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Polymarket launched perpetual futures as a separate product next to its prediction markets: BTC, ETH, SOL, gold, silver, oil, S&P 500, Nasdaq and more, with up to 20x leverage and hourly funding. It is a whole new side of Polymarket, with its own instruments, its own account model, and its own market data. The polynode Perps API covers all of it with the integration you already have: one API key, one base URL, one WebSocket subscription model — plus historical trade, funding, open-interest and volume series, and automatic mapping between prediction-market wallets and perps accounts.

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Base URL

Authentication works exactly like every other /v3 endpoint — pass your key as a query parameter or header:
Get a key from the dashboard.

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What you can build

  • Perps trading dashboards — live tickers, orderbooks, best bid/offer, recent trades, and candles for every listed instrument, over REST or a single WebSocket connection
  • Portfolio trackers — look up any wallet’s perps positions and equity. Pass either the Polymarket profile address or the underlying account address; resolution is automatic (how it works)
  • Funding and analytics tools — hourly funding-rate history, 24h statistics, OHLCV candles, plus polynode-exclusive open-interest and volume time series
  • Cross-product platforms — perps data lives under the same /v3 surface as prediction-market trades, positions, and P&L, so one integration covers both sides of Polymarket

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Instruments

Instruments span four categories — crypto, index, commodity, and equity (11 live as of mid-July 2026, and Polymarket has dozens more defined for future launch). The API discovers new instruments automatically as they list; nothing is hardcoded, so /instruments is always the current list. Everywhere an endpoint takes an instrument you can pass the numeric id (6), the full symbol (BTC-USD), or the bare asset (btc).

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Data conventions

  • Prices and quantities are strings. The exchange uses high-precision decimals; we pass them through untouched so you never lose precision to floating point. Exchange-reported values (prices, sizes, equity, unrealized PnL) keep their full native precision; values we derive (aggregates, notionals, basis, CVD) are normalized to a clean decimal form.
  • Timestamps are Unix milliseconds in responses, always in a field named timestamp (snapshot-based rows additionally carry as_of — when we last observed that account). Time-range filters (after, before) accept seconds or milliseconds — values are detected automatically.
  • Lists come wrapped as {"data": [...]}, with a more flag on paginated endpoints.
  • instrument_id and symbol appear together in every response, so you never need a separate lookup call.
  • Unknown query parameters are rejected with a 400 naming what the endpoint accepts, so a typo’d filter can never silently return unfiltered data.

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Live vs. historical

Live market data (tickers, books, bbo, trades, statistics) reflects the current state of the market at request time. Historical series — trade history, funding, klines, open interest, volume — accrue from July 9, 2026 onward and keep growing.

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Endpoint map

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Trading

This release covers market and account data. Order placement and account management for perps are a separate, upcoming track — if you need them early, talk to us.