gwei of ETH (ie, 0.1 ETH) is represented as the string “0.10000000”.
• 250.05 USDC is represented as the string “250.05000000”.

Price and quantity values included in API responses are returned in the same string format. Expressing values in fully zero-padded strings ensures that numeric values are always represented consistently for authentication signature verification.

Price and quantity values in API responses are exact and should not be treated as floating point numbers.

IDs

Resource identifiers are UUIDs. API requests may encode ids with or without hyphens.

Client IDs

Order requests may optionally include a client-specified id. Client ids are not public and are only included in authorized responses. Orders may also be queried by client id. Client ids are scoped to a wallet, meaning different wallets can use the same client id to refer to different orders. Client ids are interpreted as UTF-8 encoded strings with a maximum length of 40 bytes.

Sequence Numbers

IDEX provides two types of sequence numbers to synchronize data between the REST and WebSocket APIs.

• Order book update sequence numbers: Changes to an order book are sequential for a market. Order book update sequence numbers allow API clients to reliably construct local copies of an order book.

• Fill sequence numbers: Fills are sequential for a market independent of order book updates. Fill sequence numbers precisely align periodic data points, such as tickers and candles, to trade history. Non-order-book activity, such as liquidations and ADL actions, are not reported in tickers and candles and do not increment fill sequence numbers.

Pagination

Pagination is specified by several standard request parameters.

• start: The earliest (oldest) timestamp of an object to include in the response. This value is inclusive, meaning objects with timestamps that exactly match start are included in the response.

• end: The latest (newest) timestamp of an object to include the response, inclusive. end must be a later timestamp than start.

• limit: The total number of objects to include in the response. limit is generally capped at 1,000 for all endpoints and defaults to 50 unless both start and end are present.

• fromId: fromId specifies id of the earliest (oldest) object to include in the response.

Any combination of start, end, limit and fromId are valid, but certain values take precedence over others. For example, if start and end are specified but not limit, the response will include objects starting at start and ending either at end or at 1,000 objects. Specifying end alone returns 50 objects closest to, but earlier (older) than end. Specifying none of the pagination parameters returns the 50 most recent objects. fromId takes precedence over start.

Response data is returned in ascending time order, with oldest objects first and newest objects last.

Authentication

API Keys

API keys may be generated via the IDEX API keys page and are only valid for requests by the generating API account. They include an accompanying secret value that is used to sign requests to some endpoints.

API secrets are shown only once, when the accompanying API key is generated, and must be recorded at that time.

API keys have three access scopes which are set independently via the API keys page.

• Read: Authorized for all read endpoints. All API keys have read access.

• Trade: Authorized for trade endpoints, specifically creating and canceling orders.

• Withdraw: Authorized for withdrawals.

Endpoint Security

Endpoints are protected by three security policies.

• Public: No access restrictions, available to the public without credentials but including an API key with requests increases rate limits. Exchange and market data endpoints are public.

• User Data: Requests to user data endpoints require a nonce, API key and HMAC signature for authentication.

• Trade: Requests to trade and withdraw endpoints require a nonce, API key, HMAC signature and wallet signature for authentication.

Request Structure & HMAC Signature

To create the HMAC signature for GET requests, hash the request query string.

To create the HMAC signature for POST or DELETE requests, hash the request body.

The server-side validation checks the signature on the query string or request body as it is represented in the request.

For endpoints that require or benefit from authentication, the API key and HMAC signature must be included as request headers.

• IDEX-API-Key: API key
• IDEX-HMAC-Signature: Hex-encoded HMAC signature, not case sensitive

The HMAC signature is computed by signing the payload of the request via HMAC-SHA256. The HMAC signature is computed differently for GET requests, where the payload is in the query string, and POSTs or DELETEs where the payload is in the body.

• GET: HMAC-SHA256(message: query string, key: API secret)

• POST, DELETE: HMAC-SHA256(message: request body, key: API secret)

Wallet Signature

IDEX Sandbox EIP-712 Domain Separator

To create the wallet signature, encode the request parameters according to the relevant Wallet Signature Parameter Hash scheme.

As a non-custodial exchange, IDEX requires authorization from the funding wallet for placing and canceling orders and withdrawing funds. Specifically, all trade endpoint requests must include a wallet ECDSA signature, in addition to the standard HMAC signature, to be processable by the exchange.

Wallet ECDSA signatures are computed using the funding wallet keypair to sign typed and hashed data conformant to EIP-712. Data type specifications for each endpoint, along with the required domain separator (see sidebar), are documented below. Wallet signatures are included in the body of the request for endpoints that require them.

The IDEX v4 release introduces delegated keys to streamline the web client user experience. Several signature type data fields refer to delegated keys, however, delegated key authorization is not officially supported in the public API. The IDEX JavaScript SDK automatically generates wallet signatures for endpoints that require them and is the recommended integration strategy for JavaScript and TypeScript projects.

Associate Wallet Wallet Signature Type Data

Position Name Type Value 0 nonce uint128 Nonce 1 wallet address Wallet address

Create Order Wallet Signature Type Data

Position Name Type Value 0 nonce uint128 Nonce 1 wallet address Wallet address 2 marketSymbol string Market symbol 3 orderType uint8 Order type enum value 4 orderSide uint8 Order side enum value 5 quantity string Order quantity in base terms 6 limitPrice string Order price in quote terms, required for all limit orders, “0.00000000” for market orders 7 triggerPrice string Stop loss or take profit price, “0.00000000” for market and limit orders 8 triggerType uint8 Price type for trigger price enum value, None if triggerPrice is zero 9 callbackRate string Unused, always “0.00000000” 10 conditionalOrderId uint128 Unused, always 0 11 isReduceOnly bool Reduce only setting 12 timeInForce uint8 Order time in force enum value 13 selfTradePrevention uint8 Order self-trade prevention enum value 14 isLiquidationAcquisitionOnly bool Unused, always false 15 delegatedPublicKey address Unused by the public API, always 0x0 16 clientOrderId string Client order id or empty string

Cancel Order Wallet Signature Type Data

Position Name Data Value 0 nonce uint128 Nonce 1 wallet address Wallet address 2 delegatedKey address Unused by the public API, always 0x0 3 orderDelegatedKey address Signature authorizations may include no position 3 field, cancelling all orders for the wallet; position 3 may also be one of the order-placing delegated key, order id array, or market symbol 3 orderIds string[] 3 marketSymbol string

Withdraw Funds Wallet Signature Type Data

Position Name Type Value 0 nonce uint128 Nonce 1 wallet address Wallet address 2 quantity string Withdrawal quantity 3 maximumGasFee string Maximum gas fee authorized for the withdrawal 4 bridgeAdapter address Coming soon 5 bridgeAdapterPayload bytes Coming soon

Delegated Keys

IDEX v4 introduces a new authorization mechanism with delegated keys. Delegated keys are authorized by a custody wallet to submit order placements and cancellations on its behalf. The web client implements delegated keys in order to provide an experience similar to a centralized exchange, where no manual signing is necessary to trade. Deposits and withdrawals always require custody wallet signatures for security.

Delegated keys enable a number of use cases but are not officially supported by the public API. As a result, there are references to them in creating and canceling orders and signature authentication, but no details about authorization, revocation, and management. Delegated keys may be added to the public API in the future, so please get in touch if they might help your use case.

Wallet to API Account Association

A wallet must be associated with an API account to request private data from endpoints such as Get Orders or Get Fills. Several actions associate a wallet with an API account.

• Unlocking a wallet in the web client while signed in to an API account
• Calling the Associate Wallet endpoint via the REST API
• Withdrawing funds via the REST API

Under the hood, associating a wallet with an API account requires proving that the requester has access to the wallet’s private key. The associating actions all include a wallet signature along with the request, satisfying the association requirement. Calling Associate Wallet is often the first step in requesting data from User Data endpoints.

The IDEX JavaScript SDK automatically associates wallets with API accounts and is the recommended integration strategy for JavaScript and TypeScript projects.

Nonces

Use a standard UUID library to generate version 1 UUID nonces.

User data and trade endpoints requests must include a nonce. IDEX uses version 1 UUID nonces, eliminating the need to coordinate nonce increments between multiple agents operating on a single wallet. Version 1 UUIDs encode a timestamp in addition to other unique information, and thus serve both to prevent replay attacks as well as to enforce request timing. As a result, nonces must be generated at the time of a request. Nonces may be supplied with or without hyphens.

Order Nonce Invalidation

The IDEX exchange smart contract includes the ability to invalidate old order nonces. In the unlikely event that IDEX’s off-chain components are compromised, it is theoretically possible that an attacker could submit a trade against an old, unfilled but canceled order. To limit risk in this scenario, clients may periodically invalidate old order nonces. Order nonce invalidation is a three-step process:

1. Cancel all open orders.
2. Call invalidateNonce on the IDEX exchange contract with a freshly generated nonce. This invalidates all order nonces generated in the past.
3. Re-place formerly-open orders with new orders.

Calling the invalidateNonce function on the IDEX exchange contract automatically closes all open orders for the wallet.

