Query Response Types: Accounts, Orders, and Markets

The Proof Trading SDK exposes a set of strongly-typed query response interfaces that mirror the engine’s MessagePack wire format. Every type documented here is defined in src/types.ts and is returned directly by client query methods such as queryOrderbook, queryAccount, and queryMarketConfig. Numeric values carried as bigint preserve full precision for on-chain integers (prices in cents, balances in microUSDC, contract quantities); fields marked number are safely bounded integers such as market IDs and basis-point rates.

Orderbook

Aggregated order book snapshot for a market. Returned by client.queryOrderbook(marketId).

interface Orderbook {
  bids: OrderbookLevel[];
  asks: OrderbookLevel[];
}

bids

OrderbookLevel[]

required

Bid (buy) levels, sorted best (highest price) first.

asks

OrderbookLevel[]

required

Ask (sell) levels, sorted best (lowest price) first.

OrderbookLevel

A single aggregated price level in the order book.

interface OrderbookLevel {
  price: bigint;
  totalQty: bigint;
  orderCount: number;
}

price

bigint

required

Price in cents with 2 decimal places (e.g., 6675234n = $66,752.34).

totalQty

bigint

required

Total resting quantity at this level in integer contracts (lots).

orderCount

number

required

Number of individual resting orders at this level.

OpenOrder

A single resting order on the book. Returned by client.queryOpenOrders(address). Wire shape is a 6-tuple [id, market, owner, side, price, quantity].

interface OpenOrder {
  id: bigint;
  market: number;
  owner: Uint8Array;
  side: "Buy" | "Sell";
  price: bigint;
  quantity: bigint;
}

bigint

required

Engine-assigned order ID. Monotonically increasing within a market.

market

number

required

Market identifier.

owner

Uint8Array

required

20-byte owner address derived from the Ed25519 public key.

side

"Buy" | "Sell"

required

Order side: "Buy" for long, "Sell" for short.

price

bigint

required

Limit price in cents (2 decimal places).

quantity

bigint

required

Resting quantity in integer contracts.

AccountInfo

Full account snapshot including balance, open positions, and margin state. Returned by client.queryAccount(address). Wire shape is a positional MessagePack array; index numbers are stable for backward compatibility.

interface AccountInfo {
  balance: bigint;                          // [0]
  positions: PositionInfo[];                // [1]
  equity: bigint;                           // [2]
  totalMm: bigint;                          // [3]
  totalIm: bigint;                          // [4]
  marginRatioBps: bigint;                   // [5]
  bindingScenario?: BindingScenarioEntry[]; // [6]
  feesAccrued?: bigint;                     // [7]
  volume30dMicroUsdc?: bigint;              // [8]
}

balance

bigint

required

[0] Available USDC balance in microUSDC (6 decimal places). Example: 100_000_000_000n = $100,000.

positions

PositionInfo[]

required

[1] All open positions for this account. See PositionInfo below.

equity

bigint

required

[2] Total equity in microUSDC (balance + unrealized PnL). Scenario-aware: returns the worst-case equity across all active impact-market resolution outcomes.

totalMm

bigint

required

[3] Total maintenance margin requirement in microUSDC. Scenario-aware: returns the maximum MM across all resolution outcomes.

totalIm

bigint

required

[4] Total initial margin requirement in microUSDC.

marginRatioBps

bigint

required

[5] Current margin ratio in basis points (equity / total notional × 10,000).

bindingScenario

BindingScenarioEntry[]

[6] The resolution scenario that maximises totalMm — one entry per active impact market, ascending by impactMarketId. Empty for perp-only accounts. Absent on responses from gateways older than 2026-04-24.

Show BindingScenarioEntry fields

impactMarketId

number

required

The impact-market family identifier.

branch

"Yes" | "No"

required

The resolution branch (outcome) for this impact market in the binding scenario.

feesAccrued

bigint

[7] Cumulative trading fees paid (positive) or rebates received (negative) in microUSDC. Updated atomically at fill time. New accounts read 0n. Absent on gateways predating 2026-05-03.

volume30dMicroUsdc

bigint

[8] Rolling 30-day taker volume in microUSDC at the account’s last volume update. Used by the engine to select the applicable fee tier before the next fill. Absent on older gateways.

