Crypto.com Reference and Market Data API

Reference and market data endpoints provide public, unauthenticated access to instrument metadata, real-time market data, and historical pricing information. These endpoints form the foundation for price discovery, order book analysis, and trading decision workflows. ## Core Data Types ### Instrument Reference Data Use [`public/get-instruments`](/docs/api/rest/public-get-instruments) to retrieve the full catalog of tradable instruments. Each instrument includes: - Contract specifications (tick size, quantity decimals, leverage limits) - Product classification (perpetual swap, future, option) - Trading status and expiry information - Underlying index reference This endpoint should be called on application startup and periodically refreshed to detect new listings or contract expirations. ### Real-Time Market Data | Endpoint | Use Case | Update Frequency | |----------|----------|------------------| | [`public/get-book`](/docs/api/rest/public-get-book) | Order book depth (bids/asks) | Snapshot on request (up to 50 levels) | | [`public/get-tickers`](/docs/api/rest/public-get-tickers) | 24h summary (high, low, volume, open interest) | Updated per trade | | [`public/get-trades`](/docs/api/rest/public-get-trades) | Recent trade history | Last 150 trades (7-day max window) | For low-latency applications, use WebSocket subscriptions instead: - `book.{instrument_name}.{depth}` - Order book updates (10 or 50 levels) - `ticker.{instrument_name}` - Real-time ticker updates - `trade.{instrument_name}` - Trade feed ### Settlement and Expiry [`public/get-expired-settlement-price`](/docs/api/rest/public-get-expired-settlement-price) provides historical settlement prices for expired futures contracts. Use this for post-trade reconciliation and historical PnL calculations. ## Rate Limits Public endpoints share a global rate limit pool. For market data-intensive applications: - Use WebSocket subscriptions instead of polling REST endpoints - Cache `public/get-instruments` responses (updates infrequently) - Batch ticker requests by omitting `instrument_name` to get all tickers in one call ## Typical Integration Flow **Step 1 — Bootstrap Reference Data** Call `public/get-instruments` to load the instrument catalog. Store contract specifications locally. **Step 2 — Subscribe to Market Data** For real-time pricing, establish WebSocket connections and subscribe to: - `book.{instrument_name}.10` - top 10 order book levels - `ticker.{instrument_name}` - 24h summary stats - `trade.{instrument_name}` - trade feed **Step 3 — Polling Fallback** If WebSocket connections are unavailable, poll `public/get-tickers` and `public/get-book` at reasonable intervals (e.g., 1-5 seconds).