Timing

IDEX only accepts recently-generated requests to prevent the inadvertent processing of out-of-date requests, regardless of the source of delay. Request timing is established by the nonce request parameter, which encodes a timestamp. IDEX rejects requests that have a nonce that is more than 60 seconds older or 5 second newer than the IDEX system clock. The Get Time endpoint returns the current IDEX time to synchronize the skew between IDEX and client clocks.

Rate Limits

IDEX enforces rate limits on all endpoints. Exceeding a rate limit returns a 429 Too Many Requests HTTP status code. Rate limits vary between different types of endpoints, authentication, and the amount of data requested.

• Single: Requests for a single object or with an object limit <= 100

• Bundled: Requests for all objects or with an object limit > 100

Endpoint Type Single Bundled Public, no API key 5/s 1/s Public, with API key 10/s 1/s User Data 10/s 1/s Trade 10/s n/a

Get Ping

Tests connectivity to the REST API.

• HTTP Request: GET /v4/ping
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: None

Request Parameters

None

Response Object

JSON response

Empty JSON object

Get Time

Returns the current server time.

• HTTP Request: GET /v4/time
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: None

Request Parameters

None

Response Object

JSON response

Field Type Description serverTime integer Current server time

Get Exchange

Returns basic information about the exchange.

• HTTP Request: GET /v4/exchange
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: None

Request Parameters

None

Response Object

JSON response

Field Type Description timeZone string Server time zone, always UTC serverTime integer Current server time exchangeContractAddress string XCHAIN address of the exchange smart contract for deposits chainId integer XCHAIN chain identifier quoteTokenAddressL1 string Address of the quote asset (USDC) on Ethereum quoteTokenAddressL2 string Address of the quote asset (USDC) on XCHAIN stargateBridgeAdapterContractAddress string Address of the Stargate bridge adapter contract totalOpenInterest string Total open interest across all markets in USD volume24h string Total exchange trading volume for the trailing 24 hours in USD totalVolume string Total exchange trading volume for IDEX v4 in USD totalTrades integer Total number of trade executions for IDEX v4 idexTokenAddressEthereum string Token contract address for the IDEX token on Ethereum idexTokenAddressPolygon string Token contract address for the IDEX token on Polygon PoS idexTokenPrice string Current price of the IDEX token in USD idexMarketCap string Market capitalization of the IDEX token in USD defaultMakerFeeRate string Default exchange-wide maker trade fee rate defaultTakerFeeRate string Default exchange-wide taker trade fee rate withdrawalMinimum string Minimum withdrawal amount in USD

Get Markets

Returns information about the currently listed markets.

• HTTP Request: GET /v4/markets
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: None

Request Parameters

Parameter Type Required Default Description market string No Target market, all markets are returned if omitted

Response Array Objects

JSON response

Field Type Description market string Market symbol type string Market type, always perpetual status string Market trading status, see values baseAsset string Base asset symbol quoteAsset string Quote asset symbol stepSize string Minimum quantity increment change in base terms tickSize string Minimum price increment change in quote terms indexPrice string Current index price of the market indexPrice24h string Index price 24h ago indexPricePercentChange string Percent change in index price from 24h ago to current lastFundingRate string Funding rate of the last payment currentFundingRate string Current funding rate nextFundingTime integer Time of the next funding payment makerOrderMinimum string Minimum size of an order that can rest on the order book in base terms takerOrderMinimum string Minimum order size that is accepted by the matching engine for execution in base terms marketOrderExecutionPriceLimit string Execution price limit for market orders; a value of 0.1 indicates that market orders must execute with 10% of the current index price limitOrderExecutionPriceLimit string Execution price limit for limit orders; a value of 0.4 indicates that limit orders must be priced with 40% of the current index price minimumPositionSize string Minimum position size in base terms; see Position Minimums for details maximumPositionSize string Maximum position size in base terms initialMarginFraction string Margin requirement to open a position expressed as a fraction maintenanceMarginFraction string Margin requirement to prevent liquidation expressed as a fraction basePositionSize string Maximum position size to which the initialMarginFraction applies incrementalPositionSize string If a position exceeds basePositionSize, each step of incrementalPositionSize increases the initialMarginFraction by incrementalInitialMarginFraction incrementalInitialMarginFraction string makerFeeRate string Maker trade fee rate for the market, supersedes the exchange default takerFeeRate string Taker trade fee rate for the market, supersedes the exchange default volume24h string Trailing 24h volume for the market in USD trades24h integer Number of trade executions in the market in the trailing 24h openInterest string Open interest quantity in base terms

Get Tickers

Returns market statistics for the trailing 24-hour period.

• HTTP Request: GET /v4/tickers
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: None

Automatic ticker updates are available via the WebSocket API tickers subscription, which is both faster and more efficient than polling this endpoint.

Request Parameters

Parameter Type Required Default Description market string No Target market, all markets are returned if omitted

Response Array Objects

JSON response

Field Type Description market string Market symbol time integer Timestamp when the statistics were computed, the opening time of the period is 24 hours prior open string Price of the first trade in the period in quote terms high string Highest traded price in the period in quote terms low string Lowest traded price in the period in quote terms close string Price of the last trade in the period in quote terms closeQuantity string Quantity of the last trade in the period in base terms baseVolume string Trailing 24-hour trading volume in base terms quoteVolume string Trailing 24-hour trading volume in quote terms percentChange string Percentage change from open price to close price trades integer Number of trades in the period ask string Best ask price on the order book in quote terms bid string Best bid price on the order book in quote terms markPrice string Current mark price indexPrice string Current index price indexPrice24h string Index price 24h ago indexPricePercentChange string Percent change in index price from 24h ago to current lastFundingRate string Funding rate of the last payment currentFundingRate string Current funding rate nextFundingTime string Timestamp of the next funding payment openInterest string Current open interest sequence integer Fill sequence number of the last trade in the period

Get Candles

Returns candle (OHLCV) data for a market.

• HTTP Request: GET /v4/candles
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: start, end, limit

Automatic candle updates are available via the WebSocket API candles subscription, which is both faster and more efficient than polling this endpoint.

Request Parameters

Parameter Type Required Default Description market string Yes None Target market interval string Yes None Time period for each data point, see values start integer No None Timestamp of the earliest (oldest) interval, inclusive end integer No None Timestamp of the latest (newest) interval, inclusive limit integer No 50 Maximum number of data points to return, 1-1,000

• If neither start nor end is specified, the most recent intervals are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Description start integer Timestamp of the start of the interval open string Price of the first trade in the interval in quote terms high string Highest traded price in the interval in quote terms low string Lowest traded price in the interval in quote terms close string Price of the last trade in the interval in quote terms baseVolume string Trading volume in the interval in base terms, null for some historical chart data quoteVolume string Trading volume in the interval in quote terms, null for some historical chart data trades integer Number of trades in the interval, null for some historical chart data sequence integer Fill sequence number of the last trade in the interval, null for some historical chart data

• In the case that no trades occur in an interval, no candle object is returned for the interval.

Get Trades

Returns trade data for a market. There is also a Get Fills endpoint that returns more detailed private information. In this documentation, “trades” refers to public information about trades, whereas “fills” refers to detailed non-public information about trades resulting from orders placed by the API account.

• HTTP Request: GET /v4/trades
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: start, end, limit, fromId

Real-time trade data is available via the WebSocket API trades subscription, which is both faster and more efficient than polling this endpoint.

Request Parameters

Parameter Type Required Default Description market string Yes None Target market start integer No None Timestamp of the earliest (oldest) trade, inclusive end integer No None Timestamp of the latest (newest) trade, inclusive limit integer No 50 Maximum number of data points to return, 1-1,000 fromId string No None fillId of the earliest (oldest) trade

• If none of start, end, or fromId is specified, the most recent trades are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Description fillId string Trade identifier price string Price of the trade in quote terms quantity string Quantity of the trade in base terms quoteQuantity string Quantity of the trade in quote terms time integer Timestamp of the trade makerSide string Maker side of the trade, buy or sell sequence integer Fill sequence number of the trade

• The Get Trades response only includes order book fills. See Get Liquidations for liquidations and ADL actions.

Get Liquidations

Returns liquidation data for a market. Unlike trades, liquidations do not contribute to trading volume and are not included in tickers or candles.

• HTTP Request: GET /v4/liquidations
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: start, end, limit, fromId

Real-time liquidation data is available via the WebSocket API liquidations subscription, which is both faster and more efficient than polling this endpoint.

Request Parameters

Parameter Type Required Default Description market string Yes None Target market start integer No None Timestamp of the earliest (oldest) liquidation, inclusive end integer No None Timestamp of the latest (newest) liquidation, inclusive limit integer No 50 Maximum number of data points to return, 1-1,000 fromId string No None fillId of the earliest (oldest) liquidation

• If none of start, end, or fromId is specified, the most recent liquidations are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Description fillId string Liquidation identifier price string Price of the liquidation in quote terms quantity string Quantity of the liquidation in base terms quoteQuantity string Quantity of the liquidation in quote terms time integer Timestamp of the liquidation liquidationSide string Liquidation side of the settlement, buy or sell

Get Order Books

Returns a level-1 or level-2 order book of a market.

