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/catalog/markets and /catalog-all/markets

Market Metadata

Definition

Market metadata includes descriptive and reference data about the listed markets on an exchange. The market metadata can include data about the trading parameters that govern valid orders such as amount and price precision, fees, current status, and several fields that describe a derivatives market contract specifications.

This data is served through our/catalog/markets and /catalog-all/markets HTTP API endpoints.

Details

Coin Metrics collects and serves metadata for spot, futures, and options markets.

Some metadata is available for all three market types. This includes data about the base asset and quote asset (or underlying base asset and quote asset for derivatives), the exchange-reported symbol, the market status, amount precision, maximum and minimum amount size, price precision, maximum and minimum price, and fee fields.

Spot markets also have a field that indicates whether the market allows margin trading.

Futures markets have several fields that describe the futures market's contract specifications. Futures markets trade in standardized contracts that allow counterparties to enter into an agreement to buy or sell a standardized asset under contract specifications that are defined by the exchange. The futures contract specifications include information such as the underlying base and quote asset, the margin asset, the contract size, the listing time, expiration time, and other terms. Here we define futures to include both non-perpetual futures that expire and perpetual futures (sometimes called perpetual swaps).

Options markets also trade in standardized contracts similar to futures markets described above. Options markets have several fields that are specific to options such as the strike price and whether the option is an European or American style option.

Example

A sample of the futures and options contract specification data from our /catalog/markets and /catalog-all/markets API endpoints is shown below. 

{
  "data": [
    {
      "market": "gate.io-btc-usdt-spot",
      "min_time": "2017-10-12T08:43:02.000000000Z",
      "max_time": "2023-04-01T17:31:34.146000000Z",
      "exchange": "gate.io",
      "type": "spot",
      "trades": {
        "min_time": "2017-10-12T08:43:02.000000000Z",
        "max_time": "2023-04-01T17:31:34.146000000Z"
      },
      "base": "btc",
      "quote": "usdt",
      "symbol": "BTC_USDT",
      "status": "online",
      "order_amount_increment": "0.0001",
      "order_amount_min": "0.0001",
      "order_price_increment": "0.1",
      "order_size_min": "1",
      "order_taker_fee": "0.002",
      "order_maker_fee": "0.002"
    },
    {
      "market": "binance-BTCUSDT-future",
      "min_time": "2019-09-08T17:57:50.575000000Z",
      "max_time": "2023-04-01T17:32:20.321000000Z",
      "exchange": "binance",
      "type": "future",
      "trades": {
        "min_time": "2019-09-08T17:57:50.575000000Z",
        "max_time": "2023-04-01T17:32:20.321000000Z"
      },
      "orderbooks": {
        "min_time": "2021-08-18T16:07:20.000000000Z",
        "max_time": "2023-04-01T17:31:30.000000000Z"
      },
      "quotes": {
        "min_time": "2021-08-18T16:07:20.000000000Z",
        "max_time": "2023-04-01T17:31:30.000000000Z"
      },
      "funding_rates": {
        "min_time": "2019-09-10T08:00:00.000000000Z",
        "max_time": "2023-04-01T16:00:00.018000000Z"
      },
      "openinterest": {
        "min_time": "2020-07-27T17:40:36.223000000Z",
        "max_time": "2023-04-01T17:31:00.000000000Z"
      },
      "liquidations": {
        "min_time": "2019-09-10T19:36:50.009000000Z",
        "max_time": "2023-04-01T16:53:30.311000000Z"
      },
      "base": "btc",
      "quote": "usdt",
      "symbol": "BTCUSDT",
      "size_asset": "btc",
      "margin_asset": "usdt",
      "contract_size": "1",
      "tick_size": "0.1",
      "listing": "2019-09-25T08:00:00.000000000Z",
      "order_amount_increment": "0.001",
      "order_amount_min": "0.001",
      "order_amount_max": "1000",
      "order_price_increment": "0.10",
      "order_price_min": "556.80",
      "order_price_max": "4529764",
      "order_size_min": "5"
    },
    {
      "market": "deribit-BTC-10APR21-50000-P-option",
      "min_time": "2021-04-08T08:13:28.493000000Z",
      "max_time": "2021-04-08T08:16:51.756000000Z",
      "exchange": "deribit",
      "type": "option",
      "trades": {
        "min_time": "2021-04-08T08:13:28.493000000Z",
        "max_time": "2021-04-08T08:16:51.756000000Z"
      },
      "base": "btc",
      "quote": "usd",
      "symbol": "BTC-10APR21-50000-P",
      "size_asset": "btc",
      "strike": "50000",
      "option_contract_type": "put",
      "is_european": true,
      "contract_size": "1",
      "listing": "2021-04-08T08:00:06.000000000Z",
      "expiration": "2021-04-10T08:00:00.000000000Z",
      "settlement_price": "60483.68",
      "order_price_increment": "0.0005"
    }
  ]
}