PositionInfo

Information about a single open position. Fields [0]–[5] are raw engine state; fields [6]–[12] are response-only enrichments computed at query time. Indices are stable with the msgpack wire tuple.

interface PositionInfo {
  owner: Uint8Array;           // [0]
  market: number;              // [1]
  side: "Buy" | "Sell";        // [2]
  entryPrice: bigint;          // [3]
  size: bigint;                // [4]
  lastFundingIndex: bigint;    // [5]
  upnlNow?: bigint;            // [6]
  mmNow?: bigint;              // [7]
  imNow?: bigint;              // [8]
  pnlIfFires?: bigint;         // [9]
  pnlIfDies?: bigint;          // [10]
  fundingSince?: bigint;       // [11]
  adlScore?: bigint;           // [12]
}

owner

Uint8Array

required

[0] 20-byte owner address.

market

number

required

[1] Market identifier.

side

"Buy" | "Sell"

required

[2] Position side: "Buy" = long, "Sell" = short.

entryPrice

bigint

required

[3] Weighted-average entry price in cents (2 decimal places).

size

bigint

required

[4] Absolute position size in integer contracts.

lastFundingIndex

bigint

required

[5] Cumulative funding index at the time the position was last settled.

upnlNow

bigint

[6] Unrealized P&L at the current mark price (signed), unconditional. Perp and CP positions use the oracle as the current mark; binary positions return 0 — use pnlIfFires/pnlIfDies instead.

mmNow

bigint

[7] Maintenance margin contribution of this position when its firing branch is active. Zero under the non-firing branch for CP/binary positions.

imNow

bigint

[8] Initial margin contribution. Same firing-branch semantics as mmNow.

pnlIfFires

bigint

[9] Position value if its branch fires (μ = 1): sign(side) × (settle × size − entry × size). Perpetuals always fire; CP fires when the event resolves to its branch; binary fires and settles to BINARY_PRICE_MAX × size.

pnlIfDies

bigint

[10] Position value if its branch does NOT fire (μ = 0): sign(side) × (0 − entry × size). For perpetuals this equals upnlNow (perps never die, reported for UI column symmetry).

fundingSince

bigint

[11] Funding accrued since the position’s last settled funding index, in microUSDC. Positive = credit received, negative = debit paid.

adlScore

bigint

[12] Auto-deleveraging queue score: max(0, upnlNow) × leverage_used. Higher values are closer to the front of the ADL queue. Only profitable positions have a non-zero score. UIs should rank positions by adlScore descending to compute a per-market percentile and warn above the 90th percentile.

AdlQueueEntry

One row of the auto-deleveraging queue for a market. Returned by GET /v1/adl/queue/{market}, sorted by adlScore descending (front of queue first). Wire shape is a 6-tuple [owner, market, side, size, upnlNow, adlScore].

interface AdlQueueEntry {
  owner: Uint8Array;
  market: number;
  side: "Buy" | "Sell";
  size: bigint;
  upnlNow: bigint;
  adlScore: bigint;
}

owner

Uint8Array

required

20-byte owner address.

market

number

required

Market identifier.

side

"Buy" | "Sell"

required

Position side: "Buy" = long, "Sell" = short.

size

bigint

required

Position size in integer contracts.

upnlNow

bigint

required

Unrealized PnL at the current mark price (signed). Always positive in this queue — only profitable positions are eligible for ADL.

adlScore

bigint

required

max(0, upnlNow) × leverage_bps. Higher = closer to the front of the queue. Tied with PositionInfo.adlScore for the same position.

Ticker

One-round-trip market summary for the markets-page card rail and the perp trade ticker bar. Returned by client.queryTicker(marketId).

interface Ticker {
  market: string;
  lastPrice: string;
  volume24hContracts: string;
  change24hBps: string;
  fundingMsgpackB64: string;
  orderbookMsgpackB64: string;
  openInterest: string | null;
}

market

string

required

Market ID as a decimal string.

lastPrice

string

required

Last fill price within the 24-hour window. "0" or empty if no trades have occurred.

volume24hContracts

string

required

Sum of contract quantities filled in the 24-hour window (integer contracts).

change24hBps

string

required

Signed 24-hour price change in basis points. "0" or empty if no trades have occurred.

fundingMsgpackB64

string

required

Base64-encoded msgpack blob containing the FundingInfo struct (mark EWMA, oracle price, funding rate, and interval). Decode with @msgpack/msgpack.

orderbookMsgpackB64

string

required

Base64-encoded msgpack blob containing an OrderbookSnapshot at depth 1. Empty string for fresh markets with no resting orders.

openInterest

string | null

required

Always null today — the engine does not yet track open interest. UIs should render "—" or "coming soon" for this column.