• HTTP Request: GET /v4/orderbook
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: limit

The data returned by this endpoint is not guaranteed to be real time. Real-time updates to both the level-1 and level-2 order books are available via the WebSocket API order book subscription. The WebSocket API is the recommended source for up-to-date order book data.

Request Parameters

The level-1 order book only includes the best bid and ask.

JSON response

Price level arrays for both bids and asks take the form of:

The level-2 order book contains all price levels up to the specified limit.

JSON response

Parameter Type Required Default Description market string Yes Target market level integer No 1 Level of order book, 1 or 2 limit integer No 50 Number of bids and asks to return, only applicable to level-2 data, 0 returns the maximum of 500 price levels per side

Level 1 Response Object

Level-1 order book data is limited to the best bid and ask for a market.

Field Type Description sequence integer Most recent order book update sequence number reflected in the returned snapshot bids array Single record of the best bid price level on the order book asks array Single record of the best ask price level on the order book lastPrice string Price of the last trade in quote terms markPrice string Mark price indexPrice string Index price

Level 2 Response Object

Level-2 order book data includes price and quantity information for all price levels in the order book.

Field Type Description sequence integer Most recent order book update sequence number reflected in the returned snapshot bids array Bid price levels on the order book, limited by limit asks array Ask price levels on the order book, limited by limit lastPrice string Price of the last trade in quote terms markPrice string Mark price indexPrice string Index price

Real-Time Order Book Tracking Algorithm

The IDEX JavaScript SDK implements a real-time order book and is the recommended integration strategy for JavaScript and TypeScript projects.

1. Connect to the WebSocket API endpoint and subscribe to the L2 Order Book for the target market.
2. Buffer the incoming order book update subscription messages.
3. Request a level-2 order book snapshot for the market from the REST API Order Books endpoint with limit set to 0.
4. If the sequence in the order book snapshot is less than the sequence of the first buffered order book update message, discard the order book snapshot and retry step 3.
5. Discard all order book update messages with sequence numbers less than or equal to the snapshot sequence number.
6. Apply the remaining buffered order book update messages and any incoming order book update messages to the order book snapshot.
   1. Order book update messages include the new absolute quantity and number of orders for a price level. Replace the current data for the price level with the update message data.
   2. Remove price levels with a quantity of 0.
   3. Re-synchronize the order book if there are any gaps in the order book update sequence numbers.

Get Funding Rates

Returns historical funding rate data for a market.

• HTTP Request: GET /v4/fundingRates
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: start, end, limit

Request Parameters

Parameter Type Required Default Description market string Yes None Target market start integer No None Timestamp of the earliest (oldest) funding rate, inclusive end integer No None Timestamp of the latest (newest) funding rate, inclusive limit integer No 50 Maximum number of data points to return, 1-1,000

• If neither start nor end are specified, the most recent funding rates are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Description fundingRate string Funding rate for the period indexPrice string Index price of the market at the period time time integer Timestamp of the funding period

• Responses that include the most recent full-period data point also include a data point of the current values for the market.

Associate Wallet

Associates a wallet with an API account, allowing access to private data such as fills. Associating a wallet with an API account is often the first step in interacting with private read endpoints. A wallet is automatically associated with an API account when withdrawing funds. Unlocking a wallet in the web client also associates a wallet with an API account.

For further information, see Wallet to API Account Association. Note this endpoint requires Trade endpoint security and must include a wallet signature.

• HTTP Request: POST /v4/wallets
• Endpoint Security: Trade
• API Key Scope: Read
• Pagination: None

Requests to the Associate Wallet endpoint are idempotent.

Request Parameters

Sample associate order request payload

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Target wallet address

Response Object

This endpoint responds with a single Get Wallets response object.

Get Wallets

Returns information about the wallets associated with the API account.

• HTTP Request: GET /v4/wallets
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: None

Wallets are associated with an API account either by unlocking a wallet in the web client or by calling the Associate Wallet endpoint, creating orders, or withdrawing funds.

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string No None Wallet address includePositions boolean No true false excludes positions data from the response

Response Array Objects

JSON response

Field Type Description wallet string Wallet address equity string Total account value freeCollateral string equity – total initial margin requirement; collateral funds beyond the baseline requirements of open positions heldCollateral string Free collateral committed to open limit orders availableCollateral string Free collateral available for order placement or withdrawal buyingPower string freeCollateral * maximum market leverage leverage string total absolute position notional value / equity marginRatio string total maintenance margin requirement / equity quoteBalance string Quote balance unrealizedPnL string Unrealized PnL of all open positions in quote terms at the index price makerFeeRate string Maker trade fee rate with promotions applied, supersedes exchange and market maker fee rate takerFeeRate string Taker trade fee rate with promotions applied, supersedes exchange and market taker fee rate makerVolume30d string Total trailing 30-day maker volume takerVolume30d string Total trailing 30-day taker volume fees30d string Total trailing 30-day fees paid or earned positions array Array of position objects

• makerFeeRate and takerFeeRate report the trade fee rates for a wallet inclusive of any discount programs. If a market offers lower fees as a promotion, however, the lower fees are applied. See fees for details.

Get Positions

Returns information about positions held by a wallet.

• HTTP Request: GET /v4/positions
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: None

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address market string No None Market symbol

Response Array Objects

JSON response

Field Type Description market string Market symbol quantity string Base quantity, negative for short positions maximumQuantity string Maximum absolute quantity of the position during its existence entryPrice string Average entry price of the position exitPrice string Average exit price of the position markPrice string Current mark price of the market indexPrice string Current index price of the market liquidationPrice string Index price beyond which the position will be liquidated value string Position value at index price realizedPnL string Realized PnL of the position in quote terms, including funding payments unrealizedPnL string Unrealized PnL of the position in quote terms at the index price marginRequirement string Current initial margin requirement of the position leverage string Cross-margined position leverage totalFunding string Net total of all funding payments for the position totalOpen string Total of all trade quantities that increased the position in base terms totalClose array Total of all trade quantities that decreased the position in base terms adlQuintile integer Position ADL risk, 0-5, 5 is highest risk openedByFillId string Id of the fill that opened the position lastFillId string Id of the fill that most recently updated the position time integer Timestamp of position opening

Get Funding Payments

Returns funding payment history information for a wallet.

• HTTP Request: GET /v4/fundingPayments
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: start, end, limit

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address market string No None Market symbol start integer No None Timestamp of the earliest (oldest) funding payment, inclusive end integer No None Timestamp of the latest (newest) funding payment, inclusive limit integer No 50 Maximum number of data points to return, 1-1,000

• If neither start nor end is specified, the most recent funding payments are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Description market string Market symbol paymentQuantity string Quantity of the funding payment in quote terms positionQuantity string Quantity of the open position at payment time in base terms fundingRate string Funding rate for the period indexPrice string Index price of the market at payment time time integer Timestamp of the payment

Get Historical PnL

Returns PnL history information for a wallet.

• HTTP Request: GET /v4/historicalPnL
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: start, end, limit

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address start integer No None Timestamp of the earliest (oldest) PnL data point, inclusive end integer No None Timestamp of the latest (newest) PnL data point, inclusive limit integer No 50 Maximum number of data points to return, 1-1,000

• If neither start nor end is specified, the most recent data points are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Description equity string Total account value totalPnL string Total PnL for account since first deposit netDepositsWithdrawals string Net quantity deposited and withdrawn since the last data point in quote terms time integer Timestamp of the data point

• Response data point period is 1h.
• Responses that include the most recent full-period data point also include a data point of the current values.

Create Order

Create and submit an order to the matching engine.

• HTTP Request: POST /v4/orders
• Endpoint Security: Trade
• API Key Scope: Trade
• Pagination: None

See Concepts for a detailed explanation of matching behavior, order types, and other considerations. A complete sandbox environment is available for development and testing without putting funds at risk.

Request Parameters

Sample market order request payload

Standard order JSON response

Sample stopLossLimit order request payload

Standard order JSON response

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address delegatedKey string No None Delegated key public address if authorized via delegated key market string Yes None Target market symbol type string Yes None Order type, see values side string Yes None Order side, buy or sell quantity string Yes None Order quantity in base terms price string No None Order price in quote terms, required for all limit orders, omitted for all market orders triggerPrice string No None Stop loss or take profit price for stopLossMarket, stopLossLimit, takeProfitMarket, takeProfitLimit orders, omitted for others triggerType string No None Price type for trigger price, last or index, required if triggerPrice is present clientOrderId string No None Client-specified order id, maximum of 40 bytes reduceOnly boolean No false Reduce only orders are only accepted opposite open positions and only reduce an opposite position’s size; see Position Minimums for additional usage timeInForce string No gtc Time in force policy, see values, only applies to all limit orders selfTradePrevention string No dc Self-trade prevention policy, see values, must be cn if fok timeInForce is specified

• Wallets are limited to 250 open orders regardless of available collateral.
• Positions smaller than a market’s minimumPositionSize may be closed using reduceOnly. See Position Minimums for details.

