[{"data":1,"prerenderedAt":4242},["ShallowReactive",2],{"doc:best-practices":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":9,"tree":10},"best-practices","best-practices.md",{"title":7,"description":8},"Best Practices","Tips for building reliable, performant integrations with the OpenMarket Data API.","---\ntitle: Best Practices\ndescription: Tips for building reliable, performant integrations with the OpenMarket Data API.\n---\n\n# Best Practices\n\n## Discover markets before querying\n\nAlways start with the `GET /v1/markets` endpoint to discover available exchanges, symbols, and data types. Don't hardcode exchange IDs or symbols -- use the discovery API to find what's available.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/markets?exchange=BINANCE_FUTURES&coin=BTC&pageSize=10\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/markets?exchange=BINANCE_FUTURES&coin=BTC&pageSize=10 \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/markets?exchange=BINANCE_FUTURES&coin=BTC&pageSize=10 \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\nUse the `rawSymbol` field from the response when constructing data queries.\n\n## Choose the right symbol parameter\n\n| Parameter | Use when |\n| --- | --- |\n| `rawSymbol` | You want data for a specific trading pair on a specific exchange (e.g., `BTCUSDT` on Binance Futures) |\n| `coin` | You want data across all pairs for a base asset, or you're using multi-exchange aggregation |\n| `normalizedSymbol` | You want a normalized market symbol form across exchanges (e.g., `BTC-USDT`, `BTC-USD`) |\n\nWhen aggregating across exchanges, always use `coin` -- `rawSymbol` values differ between exchanges (`BTCUSDT` vs `BTC-USD` vs `XBTUSD`).\n\n## Use appropriate intervals for your time range\n\nSmaller intervals over large time ranges produce massive result sets. Match your interval to your time range:\n\n| Time Range | Recommended Intervals |\n| --- | --- |\n| Minutes to hours | `MINUTE` |\n| Hours to days | `FIVE_MINUTES`, `FIFTEEN_MINUTES`, `HOUR` |\n| Days to weeks | `HOUR`, `FOUR_HOURS` |\n| Weeks to months | `FOUR_HOURS`, `DAY` |\n| Months to years | `DAY`, `WEEK` |\n\nEach data type has a maximum points-per-request limit (e.g., 100,000 for candles, 4,000 for orderbook heatmaps). If your time range + interval combination exceeds this, reduce the range or use a larger interval.\n\n## Always set `period` when using `from`\n\nBoth `from` and `period` are required for time-range queries. If `period` is 0 or missing, the query may return empty results.\n\n\u003CCodeBlock lang=\"Examples\">\n\u003Cpre>\u003Cspan class=\"s-v\">from\u003C/span>=\u003Cspan class=\"s-n\">1774800000\u003C/span>&\u003Cspan class=\"s-v\">period\u003C/span>=\u003Cspan class=\"s-n\">3600\u003C/span>    \u003Cspan class=\"s-c\"># 1 hour of data\u003C/span>\n\u003Cspan class=\"s-v\">from\u003C/span>=\u003Cspan class=\"s-n\">1774800000\u003C/span>&\u003Cspan class=\"s-v\">period\u003C/span>=\u003Cspan class=\"s-n\">86400\u003C/span>   \u003Cspan class=\"s-c\"># 1 day of data\u003C/span>\u003C/pre>\n\u003C/CodeBlock>\n\nIf you omit `from` and only provide `period`, the API returns data for the last `period` seconds from now.\n\n## Monitor your rate limit usage\n\nCheck your quota before heavy operations using the zero-cost usage endpoint:\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/usage\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/usage \"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/usage \"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\nEvery response also includes `X-RateLimit-Remaining` and `X-RateLimit-Reset` headers. Use these to implement client-side throttling.