MarketConfig

Full configuration for a perpetual, conditional, or binary market. The wire form is a positional MessagePack array; indices mirror the Rust struct field order. Fields after index 7 use serde(default) so older on-chain records decode cleanly.

interface MarketConfig {
  market: number;                       // [0]
  imBps: number;                        // [1]
  mmBps: number;                        // [2]
  takerFeeBps: number;                  // [3]
  makerFeeBps: number;                  // [4]
  fundingIntervalMs: bigint;            // [5]
  maxFundingRateBps: number;            // [6]
  kind?: MarketKind;                    // [7]
  maxPositionSize?: bigint;             // [8]
  defaultTtlMs?: bigint;                // [9]
  netDeltaMargin?: boolean;             // [10]
  poolId?: number;                      // [11]
  markPriceMaxOracleAgeMs?: bigint;     // [12]
  feeTiers?: FeeTier[];                 // [13]
  tickSize?: bigint;                    // [14]
  lotSize?: bigint;                     // [15]
  primaryOracleSigner?: Address;        // [16]
  oracleStalenessMs?: bigint;           // [17]
  markSourceMode?: MarkSourceMode;      // [18]
  maxMarkSpreadBps?: number;            // [19]
  cexCompositeStalenessMs?: bigint;     // [20]
  partialLiquidationEnabled?: boolean;  // [21]
  szDecimals?: number;                  // [22]
  ticker?: string;                      // [23]
}

market

number

required

[0] Market identifier (unique integer).

imBps

number

required

[1] Initial margin requirement in basis points (e.g., 1000 = 10% = 10× max leverage).

mmBps

number

required

[2] Maintenance margin requirement in basis points (e.g., 500 = 5%).

takerFeeBps

number

required

[3] Taker fee rate in basis points (e.g., 5 = 0.05%).

makerFeeBps

number

required

[4] Maker fee rate in basis points (e.g., 2 = 0.02%).

fundingIntervalMs

bigint

required

[5] Funding payment interval in milliseconds. 0 = funding is disabled.

maxFundingRateBps

number

required

[6] Maximum absolute funding rate per interval in basis points.

kind

MarketKind

[7] Market kind discriminator. Defaults to "Perp" for legacy records. Parameterised variants are { ConditionalPerp: [impactId, "Yes" | "No"] } and { PredictionBinary: [impactId, "Yes" | "No"] }.

maxPositionSize

bigint

[8] Per-account absolute position cap in integer contracts. 0 = no limit.

defaultTtlMs

bigint

[9] Default order TTL in milliseconds. 0 = no automatic expiry. When set, resting orders older than this value are swept at the end of each block.

netDeltaMargin

boolean

[10] When true, firing legs sharing the same underlying are netted into a single position for MM/IM calculations (|Σ signed_size| × settle × weighted_bps). When false, per-leg scenario margin applies.

poolId

number

[11] Insurance-fund pool ID. Markets in different pools are insulated from each other’s liquidation cascades. 0 = shared default pool.

markPriceMaxOracleAgeMs

bigint

[12] Maximum oracle age in milliseconds before the engine refuses to use the oracle price for mark calculations. 0 = no staleness check.

feeTiers

FeeTier[]

[13] Volume-based fee tier table. Empty array = flat taker/maker fees apply.

Show FeeTier fields

min30dVolumeMicroUsdc

bigint

required

[0] Minimum 30-day rolling taker volume in microUSDC to qualify for this tier.

makerFeeTenthBps

number

required

[1] Maker fee in tenth-basis-points. Negative values are maker rebates.

takerFeeTenthBps

number

required

[2] Taker fee in tenth-basis-points.

tickSize

bigint

[14] Minimum price increment in microUSDC. 0 = no tick gate (any price accepted).

lotSize

bigint

[15] Minimum quantity increment in integer contracts. 0 = no lot gate (any quantity accepted).

primaryOracleSigner

Address

[16] 20-byte primary oracle signer address. When set, oracle updates from this signer take precedence. Pass an all-zero address to clear.

oracleStalenessMs

bigint

[17] Oracle staleness threshold in milliseconds. Only consulted when primaryOracleSigner is set. 0 = gate disabled.

markSourceMode

"OracleOnly" | "Median"

[18] Mark-price source mode. "OracleOnly" = legacy oracle-only mode; "Median" = median of oracle and book-mid. Has no effect on impact-family child markets.

maxMarkSpreadBps

number

[19] Thin-book spread cap in basis points for the "Median" mark-price guard. 0 resets to the engine default (100 bps). Ignored unless markSourceMode === "Median".

