Spread and liquidity over time
get_market_metricsRetrieve historical spread, liquidity, and volume metrics for any market to evaluate market quality without pulling full order books.
Instructions
Derived market quality metrics — spread, liquidity and volume — as a time series. Cheaper than pulling full order books when the question is about market quality rather than specific price levels. Note that spread is only meaningful while both sides of the book are populated, which stops being true near settlement.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | Default 100, max 200 | |
| cursor | No | ||
| end_ts | Yes | ISO-8601 UTC, e.g. 2026-08-23T14:00:00Z | |
| start_ts | Yes | ISO-8601 UTC, e.g. 2026-08-23T14:00:00Z | |
| id_or_slug | Yes | Market slug | |
| resolution | No | Defaults to 1m |