\n\n## Handle rate limits gracefully\n\nWhen you receive a 429 response, use the `Retry-After` header to wait before retrying:\n\n\u003CCodeBlock lang=\"HTTP Response\">\n\u003Cpre>\u003Cspan class=\"s-k\">HTTP/1.1\u003C/span> \u003Cspan class=\"s-n\">429\u003C/span> \u003Cspan class=\"s-v\">Too Many Requests\u003C/span>\n\u003Cspan class=\"s-p\">Retry-After\u003C/span>: \u003Cspan class=\"s-n\">12\u003C/span>\n\u003Cspan class=\"s-p\">X-RateLimit-Reset\u003C/span>: \u003Cspan class=\"s-n\">1712345678\u003C/span>\u003C/pre>\n\u003C/CodeBlock>\n\nDon't retry immediately -- you'll waste requests. Wait for the `Retry-After` seconds or until the `X-RateLimit-Reset` timestamp.\n\n## Optimize weight costs\n\nFor `/v1/points` requests, weight is calculated as:\n\n\u003CCodeBlock lang=\"Formula\">\n\u003Cpre>\u003Cspan class=\"s-f\">ceil\u003C/span>(points / \u003Cspan class=\"s-n\">1000\u003C/span>) \u003Cspan class=\"s-o\">x\u003C/span> cost_multiplier \u003Cspan class=\"s-o\">x\u003C/span> exchange_multiplier \u003Cspan class=\"s-o\">x\u003C/span> depth_multiplier\u003C/pre>\n\u003C/CodeBlock>\n\nMetadata and discovery endpoints are zero-weight, and `/v1/polymarket/analytics/*` endpoints use fixed per-endpoint weights instead of this formula.\nTo reduce `/v1/points` weight:\n- **Use larger intervals** -- fewer points = lower weight\n- **Narrow your time range** -- request only what you need\n- **Minimize exchanges** when aggregating -- each additional exchange adds 20% to the multiplier\n- **Keep `maxDepth` at the included depth unless you need more range** -- orderbook heatmap adds 20% per extra 3500 levels, liquidation heatmap adds 20% per extra 1500 levels\n- **Avoid 10x types** (orderbook heatmap) in tight loops -- batch your requests\n\n## Use gapfill intentionally\n\n`gapfill=true` is supported only for candle types: `TRADE_SIDE_AGNOSTIC_AGG` and `TRADE_AGG`.\nFor those types, it fills missing intervals using last-observation-carried-forward (LOCF). This is useful for charting but changes the semantics of your data:\n- Volume is **not** carried forward -- gapfilled bars have zero volume\n- Only the close price is carried forward\n- A lookback window (typically 1 hour) seeds the LOCF -- if there's no data in the lookback, the gap remains\nSkip gapfill if gaps in data are meaningful to your analysis (e.g., studying market activity patterns).\n\n## Get block sizes before querying heatmaps\n\nAlways call `GET /v1/block-sizes` to get the correct block size for your symbol before requesting orderbook heatmap data. Don't guess block sizes.\n\n\u003CCodeBlock lang=\"cURL -- Step 1\">\n\u003Cpre>\u003Cspan class=\"s-c\"># Step 1: Get the block size\u003C/span>\n\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/block-sizes?exchange=BINANCE_FUTURES&rawSymbol=BTCUSDT\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodeBlock>\n\n\u003CCodeBlock lang=\"cURL -- Step 2\">\n\u003Cpre>\u003Cspan class=\"s-c\"># Step 2: Use it (4K = raw value, HD = 5x)\u003C/span>\n\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">BLOCK_BOOK_SNAPSHOT_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">BINANCE_FUTURES\u003C/span>\n    \u003Cspan class=\"s-p\">&rawSymbol\u003C/span>=\u003Cspan class=\"s-s\">BTCUSDT\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">MINUTE\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">1140\u003C/span>\n    \u003Cspan class=\"s-p\">&blockSize\u003C/span>=\u003Cspan class=\"s-n\">25\u003C/span>\n    \u003Cspan class=\"s-p\">&maxDepth\u003C/span>=\u003Cspan class=\"s-n\">1000\u003C/span>\n    \u003Cspan class=\"s-p\">&sortDirection\u003C/span>=\u003Cspan class=\"s-s\">SORT_DIRECTION_DESC\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodeBlock>\n\n## TPO block sizes are fixed\n\nTPO only supports block sizes of **5, 30, 60, or 240 minutes**. Other values will return an error. Default is 30 minutes.\n\n## Treat empty results as normal\n\nIf your query matches no data (e.g., a symbol that doesn't exist on that exchange, or a time range with no activity), the API returns an empty `series` array -- not an error. Always check for empty results in your client code.