Response Object

This order response format is shared by all order-related endpoints. Field Type Optional Description market string No Market symbol orderId string No Exchange-assigned order identifier clientOrderId string Yes Client-specified order identifier wallet string No Wallet address time integer No Timestamp of initial order processing by the matching engine status string No Current order status, see values errorCode string Yes Error short code explaining forced cancellation condition errorMessage string Yes Error description explaining forced cancellation condition type string No Order type, see values side string No Order side, buy or sell originalQuantity string No Original quantity specified by the order in base terms executedQuantity string No Quantity that has been executed in base terms cumulativeQuoteQuantity string Yes Cumulative quantity that has been spent (buy orders) or received (sell orders) in quote terms, omitted if unavailable for historical orders avgExecutionPrice string Yes Weighted average price of fills associated with the order; only present with fills price string Yes Original price specified by the order in quote terms, omitted for all market orders triggerPrice string Yes Stop loss or take profit price for stopLossMarket, stopLossLimit, takeProfitMarket, and takeProfitLimit orders, omitted for others triggerType string Yes Price type for trigger price, last or index reduceOnly boolean No Reduce only orders are only accepted opposite open positions and only reduce an opposite position’s size timeInForce string Yes Time in force policy, see values, only present for limit orders selfTradePrevention string No Self-trade prevention policy, see values delegatedKey string Yes Delegated key if present fills array Yes Array of order fill objects

Order Fills Array Objects

Field Type Optional Description fillId string No Fill identifier price string No Price of the fill in quote terms quantity string No Quantity of the fill in base terms quoteQuantity string No Quantity of the fill in quote terms realizedPnL string Yes PnL realized by partial or complete closure of a position, omitted for open actions time integer No Timestamp of the fill makerSide string No Maker side of the fill, buy or sell sequence integer No Fill sequence number fee string No Fee amount collected on the fill liquidity string No Whether the fill is the maker or taker in the trade from the perspective of the requesting API account, maker or taker action string No Whether the fill increases or decreases the notional value of the position, open or close position string No Resulting position side, long, short, or none type string No Fill type, see values txId string No Transaction id of the trade settlement transaction or null if not yet assigned txStatus string No Status of the trade settlement transaction, see values

• When order execution triggers self-trade prevention, the order response object may include a non-zero executedQuantity value without any fills objects, or the fills objects may total less than the executedQuantity.

Cancel Order

Cancel orders by exchange id or client id, or cancel all open orders for a market, all open orders placed by a delegated key, or all open orders placed by a wallet.

• HTTP Request: DELETE /v4/orders
• Endpoint Security: Trade
• API Key Scope: Trade
• Pagination: None

Request Parameters

Sample cancel order request payload

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Placing wallet address delegatedKey string No None Delegated key public address if authorized via delegated key orderDelegatedKey string No None Authorizing delegated key public address of orders to cancel orderIds array No None Array of orderIds or clientOrderIds to cancel; prefix client-provided ids with client: market string No None Symbol of the market from which to cancel all open orders for the wallet

• orderDelegatedKey, orderIds, and market are mutually exclusive.
• orderIds accepts a maximum of 250 ids.
• Cancel Order requests authorized by delegated key may cancel any open order placed by the custody wallet, not only those authorized by the delegated key.

Response Array Object

JSON response

Field Type Optional Description orderId string No Exchange-assigned order identifier clientOrderId string Yes Client-specified order identifier if present

• The response only contains the orderIds and clientOrderIds of orders that were successfully canceled. An empty response array indicates no orders were canceled as a result of the call.
• Cancels may be disabled at the exchange, API user, or wallet level. In this case a 403 Forbidden error is returned.

It is the client’s responsibility to confirm order cancellation by checking the orderId’s inclusion in the response.

Get Orders

Returns information about open and past orders.

• HTTP Request: GET /v4/orders
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: start, end, limit, fromId

Real-time order data is available via the WebSocket API Orders subscription, which is both faster and more efficient than polling this endpoint.

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address orderId string No None Single orderId or clientOrderId to return; prefix client-provided ids with client: market string No None Symbol of the market from which to query orders for the wallet, only applies if orderId is absent closed boolean No false false only returns active orders on the order book; true only returns orders that are no longer on the order book and resulted in at least one fill; only applies if orderId is absent start integer No None Timestamp of the earliest (oldest) order, inclusive, only applies if orderId is absent end integer No None Timestamp of the latest (newest) order, inclusive, only applies if orderId is absent limit integer No 50 Maximum number of data points to return, 1-1,000, only applies if orderId is absent fromId string No None orderId of the earliest (oldest) order, only applies if orderId is absent Orders that close in canceled, rejected, or expired states are not queryable. Requests to this endpoint by id for orders in these states return 404 Not Found.

Response

This endpoint responds with either a single standard order response object, or an array of standard order response objects.

Get Fills

Returns information about trades involving orders placed by a wallet. Both this endpoint and the Trades endpoint return trade objects, but this endpoint includes additional private fields in its response. In this documentation, “trades” refers to public information about trades, whereas “fills” refers to detailed non-public information about trades resulting from orders placed by the API account.

• HTTP Request: GET /v4/fills
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: start, end, limit, fromId

Real-time fill data is available via the WebSocket API Orders subscription, which is both faster and more efficient than polling this endpoint.

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address fillId string No None Single fillId to return orderId string No None orderId or clientOrderId from which to query fills for the order, only applies if fillId is absent; prefix client-provided ids with client: market string No None Symbol of the market from which to query fills for the wallet, only applies if fillId is absent start integer No None Timestamp of the earliest (oldest) fill, inclusive, only applies if fillId is absent end integer No None Timestamp of the latest (newest) fill, inclusive, only applies if fillId is absent limit integer No 50 Maximum number of fills to return, 1-1,000, only applies if fillId is absent fromId string No None fillId of the earliest (oldest) fill, only applies if fillId is absent

• If none of start, end, or fromId is specified, the most recent fills are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Optional Description fillId string No Fill identifier price string No Price of the fill in quote terms quantity string No Quantity of the fill in base terms quoteQuantity string No Quantity of the fill in quote terms realizedPnL string Yes PnL realized by partial or complete closure of a position, omitted for open actions time integer No Timestamp of the fill makerSide string Yes Maker side of the fill, buy or sell, omitted for liquidation actions sequence integer Yes Fill sequence number, omitted for liquidation actions market string No Market symbol orderId string Yes Exchange-assigned order identifier, omitted for liquidations clientOrderId string Yes Client-specified order identifier side string No Order side, buy or sell fee string Yes Fee amount collected on the fill in quote terms, may be negative due to promotions, omitted for some liquidation actions liquidity string Yes Whether the fill is the maker or taker in the trade from the perspective of the requesting API account, maker or taker, omitted for liquidation actions action string No Whether the fill increases or decreases the notional value of the position, open or close position string No Resulting position side, long, short, or none type string No Fill type, see values txId string No Transaction id of the trade settlement transaction or null if not yet assigned txStatus string No Status of the trade settlement transaction, see values

• Unlike the distinction between Get Trades and Get Liquidations, Get Fills responses include fills, liquidations, and ADL actions.

Deposit Funds

Deposit details are coming soon. The sandbox environment automatically provides funds for testing and integration without the need to deposit.

Get Deposits

Returns information about deposits made by a wallet.

• HTTP Request: GET /v4/deposits
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: start, end, limit, fromId

Real-time deposit data is available via the WebSocket API Deposits subscription, which is both faster and more efficient than polling this endpoint.

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Depositing wallet address depositId string No None Single depositId to return start integer No None Timestamp of the earliest (oldest) deposit, inclusive, only applies if depositId is absent end integer No None Timestamp of the latest (newest) deposit, inclusive, only applies if depositId is absent limit integer No 50 Maximum number of deposits to return, 1-1,000, only applies if depositId is absent fromId string No None depositId of the earliest (oldest) deposit, only applies if depositId is absent

• If none of start, end, or fromId is specified, the most recent trades are returned. See pagination for more details.

Response Array Objects

JSON response

Field Type Description depositId string Deposit identifier asset string Symbol of the deposited asset, always USDC quantity string Quantity of the deposit bridgeSource string Bridge and source chain of the deposit, see values time integer Timestamp of crediting the deposited funds on the exchange txId string Transaction id of the deposit transaction

Withdraw Funds

Withdraw funds from the exchange. Unlike deposits, withdrawals are initiated via this REST API endpoint. Once the withdrawal is validated, IDEX automatically dispatches the resulting transaction to return funds to the wallet.

• HTTP Request: POST /v4/withdrawals
• Endpoint Security: Trade
• API Key Scope: Withdraw
• Pagination: None

Because IDEX dispatches the withdrawal transaction, IDEX pays for gas. This cost is deducted from the withdrawn amount as explained in Fees.