  • market: Unique name of the market. \

  • min_time: Minimal available time for data from this market in ISO 8601 date-time format.\

  • max_time: Maximal available time for data from this market in ISO 8601 date-time format.\

  • exchange: Name of the exchange.\

  • type: The type of the market. Can take values spot or future or option.\

  • base: The contract’s underlying base asset.\

  • quote: The contract's underlying quote asset.\

  • symbol: The exchange-reported symbol for the market.\

  • status: Indicates whether the market is online. Can only take values online or offline.\

  • order_amount_increment: The minimum increment that the trade amount of an order can change in units of the base currency if a spot market or in contract units if a derivatives market.\

  • order_amount_min: The minimum trade amount of an order in units of the base currency if a spot market or in contract units if a derivatives market.\

  • order_amount_max: The maximum trade amount of an order in units of the base currency if a spot market or in contract units if a derivatives market.\

  • order_price_increment: The minimum increment that the price of an order can change. The price is quoted in units of the quote currency.\

  • order_price_min: The minimum price of an order. The price is quoted in units of the quote currency.\

  • order_price_max: The maximum price of an order. The price is quoted in units of the quote currency.\

  • order_size_min: The minimum order size amount in units of the quote currency. The order size is the order amount multiplied by the order price.\

  • order_taker_fee: The taker order fee in raw units (not percent units).\

  • order_maker_fee: The maker order fee in raw units (not percent units).\

  • market_margin_trading_enabled: Indicates whether the market allows margin trading. Can take values true or false.\

  • size_asset: The asset that the contract’s size is denominated in.\

  • margin_asset: The name of the asset that the contract’s margin is denominated in.\

  • contract_size: The number of units of size_asset that one contract represents. \

  • tick_size: The minimum price increment of the contract’s price.\

  • listing: The timestamp that the contract first became available for trading\

  • expiration: The timestamp that the contract expires; equals null if the contract is a perpetual future that never expires.\

  • is_european: Shows if the options contract is european or not.\

  • option_contract_type: The type of option. Can take values call or put.\

  • strike: Strike price for option contract.\

  • settlement_price: The settlement price of a derivatives contract at expiration. Only populated for derivatives markets that have expired. Also sometimes referred to as "delivery price".

Frequently Asked Questions

Do all exchanges offer these metadata fields?

Exchanges vary in which fields they offer through their API. If an exchange does not offer a particular field, Coin Metrics will consult the exchange's published documentation and manually populate some fields. If neither the exchange's API nor documentation can be used to populate a field, then that field is omitted from the response for that particular market.

Is the margin_asset the asset of settlement?

Yes, the margin_asset is the asset of settlement. A trader must post this asset as the initial margin when opening a position**.** Unrealized gains and losses are calculated in this asset, and a trader receives gains or losses denominated in this asset when the trader closes the position or the contract expires.

Is there a way to filter between perpetual, coin-margined, and tether-margined futures in the catalog?