\n\n## Secure your API keys\n\n- Never expose keys in client-side code, browser applications, or public repositories\n- Use environment variables or secret managers to store keys\n- Rotate keys if you suspect they've been compromised\n- Use separate keys for different applications to isolate access",{"type":11,"children":12,"data":4236,"position":4238},"root",[13,16,37,38,75,76,730,731,764,765,780,782,1027,1028,1135,1136,1151,1152,1166,1168,1511,1512,1527,1528,1573,1574,1639,1640,1876,1877,1943,1944,1959,1960,1973,1974,2529,2530,2578,2579,2594,2595,2627,2628,2792,2793,2841,2842,2857,2858,2889,2890,3030,3031,3080,3081,3254,3255,3271,3272,3332,3333,3406,3407,3422,3423,3455,3456,3579,3580,4046,4047,4063,4064,4098,4099,4114,4115,4149,4150,4166,4167],{"type":14,"value":15},"text","\n",{"type":17,"tagName":18,"properties":19,"children":21,"position":32},"element","h2",{"id":20},"discover-markets-before-querying",[22],{"type":14,"value":23,"position":24},"Discover markets before querying",{"start":25,"end":29},{"line":26,"column":27,"offset":28},3,4,21,{"line":26,"column":30,"offset":31},36,53,{"start":33,"end":36},{"line":26,"column":34,"offset":35},1,18,{"line":26,"column":30,"offset":31},{"type":14,"value":15},{"type":17,"tagName":39,"properties":40,"children":41,"position":72},"p",{},[42,51,65],{"type":14,"value":43,"position":44},"Always start with the ",{"start":45,"end":48},{"line":46,"column":34,"offset":47},5,55,{"line":46,"column":49,"offset":50},23,77,{"type":17,"tagName":52,"properties":53,"children":54,"position":62},"code",{},[55],{"type":14,"value":56,"position":57},"GET /v1/markets",{"start":58,"end":59},{"line":46,"column":49,"offset":50},{"line":46,"column":60,"offset":61},40,94,{"start":63,"end":64},{"line":46,"column":49,"offset":50},{"line":46,"column":60,"offset":61},{"type":14,"value":66,"position":67}," endpoint to discover available exchanges, symbols, and data types. Don't hardcode exchange IDs or symbols -- use the discovery API to find what's available.",{"start":68,"end":69},{"line":46,"column":60,"offset":61},{"line":46,"column":70,"offset":71},197,251,{"start":73,"end":74},{"line":46,"column":34,"offset":47},{"line":46,"column":70,"offset":71},{"type":14,"value":15},{"type":17,"tagName":77,"properties":78,"children":79,"position":724},"codetabs",{},[80,81,208,209,454,455,723],{"type":14,"value":15},{"type":17,"tagName":82,"properties":83,"children":85,"position":202},"codepanel",{"lang":84},"curl",[86,95,196],{"type":14,"value":15,"position":87},{"start":88,"end":92},{"line":89,"column":90,"offset":91},9,24,288,{"line":93,"column":34,"offset":94},10,289,{"type":17,"tagName":96,"properties":97,"children":98,"position":192},"pre",{},[99,119,125,144,151,168,174],{"type":17,"tagName":100,"properties":101,"children":104,"position":112},"span",{"className":102},[103],"s-f",[105],{"type":14,"value":84,"position":106},{"start":107,"end":109},{"line":93,"column":90,"offset":108},312,{"line":93,"column":110,"offset":111},28,316,{"start":113,"end":116},{"line":93,"column":114,"offset":115},6,294,{"line":93,"column":117,"offset":118},35,323,{"type":14,"value":120,"position":121}," 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",{"start":147,"end":148},{"line":93,"column":142,"offset":143},{"line":149,"column":26,"offset":150},11,448,{"type":17,"tagName":100,"properties":152,"children":155,"position":163},{"className":153},[154],"s-k",[156],{"type":14,"value":157,"position":158},"-H",{"start":159,"end":161},{"line":149,"column":28,"offset":160},466,{"line":149,"column":49,"offset":162},468,{"start":164,"end":165},{"line":149,"column":26,"offset":150},{"line":149,"column":166,"offset":167},30,475,{"type":14,"value":120,"position":169},{"start":170,"end":171},{"line":149,"column":166,"offset":167},{"line":149,"column":172,"offset":173},31,476,{"type":17,"tagName":100,"properties":175,"children":177,"position":187},{"className":176},[128],[178],{"type":14,"value":179,"position":180},"\"X-OpenMarket-Key: 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