Request Parameters

Sample withdraw request payload

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Depositing wallet address quantity string Yes None Quantity to withdraw maximumGasFee string Yes None Maximum gas fee authorized for the withdrawal in USDC bridgeAdapterAddress string No None Details coming soon, use 0x0000000000000000000000000000000000000000 for XCHAIN withdrawals bridgeAdapterPayload string No None Details coming soon, use 0x0 for XCHAIN withdrawals

Response Object

Standard withdrawal JSON response

This withdrawal response format is shared by all withdrawal-related endpoints. Field Type Description withdrawalId string Exchange-assigned withdrawal identifier asset string Symbol of the withdrawn asset quantity string Quantity of the withdrawal gas string Amount deducted from withdrawal to cover IDEX-paid gas bridgeTarget string Bridge and target chain of the withdrawal, see values time integer Timestamp of withdrawal API request txId string Transaction id of the withdrawal transaction or null if not yet assigned txStatus string Status of the withdrawal transaction, see values

Get Withdrawals

Returns information about withdrawals to a wallet.

• HTTP Request: GET /v4/withdrawals
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: start, end, limit, fromId

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Withdrawing wallet address withdrawalId string No None Single withdrawalId to return start integer No None Timestamp of the earliest (oldest) withdrawal, inclusive, only applies if withdrawalId absent end integer No None Timestamp of the latest (newest) deposit, inclusive, only applies if withdrawalId is absent limit integer No 50 Maximum number of deposits to return, 1-1,000, only applies if withdrawalId is absent fromId string No None withdrawalId of the earliest (oldest) deposit, only applies if withdrawalId is absent

• If none of start, end, or fromId is specified, the most recent withdrawals are returned. See pagination for more details.

Response

This endpoint responds with either a single standard withdrawal response object, or an array of standard withdrawal response objects.

Get Gas Fees

Returns gas fee information. Because IDEX dispatches withdrawal transactions, IDEX pays for gas. This cost is deducted from the withdrawn amount as explained in Fees.

• HTTP Request: GET /v4/gasFees
• Endpoint Security: Public
• API Key Scope: None required, an API Key increases rate limits
• Pagination: None

Request Parameters

None

Response Object

JSON response

Field Nested Field Type Description withdrawal xchain.xchain string Gas fee for withdrawals to XCHAIN stargate.ethereum string Gas fee for withdrawals to Ethereum via Stargate stargate.polygon string Gas fee for withdrawals to Polygon via Stargate stargate.arbitrum string Gas fee for withdrawals to Arbitrum via Stargate stargate.optimism string Gas fee for withdrawals to Optimism via Stargate

• Gas fees are estimates denominated in USDC.
• Withdrawal gas fees are capped via Withdraw Funds maximumGasFee parameter and are deducted from the quantity delivered in a withdrawal.

Exit Wallet

While the Withdraw Funds REST API endpoint is the standard way to withdraw funds from the exchange, the exchange smart contract also includes a direct withdrawal mechanism. Funds can always be withdrawn directly from the contract, even if IDEX is offline or otherwise unresponsive.

The exit withdrawal mechanism automatically closes all open positions for a wallet. Importantly, in order to ensure the solvency of the system, positions are closed using exit pricing and may result in a lower returned equity than standard withdrawals.

Sandbox Exchange Contract (XCHAIN Testnet): 0xBB9A5455869e99652D13Cd0aE1E45dc3A2e9914B

ABIs for interacting with the exchange contracts are available in the official JavaScript SDK repo.

Withdrawing via the Exit Wallet mechanism prevents the wallet from making deposits, placing orders, and requesting withdrawals through the API. To reinstate the wallet for normal exchange interaction, call the withdrawExit and then clearWalletExit Exchange contract functions. It is also necessary to contact support to enable trading for a wallet after an exit is cleared.

Exit Withdrawals require several smart contract function calls.

1. Call the exitWallet function on the IDEX exchange contract. All future deposits, trades, and standard withdrawals are blocked. Any open orders associated with the wallet are cleared from the order books, and any open positions are closed at the exit price.
2. Wait 24 hours.
3. Call the withdrawExit function with the wallet address. The exchange contract transfers the wallet’s USDC quote balance back to the wallet.

Get Market Maker Rewards Epoch List

Returns information about all market maker rewards epochs.

• HTTP Request: GET /v4/marketMakerRewardsV1/epochs
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: None

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce

Response Array Objects

JSON response

Field Type Description epochId string Epoch identifier startsAt integer Timestamp of the epoch start endsAt integer Timestamp of the epoch end reviewEndsAt integer Timestamp of the epoch review period end

Get Market Maker Rewards Epoch

Returns detailed information about a market maker rewards epoch configuration as well as wallet epoch performance.

• HTTP Request: GET /v4/marketMakerRewardsV1/epoch
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: None

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce epochId string No None Epoch identifier; if no epochId is supplied, the currently active epoch is returned if present wallet string No None Wallet address

Response Object

JSON response

Field Type Optional Description epochId string No Epoch identifier startsAt integer No Timestamp of the epoch start endsAt integer No Timestamp of the epoch end reviewEndsAt integer No Timestamp of the epoch review period end previousEpochReviewEndsAt integer Yes Timestamp of the previous epoch’s review period end, only present if the value is in the future, i.e. the system is currently awaiting the previous epoch end totalRewardQuantity string No Total token reward quantity eligibilityVolumeRequirementPercent string Yes Qualified volume percent setting for the current epoch if defined. Wallet qualified maker volume for the prior epoch must meet or exceed this value as a percent of overall qualified maker volume to be eligible for the current epoch’s rewards. Omitted if no eligibility percent is defined for the epoch. nextEpochEligibilityVolumeRequirementPercent string Yes Qualified volume percent setting for the next epoch if defined alpha string No Score parameter beta string No Score parameter isWalletEligibleInEpoch boolean Yes true if wallet is eligible to earn rewards in the epoch, omitted for epochs that have not yet started. walletScorePercent string Yes Epoch’s wallet score as a percent. For currently active epochs, this is the wallet’s estimated score at last cache time. walletRewardQuantity string Yes Epoch’s wallet token reward quantity. For currently active epochs, this is the wallet’s estimated token reward quantity at last cache time. walletRewardVolumePercent string Yes Epoch’s wallet qualified maker volume percent relative to eligible wallet qualified maker volume. This value is used as part of the current epoch’s reward calculation. walletEligibilityVolumePercent string Yes Current epoch’s wallet qualified maker volume percent relative to total qualified maker volume. Wallet is eligible for the next epoch awards if this value exceeds nextEpochEligibilityVolumeRequirementPercent. markets array No Array of epoch market objects

Epoch Markets Array Objects

Field Type Optional Description market string No Market symbol rewardQuantity string No Token reward quantity for the market maximumQualifiedOrderDistancePercent string No Maximum qualified order distance from the midpoint of the spread as a percent minimumQualifiedOrderQuantity string No Minimum qualified order quantity in quote terms walletDepthScore string Yes Epoch’s wallet depth score for the market walletUptimePercent string Yes Epoch’s wallet “uptime” score for the market as a percent walletRewardVolumePercent string Yes Epoch’s wallet qualified maker volume for the market as a percent relative to eligible wallet qualified maker volume walletEligibilityVolumePercent string Yes Epoch’s wallet qualified maker volume for the market as a percent relative to total qualified maker volume walletScorePercent string Yes Epoch’s wallet score for the market as a percent walletRewardQuantity string Yes Epoch’s wallet token reward quantity for the market

• For currently active epochs, the wallet* fields return estimated values computed at last cache time.

Get Payouts

Returns information about the quantities earned and paid for the specified reward program.

• HTTP Request: GET /v4/payouts
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: None

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address program string Yes None Reward program name, tradingRewardsV2 or marketMakerRewards

Response Object

JSON response

Field Type Description assetAddress string Contract address of the reward asset assetSymbol string Symbol of the reward asset escrowContractAddress string Address of the escrow contract quantityEarned string Total quantity earned for the wallet in the reward program quantityPaid string Total quantity paid to the wallet for the reward program quantityOwed string Quantity claimable by the wallet for the reward program

Authorize Payout

Generate a payout authorization for the outstanding balance for the specified reward program.

• HTTP Request: POST /v4/payouts
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: None

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address program string Yes None Reward program name, tradingRewardsV2 or marketMakerRewards

Response Object

JSON response

Field Nested Field Type Description assetAddress string Contract address of the reward asset assetSymbol string Symbol of the reward asset escrowContractAddress string Address of the escrow contract distribution nonce string Payout distribution fields to be provided to the escrow contract’s distribute function parentNonce string walletAddress string assetAddress string quantity string exchangeSignature string

Claim Payout

Reward funds are escrowed in EarningsEscrow contracts (available soon) hosted on Arbitrum One. Claim payouts by calling the distribute function on the escrow contract at escrowContractAddress using the distribution field of the Authorize Payout response.

1. Call Authorize Payout on the IDEX REST API to retrieve the authorization necessary to claim rewards from the escrow contract.
2. Call distribute on the EarningsEscrow contract at escrowContractAddress on Arbitrum One using the distribution response object. The transaction must be sent by the wallet specified by distribution.walletAddress, and rewards funds are sent to the calling wallet.

Get Authentication Token

Returns a single-use authentication token for access to private subscriptions in the WebSocket API.