We are working on adding filtering parameters for the various futures contract types. In the meantime, perp contracts can be identified by null expiration time. Coin margined contracts can be identified where the base is identical to margin_asset. Tether margined contracts can be identified where the margin_asset is usdt.

Harmonization Discussion

Harmonization of derivatives contracts in the cryptoasset domain is difficult because there is wide disparity in contract design and exchange conventions. Some of the sources of difficulty include:

  • The margin asset can be in the form of the underlying base asset, a stablecoin such as Tether, or a fiat currency. \

  • The contract size (the amount of notional exposure that a single contract is worth) can be in the form of varying units such as the underlying base asset or a fiat currency. Some exchanges use exotic futures design (such as BitMEX's quanto contracts) where the contract size is not fixed but rather a function of the current price. \

  • Some exchanges offer exotic futures contracts where the underlying is not a cryptoasset. Instead, it could be a custom index, an equity, or something else like Bitcoin's hash rate. \

  • Some exchanges hide the complexity involved with contract sizes and do not use contract sizes. Instead, they allow users to define the amount of units of the underlying base asset when trading and allow users to purchase fractional contracts (representing fractional units of the underlying) to simulate spot trading. Other exchanges explicitly define contract sizes and do not allow users to purchase fractional contracts.\

  • Some exchanges separate perpetual swap contracts that have no expiration date and traditional futures contracts with a specified expiration date. These exchanges serve contract information via two different endpoints with different response schema.\

  • Some exchanges do not provide all contract specification data via their API but instead define it in documentation.

We harmonize the data in the following way:

  • For exchanges that do not explicitly define the contract size and implicitly use a contract size of 1 unit of the underlying base asset, we set the contract size to 1.\

  • In instances where the exchange's API does not contain all fields that we wish to capture, we consult the exchange's documentation and manually populate the data.

Release History

Availability

Contract specification data is available through our community API. Community data is available via HTTP API only and is limited to 10 API requests per 6 seconds per IP address. All of our contract specification data is available through our professional API with higher rate limits.

The contract specifications and our coverage can be found by querying our /catalog/markets or /catalog-all/markets API endpoints.

The availability below was last updated on April 1, 2023. For the most updated coverage, please visit Coin Metrics Coverage.

Availability by Market Type

Market Type Market Count
future 13163
option 98950
spot 27380

Availability by Exchange

Exchange Spot Market Count Future Market Count Option Market Count Start Date
bibox 714 2019-04-24
binance 2171 422 2017-07-13
binance.us 362 2019-09-04
bitbank 32 2017-02-14
bitfinex 738 76 2013-01-14
bitflyer 11 144 2019-05-28
bithumb 91 2013-12-27
bitmex 452 2014-11-22
bitstamp 199 2011-08-18
bittrex 1454 2019-03-21
bullish 26 2023-03-07
bybit 393 246 2018-11-15
cex.io 321 2013-12-27
cme 465 2017-12-17
coinbase 657 2014-12-01
crypto.com 681 2022-06-24
deribit 335 67550 2017-01-06
ftx 625 1684 2019-03-05
ftx.us 67 2020-04-05
gate.io 3117 281 2017-09-29
gatecoin 80 2014-11-11
gemini 146 2018-10-16
hitbtc 2069 32 2013-12-27
huobi 1559 4360 2019-03-15
itbit 14 2019-03-13
kraken 686 266 2013-09-10
kucoin 1630 159 2020-04-02
lbank 2049 2017-09-29
liquid 637 2014-07-24
lmax 21 2021-02-18
localbitcoins 122 2013-03-11
mexc 2518 272 2022-10-13
mt.gox 16 2010-07-17
okex 952 3957 31400 2018-12-25
poloniex 803 2014-01-18
sushiswap_v1_eth 146 2020-09-04
therocktrading 44 2011-11-09
uniswap_v2_eth 413 2020-05-05
uniswap_v3_eth 657 2021-05-04
upbit 532 2019-03-14
zb.com 624 2019-03-04