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Documentation Index

Fetch the complete documentation index at: https://docs.outcome.xyz/llms.txt

Use this file to discover all available pages before exploring further.

The Market Data Adapter (adapter.marketData) gives you both snapshot and streaming access to HIP-4 market data. You can poll for order books, prices, trades, and OHLCV candles, or subscribe to live WebSocket feeds that deliver updates as they arrive. All methods accept a marketId, which is the outcome ID as a string (e.g. "516"). Order book and trade feeds target side 0 (the first side) by default.
marketId is always the outcome ID as a string - not the event ID and not the coin string. For example, if the coin is "#5160", the market ID is "516".

​
fetchOrderBook(marketId, sideIndex?)

Returns a full L2 order book snapshot for a given outcome side. 
const book = await adapter.marketData.fetchOrderBook("516", 0);

​
Parameters

​
marketId
string
required
The outcome ID as a string (e.g. "516").
​
sideIndex
number
default:"0"
Which side to fetch. 0 = first side (e.g. “Yes”), 1 = second side (e.g. “No”). Defaults to 0.

​
Return type

Promise<PredictionOrderBook>
​
marketId
string
required
The outcome ID echoed back.
​
bids
PredictionOrderBookLevel[]
required
Buy-side price levels, each with price (string) and size (string).
​
asks
PredictionOrderBookLevel[]
required
Sell-side price levels, each with price (string) and size (string).
​
timestamp
number
required
Server-side timestamp of the snapshot.

​
Example

const book = await adapter.marketData.fetchOrderBook("516", 0);

console.log("Top bid:", book.bids[0]?.price, "x", book.bids[0]?.size);
console.log("Top ask:", book.asks[0]?.price, "x", book.asks[0]?.size);
console.log("Snapshot at:", new Date(book.timestamp));

​
fetchPrice(marketId)

Returns the current midpoint price for both sides of an outcome. Uses a 5-second cache backed by the allMids endpoint, so rapid successive calls avoid redundant network requests. 
const price = await adapter.marketData.fetchPrice("516");

​
Parameters

​
marketId
string
required
The outcome ID as a string.

​
Return type

Promise<PredictionPrice>
​
marketId
string
required
The outcome ID echoed back.
​
outcomes
array
required
One entry per side. Each entry contains:
  • name - generic label ("Side 0" or "Side 1"). For real side names, cross-reference event.markets[].outcomes[].name.
  • price - current midpoint as a decimal string (0–1). "0" when no mid is available.
  • midpoint - same value as price (both fields are set identically).
​
timestamp
number
required
Millisecond timestamp of the fetch.
The name field returns generic labels ("Side 0", "Side 1"). To display real side names such as "Yes" or "Hypurr", fetch the event via adapter.events.fetchEvent() and cross-reference the outcome names by index.

​
Example

const price = await adapter.marketData.fetchPrice("516");

for (const side of price.outcomes) {
  console.log(side.name, "→", side.midpoint);
  // "Side 0" → "0.62"
  // "Side 1" → "0.38"
}

​
fetchTrades(marketId, limit?)

Returns recent trades for a market outcome. 
const trades = await adapter.marketData.fetchTrades("516", 20);

​
Parameters

​
marketId
string
required
The outcome ID as a string.
​
limit
number
default:"50"
Maximum number of trades to return.

​
Return type

Promise<PredictionTrade[]>
​
id
string
required
Trade ID (from the Hyperliquid tid field).
​
marketId
string
required
The outcome ID.
​
outcome
string
required
Raw coin string (e.g. "#5160").
​
side
string
required
"buy" or "sell".
​
price
string
required
Execution price as a decimal string.
​
size
string
required
Trade size.
​
timestamp
number
required
Trade time in milliseconds.

​
Example

const trades = await adapter.marketData.fetchTrades("516", 10);

for (const trade of trades) {
  console.log(`${trade.side} ${trade.size} @ ${trade.price} (${new Date(trade.timestamp).toISOString()})`);
  // "buy 5 @ 0.62 (2026-03-11T03:00:00.000Z)"
}

​
fetchCandles(marketId, interval?, start?, end?)