cexCompositeStalenessMs

bigint

[20] Maximum age in milliseconds for the composite-CEX price source in "Median" mode. 0 resets to the engine default (30 seconds).

partialLiquidationEnabled

boolean

[21] When true, liquidation closes one position at a time and rechecks maintenance margin before proceeding. When false, all-or-nothing liquidation applies.

szDecimals

number

[22] Published size scale: order and position quantities are in units of 10^-szDecimals of the base asset (display/metadata only — the engine never reads this field). 0 = integer-unit sizing.

ticker

string

[23] Human-readable ticker symbol (e.g., "BTC"). Display/metadata only; capped at 24 bytes. Fixed at market creation and immutable thereafter.

History Types

HistoryCashFlow

One row of the per-user deposit/withdrawal cash-flow log. Returned by GET /v1/history/deposits/{address} and GET /v1/history/withdrawals/{address}.

interface HistoryCashFlow {
  kind: "deposit_confirmed" | "withdraw_requested"
      | "withdrawal_confirmed" | "withdrawal_failed";
  owner: string;
  amount: string;
  signedDelta: string;
  newBalance: string;
  withdrawalId: string;
  solanaTxSig: string;
  solanaDestination: string;
  reason: string;
  blockHeight: number;
  timestamp: number;
}

kind

string

required

One of "deposit_confirmed", "withdraw_requested", "withdrawal_confirmed", or "withdrawal_failed".

owner

string

required

20-byte owner address as a hex string.

amount

string

required

Amount in microUSDC (always positive). May be empty for "withdrawal_confirmed" events.

signedDelta

string

required

Signed balance change for this event: +amount for deposit_confirmed and withdrawal_failed (credit); -amount for withdraw_requested (debit); "0" for withdrawal_confirmed (no balance change on acknowledgement).

newBalance

string

required

Post-event balance in microUSDC. Empty for "withdrawal_confirmed" since no balance change occurs on that event.

withdrawalId

string

required

Present on withdrawal events (withdraw_requested, withdrawal_confirmed, withdrawal_failed).

solanaTxSig

string

required

Present on deposit_confirmed and withdrawal_confirmed events.

solanaDestination

string

required

Present on withdraw_requested events only.

reason

string

required

Human-readable failure reason. Present on withdrawal_failed events only.

blockHeight

number

required

Block height at which the event landed.

timestamp

number

required

Unix timestamp in milliseconds.

HistoryResolution

One row of the per-user position-at-resolution log. Returned by GET /v1/history/resolutions/{address}.

interface HistoryResolution {
  kind: "conditional_settled" | "conditional_voided" | "prediction_settled";
  impactMarketId: string;
  market: string;
  owner: string;
  side: string;
  size: string;
  entryPrice: string;
  settlementPrice: string;
  realizedPnl: string;
  blockHeight: number;
  timestamp: number;
}

kind

string

required

One of "conditional_settled", "conditional_voided", or "prediction_settled".

impactMarketId

string

required

Impact-market family ID that the resolved position belonged to.

market

string

required

Child market ID (CPY/CPN or EBY/EBN).

owner

string

required

20-byte owner address as a hex string.

side

string

required

Position side at resolution: "Buy" = long, "Sell" = short.

size

string

required

Position size at resolution in integer contracts (stringified to preserve BIGINT precision).

entryPrice

string

required

Weighted-average entry price of the resolved position.

settlementPrice

string

required

Settlement price used for PnL calculation. conditional_settled → mark price; prediction_settled → payoff per share (BINARY_PRICE_MAX for winner, 0 for loser); conditional_voided → empty string (void path returns margin, no cash movement).

realizedPnl

string

required

Signed realized PnL in microUSDC. "0" for conditional_voided.

blockHeight

number

required

Block height at which the resolution landed.

timestamp

number

required

Unix timestamp in milliseconds.

HistoryPositionSnapshot

One row of the per-user position-history snapshot log. Each entry is a point-in-time snapshot written after every fill that changes position state (open → grow → reduce → close). A size of "0" represents a close event. Returned by GET /v1/history/positions/{address} with optional ?market=&from=&to=&limit= filters; results are newest-first.

interface HistoryPositionSnapshot {
  owner: string;
  market: string;
  side: string;
  entryPrice: string;
  size: string;
  blockHeight: number;
  timestamp: number;
}

owner

string

required

20-byte owner address as a hex string.

market

string

required

Market ID as a decimal string.

side

string

required

Position side: "Buy" = long, "Sell" = short.

entryPrice

string

required

Weighted-average entry price in microUSDC at the time of the snapshot.

size

string

required

Absolute position size in integer contracts. "0" indicates the position was closed at this block.

blockHeight

number

required

Block height at which the snapshot landed.

timestamp

number

required

Unix timestamp in milliseconds.

