Up/Down Markets
Both
/markets/updown and /v1/markets/updown work — they return the
identical payload. The /v1/markets/updown alias is not listed in the
OpenAPI schema, but it is a live, fully-functional route, so you can keep
your /v1/... base path everywhere. The companion interval-discovery
endpoint GET /v1/markets/updown/intervals is a regular versioned route.Query Parameters
5M and 15M are subject to availability — see
GET /v1/markets/updown/intervals to discover which intervals are
currently active.Request
The un-versioned
https://api.polysimulator.com/markets/updown form
works identically if your existing code already uses it — same
handler, same response.Response
markets is the canonical market list. Group it client-side by each entry’s
asset and interval fields; the API does not duplicate full market objects
into precomputed grouping trees.Market Entry Fields
Trading Up/Down Markets
Up/down markets trade like any other market throughPOST /v1/orders. The
part bots get wrong is picking the round: the list holds the current round
and upcoming ones, so select by time rather than taking markets[0], and
trade the nested markets[0].condition_id.
client.list_updown(asset="BTC", interval="5M"),
client.get_book(cid, outcome="Up") and client.place_order(...). A ported
py-clob-client bot can keep get_order_book(token_id) and
create_order / post_order against token_ids[outcomes.index("Up")]
(see CLOB compatibility).
Next Steps
- Placing Orders — Full order placement guide
- Markets — Browse all active markets
- Slippage Protection — Protect against price movement