Returns OHLCV candle data for a market outcome. 
const candles = await adapter.marketData.fetchCandles("516", "1h");

​
Parameters

​
marketId
string
required
The outcome ID as a string.
​
interval
string
default:"1h"
Candle interval. Common values: "1m", "5m", "15m", "1h", "4h", "1d".
​
start
number
Start of the time range as a Unix millisecond timestamp. Defaults to 14 days before end.
​
end
number
End of the time range as a Unix millisecond timestamp. Defaults to the current time.

​
Return type

Promise<HLCandle[]> - each candle contains:
FieldTypeDescription
tnumberOpen time (ms)
TnumberClose time (ms)
ostringOpen price
cstringClose price
hstringHigh price
lstringLow price
vstringVolume
nnumberNumber of trades

​
Example

const now = Date.now();
const oneWeekAgo = now - 7 * 24 * 60 * 60 * 1000;

const candles = await adapter.marketData.fetchCandles("516", "1h", oneWeekAgo, now);

for (const candle of candles) {
  console.log(`${new Date(candle.t).toISOString()} O:${candle.o} H:${candle.h} L:${candle.l} C:${candle.c}`);
}

​
subscribeOrderBook(marketId, cb)

Opens a real-time WebSocket subscription to the L2 order book for a market outcome. The callback receives a full book snapshot on each update. 
const unsubscribe = adapter.marketData.subscribeOrderBook("516", (book) => {
  console.log("bids:", book.bids.length, "asks:", book.asks.length);
});

// Later, when you no longer need updates:
unsubscribe();

​
Parameters

​
marketId
string
required
The outcome ID as a string.
​
cb
(book: PredictionOrderBook) => void
required
Callback invoked on each book update. Receives a PredictionOrderBook snapshot.

​
Return type

Unsubscribe - a () => void function. Call it to stop receiving updates and release the WebSocket subscription.
The adapter shares a single WebSocket connection across all subscriptions. The connection opens lazily on the first subscription and closes automatically when the last subscriber unsubscribes.

​
subscribePrice(marketId, cb)

Opens a real-time WebSocket subscription to midpoint prices for both sides of a market outcome. Updates are delivered whenever either side’s mid changes in the allMids feed. 
const unsubscribe = adapter.marketData.subscribePrice("516", (price) => {
  for (const side of price.outcomes) {
    console.log(side.name, side.midpoint);
  }
});

// Stop receiving updates:
unsubscribe();

​
Parameters

​
marketId
string
required
The outcome ID as a string.
​
cb
(price: PredictionPrice) => void
required
Callback invoked whenever an update includes a new mid for either side of this outcome.

​
Return type

Unsubscribe

​
subscribeTrades(marketId, cb)

Opens a real-time WebSocket subscription to the trade stream for a market outcome. Each incoming trade is dispatched individually to your callback. 
const unsubscribe = adapter.marketData.subscribeTrades("516", (trade) => {
  console.log(`${trade.side} ${trade.size} @ ${trade.price}`);
});

// Stop receiving updates:
unsubscribe();

​
Parameters

​
marketId
string
required
The outcome ID as a string.
​
cb
(trade: PredictionTrade) => void
required
Callback invoked for each individual trade.

​
Return type

Unsubscribe

​
Managing multiple subscriptions

You can hold multiple Unsubscribe functions and clean them all up together: 
const subs = [
  adapter.marketData.subscribeOrderBook("516", onBook),
  adapter.marketData.subscribePrice("516", onPrice),
  adapter.marketData.subscribeTrades("516", onTrade),
];

// Clean up all subscriptions at once
function cleanup() {
  subs.forEach((unsub) => unsub());
}
Data received during a WebSocket disconnect is lost, even though the connection auto-reconnects with exponential backoff (up to 10 attempts). Design your application to tolerate brief gaps in the real-time stream.