WithdrawalRecord

On-chain withdrawal record returned by queryWithdrawal. Mirrors exchange-core::types::WithdrawalRecord field-for-field.

type WithdrawalStatus = "Pending" | "Completed" | "Failed";

interface WithdrawalRecord {
  id: bigint;
  owner: Address;
  amount: bigint;
  solanaDestination: Uint8Array;
  status: WithdrawalStatus;
  requestHeight: bigint;
}

bigint

required

Engine-assigned withdrawal ID.

owner

Uint8Array

required

20-byte address that requested the withdrawal.

amount

bigint

required

Withdrawal amount in microUSDC.

solanaDestination

Uint8Array

required

Solana destination public key (Ed25519, 32 bytes).

status

"Pending" | "Completed" | "Failed"

required

Lifecycle status. Transitions are one-way: Pending → Completed or Pending → Failed; never reverses.

requestHeight

bigint

required

Block height at which the withdrawal request was admitted.

ImpactMarketInfo

On-chain info for an impact-market family (a set of 4–5 related books). Returned by the impactMarketInfo query.

type ImpactMarketStatus =
  | { kind: "Trading" }
  | { kind: "PreResolution" }
  | { kind: "Resolved"; outcome: Outcome };

interface ImpactMarketInfo {
  impactMarketId: number;
  underlyingMarket: number;
  cpyMarket: number;
  cpnMarket: number;
  ebyMarket: number;
  ebnMarket: number;
  question: string;
  deadlineMs: bigint;
  resolutionWindowMs: bigint;
  status: ImpactMarketStatus;
  createdMs: bigint;
  resolvedMs: bigint;
}

impactMarketId

number

required

Impact-market family identifier.

underlyingMarket

number

required

The underlying perpetual market this impact market is derived from.

cpyMarket

number

required

Child market ID for the Conditional Perp Yes (CPY) leg.

cpnMarket

number

required

Child market ID for the Conditional Perp No (CPN) leg.

ebyMarket

number

required

Child market ID for the Event Binary Yes (EBY) leg.

ebnMarket

number

required

Child market ID for the Event Binary No (EBN) leg.

question

string

required

Human-readable question text for the event (e.g., "Will BTC exceed $100k by Q4?").

deadlineMs

bigint

required

Unix timestamp in milliseconds at which the event’s trading window closes.

resolutionWindowMs

bigint

required

Duration in milliseconds after deadlineMs during which the resolver must submit an outcome.

status

ImpactMarketStatus

required

Current lifecycle status of the impact market.

Show ImpactMarketStatus variants

{ kind: "Trading" }

object

The market is live and accepting orders.

{ kind: "PreResolution" }

object

The deadline has passed; awaiting resolver outcome.

{ kind: "Resolved"; outcome: Outcome }

object

The event has been resolved. outcome is Yes (1), No (2), or Void (3).

createdMs

bigint

required

Unix timestamp in milliseconds at which the impact market was created.

resolvedMs

bigint

required

Unix timestamp in milliseconds at which the event was resolved. 0 if not yet resolved.

Client

Actions

Query Responses

Crypto & Codec

Query Response Types: Accounts, Orders, and Markets

Orderbook

OrderbookLevel

OpenOrder

AccountInfo

PositionInfo

AdlQueueEntry

Ticker

MarketConfig

History Types

HistoryCashFlow

HistoryResolution

HistoryPositionSnapshot

WithdrawalRecord

ImpactMarketInfo

Build docs developers (and LLMs) love

Client

Actions

Query Responses

Crypto & Codec

Documentation Index

​Orderbook

​OrderbookLevel

​OpenOrder

​AccountInfo

​PositionInfo

​AdlQueueEntry

​Ticker

​MarketConfig

​History Types

​HistoryCashFlow

​HistoryResolution

​HistoryPositionSnapshot

​WithdrawalRecord

​ImpactMarketInfo

Build docs developers (and LLMs) love

Orderbook

OrderbookLevel

OpenOrder

AccountInfo

PositionInfo

AdlQueueEntry

Ticker

MarketConfig

History Types

HistoryCashFlow

HistoryResolution

HistoryPositionSnapshot

WithdrawalRecord

ImpactMarketInfo