• HTTP Request: GET /v4/wsToken
• Endpoint Security: User Data
• API Key Scope: Read
• Pagination: None

The IDEX JavaScript SDK automatically manages private subscription authentication and is the recommended integration strategy for JavaScript and TypeScript projects.

Request Parameters

Parameter Type Required Default Description nonce string Yes None Request nonce wallet string Yes None Wallet address

Response Object

JSON response

Field Type Description token string WebSocket subscription authentication token Returned token is valid for 15 minutes, good for a one-time subscription request to an arbitrary number of subscriptions, and good for the life of the subscription.

The IDEX WebSocket API provides the most up-to-date public market and authenticated user data. It is the recommended integration point for time-sensitive applications.

The IDEX JavaScript SDK includes complete support for the WebSocket API, including a real-time order book implementation, and is the recommended integration strategy for JavaScript and TypeScript projects.

URL

WebSocket API: wss://websocket.idex.io/v4 (Coming soon)

Sandbox WebSocket API: wss://websocket-sandbox.idex.io/v4

IDEX’s data centers are in the AWS Asia Pacific (Tokyo) ap-northeast-1 region. A sandbox environment is also available for development and testing.

Contact @AlexWearn on Telegram to get a sandbox API key to participate in the first Market Maker Rewards period.

Frame Encoding

Frames sent from the server include at least one JSON object with two top-level keys:

• type: The subscription type of the message

• data: The data payload of the message, also a JSON object

The server may send more than one JSON object in a single frame. The data object uses case-sensitive one or two-letter keys that map to equivalent REST API response object fields.

The IDEX JavaScript SDK automatically inflates WebSocket messages to the full field names for parity with REST API responses.

Subscriptions

Subscriptions specify which data is pushed to the client. Clients can subscribe either at connection time, via the supplied path, or by sending subscription message frames once connected.

Path Subscriptions

To subscribe to the tickers subscription for the ETH-USD via connection path:

Path subscriptions are a quick and easy way to start receiving push updates. The WebSocket API interprets the URL path supplied at connection time to set an initial subscription.

Path subscription notation: wss://websocket.idex.io/v4/{market}@{subscription}_{option}

For example, to connect to the WebSocket API and start receiving tickers updates for the ETH-USD market, connect to wss://websocket.idex.io/v4/ETH-USD@tickers. For subsciptions that require option parameters, such as candles, use the option notation wss://websocket.idex.io/v4/ETH-USD@candles_15m.

Only a single, non-authenticated subscription may be included in the path.

Frame Subscriptions

Sample subscribe frame for 1 minute candles for the ETH-USD market:

There is also a shorthand for subscribe frames where markets are specified at the top level, resulting in subscriptions for all listed markets.

Mixing both formats is valid, in which case, the markets defined at the subscription level take precedence.

In the above example, a candles subscription applies only to the ETH-USD market.

Clients can subscribe, unsubscribe, and list any subscriptions by sending method frames.

Subscribe Request

After connecting, clients can initiate subscriptions by sending a subscribe frame. subscribe frames specify the requested subscriptions, applicable markets, and any subscription-specific options.

Request Frame Fields

Parameter Type Required Default Description cid string No None Customer-supplied request identifier; this value is included in response frames to the request if specified method string Yes None Subscription action, subscribe token string No None Authentication token, required for Deposits, Withdrawals, Positions, Funding Payments, and Orders subscriptions markets array No None Array of market symbols to apply to the specified subscriptions subscriptions array Yes None Array of subscription objects

Subscription Request Object Fields

Parameter Type Required Default Description name string Yes None Subscription name markets array No None Array of market symbols for the subscription, optional if markets is defined at the top level * Any additional options specific to the subscription

• subscribe requests receive the standard frame subscription response.
• Multiple subscribe requests are additive in that new subscriptions are added to the subscribed set.

WebSocket API connections with no subscriptions are terminated by the server after 60 seconds. The server sends a ping frame every 3 minutes. The server must receive a pong frame from the client within a 10 minute period.

Unsubscribe Request

unsubscribe requests follow the same format as subscribe, but with additional flexibility. If the top-level markets parameter is omitted, any listed subscriptions without specified markets are removed from all markets. If the top-level subscriptions field is omitted, the top-level markets are removed from all subscriptions. Listing neither markets nor subscriptions at the top level unsubscribes all.

unsubscribe requests receive the standard frame subscription response.

List Subscriptions Request

Returns the connection’s active subscriptions.

Request Frame Fields

Parameter Type Required Default Description cid string No None Customer-supplied request identifier; this value is included in response frames to the request method string Yes None List subscriptions action, subscriptions

• subscriptions requests receive the standard frame subscription response.

Frame Subscription Response

Standard subscription response frame. The response to subscribe requests includes all active subscriptions.

All subscribe, unsubscribe, and subscriptions requests return a standard response frame that enumerates active subscriptions.

Response Frame Fields

Field Type Description cid string Customer-supplied request identifier, only included if specified in the request type string Frame type, always subscriptions subscriptions array Array of subscription response objects

Subscription Response Object Fields

Field Type Description name string Subscription name markets array Array of market symbols for the subscription * Any additional options specific to the subscription

Authenticated Subscriptions

User authentication is required for the Deposits, Withdrawals, Positions, Funding Payments, and Orders subscriptions. Authentication is specified on a per-subscribe basis via a single-use authentication token.

Tokens are generated via the Get Authentication Token endpoint and are valid for 15 minutes, good for a one-time subscription request to an arbitrary number of subscriptions within a single subscribe, and good for the life of the subscription

Connection Maintenance

The WebSocket API includes several mechanisms to reduce stale connections.

• The server sends a ping frame every 3 minutes. The server must receive a pong frame from the client within a 10 minute period. Additional pongs are ignored by the server.
• Connections to the WebSocket API are only valid for 24 hours and automatically disconnect at 24 hours.
• WebSocket connections are terminated by the server after 60 seconds without a subscription.

Errors

Errors are only expected in response to invalid client subscription requests. Error frames use type error and include both code, a machine-readable error short code, and message, a longer human-readable error description.

Ping

Tests connectivity to the WebSocket API. All clients are automatically subscribed to Ping on connection.

• Subscription: None
• Request Parameters: None
• Authentication: None
• Update Speed: 3 minutes

Message Object

Empty JSON object

Tickers

Provides ticker data updates for a market.

• Subscription: tickers
• Request Parameters: markets array
• Authentication: None
• Update Speed: 1 second

Message Object

Field Inflated Field Type Description m market string Market symbol t time integer Timestamp when the statistics were computed, the opening time of the period is 24 hours prior o open string Price of the first trade in the period in quote terms h high string Highest traded price in the period in quote terms l low string Lowest traded price in the period in quote terms c close string Price of the last trade in the period in quote terms Q closeQuantity string Quantity of the last trade in th period in base terms v baseVolume string Trailing 24-hour trading volume in base terms q quoteVolume string Trailing 24-hour trading volume in quote terms P percentChange string Percentage change from open price to close price n trades integer Number of trades in the period a ask string Best ask price on the order book in quote terms b bid string Best bid price on the order book in quote terms mp markPrice string Current mark price ip indexPrice string Current index price id indexPrice24h string Index price 24h ago iP indexPricePercentChange string Percent change in index price from 24h ago to current lf lastFundingRate string Funding rate of the last payment nf currentFundingRate string Current funding rate ft nextFundingTime integer Timestamp of the next funding payment oi openInterest string Current open interest u sequence integer Fill sequence number of the last trade in the period

• No ticker updates are sent for periods when no trades occur.

Candles

Provides candle (OHLCV) data updates for a market.

• Subscription: candles
• Request Parameters: markets array, interval (see Interval Values)
• Authentication: None
• Update Speed: 1 second

Message Object

Field Inflated Field Type Description m market string Market symbol t time integer Timestamp when the statistics were computed, time is always between the start and end timestamps of the interval i interval string Interval duration, see Interval Values s start integer Timestamp of the start of the interval e end integer Timestamp of the end of the interval o open string Price of the first trade in the interval in quote terms h high string Highest traded price in the interval in quote terms l low string Lowest traded price in the interval in quote terms c close string Price of the last trade in the interval in quote terms v baseVolume string Trading volume in the interval in base terms q quoteVolume string Trading volume in the interval in quote terms n trades integer Number of trades in the candle u sequence integer Fill sequence number of the last trade in the interval

• No candle object is opened or updated for intervals when no trades occur.

Trades

Provides real-time trade data for a market. In this documentation, “trades” refers to public information about trades, whereas “fills” refers to detailed non-public information about trades resulting from orders placed by the API account.

• Subscription: trades
• Request Parameters: markets array
• Authentication: None
• Update Speed: Real time, updates on new trades

A single order execution may result in multiple fills. In this case, multiple trade subscription message objects are included in the same WebSocket frame.

Message Object

Field Inflated Field Type Description m market string Market symbol i fillId string Trade identifier p price string Price of the trade in quote terms q quantity string Quantity of the trade in base terms Q quoteQuantity string Quantity of the trade in quote terms t time integer Timestamp of the trade s makerSide string Maker side of the trade, buy or sell u sequence integer Fill sequence number of the trade

• The Trades subscription only includes order book fills. See Liquidations for liquidations and ADL actions.

