Build an order payload without submitting it to the exchange. Returns the exchange-native signed order or request body for inspection, forwarding through a middleware layer, or deferred submission via submitOrder().

Cancel an existing open order.

Compare live prices for the same market across venues. Finds identity matches and returns side-by-side best bid/ask prices so you can spot price differences at a glance.

Place a new order on the exchange.

Fetch All Orders

Find Arbitrage Opportunities

Fetch account balances.

Fetch Closed Orders

Fetch a single event by lookup parameters. Convenience wrapper around fetchEvents() that returns a single result or throws EventNotFound.

Find the same or related event on other venues. Two modes: Lookup mode (eventId/slug provided): Given an event on one venue, discover semantically equivalent events across every other venue PMXT ingests. Browse mode (no identifier): Returns all matched event pairs from the catalog. Supports query and category params for filtering.

Fetch events with optional keyword search. Events group related markets together (e.g., "Who will be Fed Chair?" contains multiple candidate markets).

Paginated variant of {@link fetchEvents}. On the first call (no cursor), all events are fetched from the exchange and cached in an in-memory snapshot. A cursor is returned along with the first page. Subsequent calls with that cursor serve additional pages directly from the cached snapshot -- no additional API calls are made. The snapshot is invalidated after snapshotTTL ms (configured via ExchangeOptions in the constructor). A request using a cursor from an expired snapshot throws 'Cursor has expired'.

Find Hedging Opportunities

Fetch a single market by lookup parameters. Convenience wrapper around fetchMarkets() that returns a single result or throws MarketNotFound.

Find the same or related market on other venues. Two modes: Lookup mode (marketId/slug/url provided): Given a market on one venue, discover semantically equivalent markets across every other venue PMXT ingests. Browse mode (no identifier): Returns all matched market pairs from the catalog. Supports query, category, minDifference, and sort params for filtering.

Fetch markets with optional filtering, search, or slug lookup. Always hits the exchange API — results reflect the live state at the time of the call.

Fetch markets with cursor-based pagination backed by a stable in-memory snapshot. On the first call (or when no cursor is supplied), fetches all markets once and caches them. Subsequent calls with a cursor returned from a previous call slice directly from the cached snapshot — no additional API calls are made. The snapshot is invalidated after snapshotTTL ms (configured via ExchangeOptions in the constructor). A request using a cursor from an expired snapshot throws 'Cursor has expired'.

Matched Markets

Compare Matched Market Prices

Fetch My Trades

Fetch historical OHLCV (candlestick) price data for a specific market outcome.

Fetch all open orders, optionally filtered by market.

Fetch a specific order by ID.

Fetch the order book (bids/asks) for a specific outcome. Supports live and historical queries. For historical data, pass since to get a single snapshot, or since + until to get an array of fully reconstructed L2 books from the archive. Range queries return up to limit snapshots (default 100, max 1000).

Batch variant of {@link fetchOrderBook}. Fetches order books for multiple outcomes in a single request where the exchange supports it.

Fetch current user positions across all markets.

Find related markets across venues. Discovers subset/superset market relationships where one market's outcome implies another, with live prices.

Fetch raw trade history for a specific outcome.

Calculate the volume-weighted average execution price for a given order size. Returns 0 if the order cannot be fully filled.

Calculate detailed execution price information including partial fill data.

Load and cache all markets from the exchange into this.markets and this.marketsBySlug. Subsequent calls return the cached result without hitting the API again. This is the correct way to paginate or iterate over markets without drift. Because fetchMarkets() always hits the API, repeated calls with different offset values may return inconsistent results if the exchange reorders or adds markets between requests. Use loadMarkets() once to get a stable snapshot, then paginate over Object.values(exchange.markets) locally.

Submit a pre-built order returned by buildOrder().