Liquidations

Provides real-time liquidation data for a market. Unlike trades, liquidations do not contribute to trading volume and are not included in tickers or candles.

• Subscription: liquidations
• Request Parameters: markets array
• Authentication: None
• Update Speed: Real time, updates on new liquidations

Message Object

Field Inflated Field Type Description m market string Market symbol i fillId string Liquidation identifier p price string Price of the liquidation in quote terms q quantity string Quantity of the liquidation in base terms Q quoteQuantity string Quantity of the liquidation in quote terms t time integer Timestamp of the liquidation s liquidationSide string Liquidation side of the settlement, buy or sell

L1 Order Book

Provides real-time level-1 order book data for a market. Level-1 order book data is limited to the best bid and ask for a market.

• Subscription: l1orderbook
• Request Parameters: markets array
• Authentication: None
• Update Speed: Real time; updates on new best ask, best bid, quantities, or pricing

Message Object

Field Inflated Field Type Description m market string Market symbol t time integer Timestamp of the order book update b bidPrice string Best bid price B bidQuantity string Quantity available at the best bid price a askPrice string Best ask price A askQuantity string Quantity available at the best ask price lp lastPrice string Last trade price mp markPrice string Mark price ip indexPrice string Index price

L2 Order Book

Provides real-time level-2 order book data for a market. Level-2 order book data includes price and quantity information for all limit order price levels in the order book.

• Subscription: l2orderbook
• Request Parameters: markets array
• Authentication: None
• Update Speed: Real time, updates on any order book or pricing change

Use the L2 Order Book subscription in coordination with the Get Order Books REST API endpoint to maintain a real-time order book. The IDEX JavaScript SDK implements a real-time order book and is the recommended integration strategy for JavaScript and TypeScript projects.

Message Object

Field Inflated Field Type Description m market string Market symbol t time integer Timestamp of the order book update u sequence integer Order book update sequence number of the update b bids array Array of bid price level updates a asks array Array of ask price level updates lp lastPrice string Last trade price mp markPrice string Mark price ip indexPrice string Index price

• Price level updates are arrays of the form [ {price level in quote terms}, {quantity available in base terms}, {number of orders} ]. A price level update with 0 quantity indicates the price level should be deleted from the order book.

Deposits

Provides real-time deposit information for a wallet.

• Subscription: deposits
• Request Parameters: None
• Authentication: token
• Update Speed: Real time, updates sent on deposit confirmation

As an authenticated subscription, Deposits provides updates for the wallet used to generate the WebSocket Authentication Token.

Message Object

Field Inflated Field Type Description w wallet string Wallet address i depositId string Deposit identifier a asset string Asset symbol, always USDC q quantity string Quantity of the deposit qb quoteBalance string Quote token balance after the deposit t time integer Timestamp of crediting the deposited funds on the exchange

Withdrawals

Provides real-time withdrawal information for a wallet.

• Subscription: withdrawals
• Request Parameters: None
• Authentication: token
• Update Speed: Real time, updates sent on withdrawal debit

As an authenticated subscription, Withdrawals provides updates for the wallet used to generate the WebSocket Authentication Token.

Message Object

Field Inflated Field Type Description w wallet string Wallet address i withdrawalId string Withdrawal identifier a asset string Asset symbol, always USDC q quantity string Quantity of the withdrawal g gas string Amount collected to cover withdrawal settlement gas costs in quote terms qb quoteBalance string Quote token balance after the withdrawal t time integer Timestamp of debiting the withdrawn from the exchange

Positions

Provides real-time position change information for a wallet.

• Subscription: positions
• Request Parameters: None
• Authentication: token
• Update Speed: Real time, updates sent on any position change

As an authenticated subscription, Positions provides updates for the wallet used to generate the WebSocket Authentication Token.

Message Object

Field Inflated Field Type Description w wallet string Wallet address m market string Market symbol X status string open or closed, only closed on last update q quantity string Base quantity, negative for short positions mq maximumQuantity string Maximum absolute quantity of the position during its existence np entryPrice string Average entry price of the position xp exitPrice string Average exit price of the position rn realizedPnL string Realized PnL of the position in quote terms, includes funding payments f totalFunding string Net total of all funding payments for the position to totalOpen string Total of all trade quantities that increased the position in base terms tc totalClose string Total of all trade quantities that decreased the position in base terms of openedByFillId string Id of the fill that opened the position lf lastFillId string Id of the fill that most recently updated the position qb quoteBalance string Quote token balance t time integer Timestamp of position opening

Funding Payments

Provides real-time information about funding payments.

• Subscription: fundingPayments
• Request Parameters: None
• Authentication: token
• Update Speed: Real time, updates sent on deposit confirmation

As an authenticated subscription, Funding Payments provides updates for the wallet used to generate the WebSocket Authentication Token.

Message Object

Field Inflated Field Type Description w wallet string Wallet address m market string Market symbol Q paymentQuantity string Quantity of the funding payment in quote terms q positionQuantity string Quantity of the open position at payment time in base terms f fundingRate string Funding rate for the period ip indexPrice string Index price of the market at payment time t time integer Timestamp of debiting the withdrawn from from the exchange

Orders

Provides real-time updates on orders placed by a wallet and its delegated keys. This subscription includes granular updates for all order-related activity, including placement, cancellation, fills and stop triggers. Detailed order execution information is only available to the placing wallet. In this documentation, “trades” refers to public information about trades, whereas “fills” refers to detailed non-public information about trades resulting from orders placed by the API account.

This subscription also provides real-time updates on liquidations and ADL actions. Because these actions are not initiated by an order, they only include a subset of the update message fields. Message definitions for liquidations and ADL actions follow the primary message objects.

• Subscription: orders
• Request Parameters: None
• Authentication: token
• Update Speed: Real time, updates on any state change of an order placed by the wallet

As an authenticated subscription, Orders provides updates for the wallet used to generate the WebSocket Authentication Token.

Orders Subscription Order Message

Field Inflated Field Type Optional Description m market string No Market symbol i orderId string No Exchange-assigned order identifier c clientOrderId string Yes Client-specified order identifier w wallet string No Wallet address t executionTime integer No Timestamp of the most recent update T time integer No Timestamp of initial order processing by the matching engine x update string No Type of order update, see values X status string No Order status, see values u sequence integer Yes order book update sequence number, only included if update type triggers an order book update ec errorCode string Yes Error short code explaining forced cancellation condition em errorMessage string Yes Error description explaining forced cancellation condition o type string No Order type, see values s side string No Order side, buy or sell q originalQuantity string No Original quantity specified by the order in base terms z executedQuantity string No Quantity that has been executed in base terms Z cumulativeQuoteQuantity string Yes Cumulative quantity that has been spent (buy orders) or received (sell orders) in quote terms, omitted if unavailable for historical orders v avgExecutionPrice string Yes Weighted average price of fills associated with the order; only present with fills p price string Yes Original price specified by the order in quote terms, omitted for all market orders P triggerPrice string Yes Stop loss or take profit price for stopLossMarket, stopLossLimit, takeProfitMarket, and takeProfitLimit orders, omitted for others tt triggerType string Yes Price type for triggerPrice, last or index; only present with triggerPrice r reduceOnly string No Reduce only orders are only accepted opposite open positions and only reduce an opposite position’s size f timeInForce string Yes Time in force policy, see values, only present for limit orders V selfTradePrevention string No Self-trade prevention policy, see values dk delegatedKey string Yes Delegated key if present F fills array Yes Array of order fill objects

Orders Subscription Order Fills Objects

Field Inflated Field Type Description i fillId string Fill identifier p price string Price of the fill in quote terms q quantity string Quantity of the fill in base terms Q quoteQuantity string Quantity of the fill in quote terms rn realizedPnL string PnL realized by partial or complete closure of a position, omitted for open actions t time integer Timestamp of the fill s makerSide string Maker side of the fill, buy or sell u sequence integer Fill sequence number f fee string Fee amount collected on the fill in quote terms, may be negative due to promotions l liquidity string Whether the fill is the maker or taker in the trade from the perspective of the requesting API account, maker or taker a action string Whether the fill increases or decreases the notional value of the position, open or close P position string Whether the resulting position is long, short, or none y type string Fill type, see values T txId string Transaction id of the trade settlement transaction or null if not yet assigned S txStatus string Status of the trade settlement transaction, see values

• Only fills generated in the most recent order execution are included in Orders subscription message objects. A complete list of fills associated with an order are available from the Get Orders REST API endpoint.
• When order execution triggers self-trade prevention, the Orders subscription message object may include a non-zero executedQuantity value without any fills objects, or the fills objects may total less than the executedQuantity.

Orders Subscription Liquidation Message

Liquidations and ADL action updates include a subset of order-based message fields.

Field Inflated Field Type Optional Description m market string No Market symbol w wallet string No Wallet address t executionTime integer No Timestamp of the most recent update s side string No Order side, buy or sell F fills array Yes Array of order fill objects

Orders Subscription Liquidation Fills Objects

Field Inflated Field Type Description i fillId string Fill identifier p price string Price of the fill in quote terms q quantity string Quantity of the fill in base terms Q quoteQuantity string Quantity of the fill in quote terms rn realizedPnL string PnL realized by partial or complete closure of a position t time integer Timestamp of the fill f fee string Fee amount collected on the fill in quote terms, may be negative due to promotions a action string Whether the fill increases or decreases the notional value of the position, open or close P position string Whether the resulting position is long, short, or none y type string Fill type, see values T txId string Transaction id of the trade settlement transaction or null if not yet assigned S txStatus string Status of the trade settlement transaction, see values

General Request Errors

Code Description INTERNAL_SERVER_ERROR Unknown server error. SERVICE_UNAVAILABLE Service is not available to accept the request. BAD_REQUEST Request validation failure, message contains condition. ENDPOINT_NOT_FOUND Endpoint not found. EXCEEDED_RATE_LIMIT Rate limit exceeded. INVALID_PARAMETER Invalid request parameter, message contains condition. REQUIRED_PARAMETER Required parameter not present in request. DEPOSIT_NOT_FOUND Deposit not found. EPOCH_NOT_FOUND Epoch not found. FILL_NOT_FOUND Fill not found. FILL_PUBLIC_ID_NOT_FOUND Fill not found using fromId. LIQUIDATION_PUBLIC_ID_NOT_FOUND Liquidation not found using fromId. MARKET_NOT_FOUND Market not found. ORDER_NOT_FOUND Order not found. ORDER_PUBLIC_ID_NOT_FOUND Order not found using fromId. PAYOUT_PROGRAM_NOT_FOUND Payout Program not found. WALLET_NOT_FOUND Wallet not found. WITHDRAWAL_NOT_FOUND Withdrawal not found. WITHDRAWAL_PUBLIC_ID_NOT_FOUND Withdrawal not found using fromId.

Authentication Errors

Code Description REQUIRED_API_KEY Missing API key. INVALID_API_KEY Invalid API key. REQUIRED_HMAC_SIGNATURE Missing HMAC signature. INVALID_HMAC_SIGNATURE Invalid HMAC signature. INVALID_HMAC_SIGNATURE_PAYLOAD HMAC signature is present but no corresponding payload. REQUIRED_API_KEY_TRADE_SCOPE API key does not have the required Trade permissions. REQUIRED_API_KEY_WITHDRAW_SCOPE API key does not have the required Withdrawal permissions. INVALID_WALLET_SIGNATURE Invalid wallet signature. WALLET_NOT_ASSOCIATED Wallet is not associated with API key account. WALLET_BLOCKED Wallet prohibited from accessing IDEX.

Order Placement Errors

Code errorMessage DUPLICATE_CLIENT_ORDER_ID Duplicate clientOrderId. EXCESSIVE_SLIPPAGE Execution price for market order exceeds market order price limit. See Get Markets marketOrderExecutionPriceLimit. INSUFFICIENT_FUNDS Unable to place order due to insufficient available collateral. LIMIT_PRICE_CROSSES_SPREAD Post-only (GTX) order canceled. Order matched with existing limit order. LIMIT_PRICE_OUT_OF_BOUNDS Unable to place order because limit price exceeds limit order price limit. See Get Markets limitOrderExecutionPriceLimit. MAXIMUM_ORDERS_EXCEEDED Order exceeds the 250 maximum number of open orders for a wallet. MAXIMUM_POSITION_SIZE_EXCEEDED Position after order exceeds maximum position size. QUANTITY_TOO_HIGH Reduce-only order quantity exceeds maximum position size. QUANTITY_TOO_LOW Order quantity does not meet the maker or taker minimum. REDUCE_ONLY_NO_POSITION No position is open to reduce. REDUCE_ONLY_SAME_SIDE Reduce-only order does not reduce the open position. TRADING_RESTRICTED_FOR_LOCATION Access to IDEX is prohibited from some regions. WALLET_EXITED Wallet exited. TRADING_DISABLED Order placement is disabled at the exchange or market scope. CANCELS_DISABLED Order cancellation is disabled at the exchange or market scope.

Order Placement Cancellations

New order placements may result in order cancellation for several reasons. New order cancellations return a successful Create Order response with the following errorCode and errorMessage fields.

errorCode errorMessage QUANTITY_TOO_LOW Order quantity does not meet the maker minimum. REDUCE_ONLY_POSITION_CLOSED Remainder of order canceled because the position is closed. SELF_TRADE Order matched another order placed by the same wallet or API account. TIME_IN_FORCE Part or all of order canceled due to timeInForce setting.

Existing Order Cancellation WebSocket Errors

Open orders may be canceled by the system for several reasons. Open order cancellations generate WebSocket Orders subscription updates with the following errorCode and errorMessage fields.

errorCode (ec) errorMessage (em) INSUFFICIENT_COLLATERAL Order held funds exceeds wallet free collateral. LIQUIDATION Wallet liquidated. MARGIN_REQUIREMENT Order execution exceeds wallet margin requirements. MARKET_DEACTIVATED Market deactivated. MAXIMUM_POSITION_SIZE_EXCEEDED Order execution exceeds the maximum position size. QUANTITY_TOO_LOW Remaining order quantity is too low. REDUCE_ONLY_NO_POSITION No position is open to reduce. REDUCE_ONLY_SAME_SIDE Order execution does not reduce the open position. SELF_TRADE Order matched another order placed by the same wallet or API account. WALLET_EXITED Wallet exited.

Withdrawal Errors

Code Description INSUFFICIENT_FUNDS Withdrawal quantity exceeds available collateral. QUANTITY_TOO_LOW Withdrawal quantity does not meet the minimum. MAXIMUM_GAS_FEE_TOO_HIGH maximumGasFee must be less than or equal to quantity. MAXIMUM_GAS_FEE_TOO_LOW maximumGasFee must greater than or equal to the current gas fee. INVALID_BRIDGE_ADAPTER_ADDRESS Invalid bridge adapter address. EXCESSIVE_SLIPPAGE Bridged withdrawal quantity exceeds the destination chain slippage tolerance. WITHDRAWALS_DISABLED Withdrawals are disabled.

Wallet Signature Hash Enums

Order Type Enum

Value Name 0 Market 1 Limit 2 Stop loss market 3 Stop loss limit 4 Take profit market 5 Take profit limit

Order Side Enum

Value Name 0 Buy 1 Sell

Order Trigger Type Enum

Value Name 0 None 1 Last price 2 Index price

Order Time-In-Force Enum

Value Name 0 Good-til-canceled (gtc) 1 Good-til-crossing (gtx) 2 Immediate-or-cancel (ioc) 3 Fill-or-kill (fok)

Order Self-Trade Prevention Enum

Value Name 0 Decrement and cancel (dc) 1 Cancel oldest (co) 2 Cancel newest (cn) 3 Cancel both (cb)

API Request & Response Values

Market Trading Status Values

Value Description inactive No orders or cancels accepted cancelsOnly Cancels accepted but not new orders limitMakerOnly Cancels and limitMaker orders only active Cancels and all order types accepted

Candle Interval Values

Value Description 1m 1 minute 5m 5 minutes 15m 15 minutes 30m 30 minutes 1h 1 hour 6h 6 hours 1d 1 day

Order Type Values

Value Description market See order types limit stopLossMarket stopLossLimit takeProfitMarket takeProfitLimit

Order Time In Force Values

Value Description gtc See time in force policies gtx ioc fok

Order Self-Trade Prevention Values

Value Description dc See self-trade prevention policies co cn cb

Order Status Values

Value Description active See order states and lifecycle open partiallyFilled filled canceled rejected

Order Update Values

Value Description new An order without a stopPrice has been accepted by the matching engine. new is not sent as a WebSocket state change event if the order matches on initial processing. activated An order with a stopPrice has accepted into the matching engine and once the stopPrice is triggered, will go through other normal events starting with new. fill An order has generated a fill, which is sent as a WebSocket event for both maker and taker orders. fill is the first WebSocket state change event sent if an order matches on initial processing. fill is also sent as a WebSocket event when an order is decremented by self-trade prevention. canceled An order has been canceled. canceled is also sent as a WebSocket event when an order is canceled by self-trade prevention. expired

• A fill-or-kill (fok) order has been processed without filling
• An immediate-or-cancel (ioc) order has been processed and partially filled
• A market order has been processed and is unfilled

Fill Type Values

Value Description market Fill resulting from any type of market order limit Fill resulting from any type of limit order liquidation Position closure resulting from forced liquidation or ADL deleverage Position closure as the counterparty to an ADL action closure Position closure for positions below the market minimum

Bridge Target Values

Value Description xchain.xchain XCHAIN local stargate.ethereum Ethereum via Stargate stargate.polygon Polygon PoS via Stargate stargate.arbitrum Arbitrum via Stargate stargate.optimism Optimism via Stargate

Settlement Transaction State Values

Value Description pending Not yet sent to Polygon or not yet mined. mined Succesfully mined. failed Transaction reverted.