matchedVenueMarkets so you
can build a cross-venue price comparison in three calls:
- List matched events — events confirmed on two or more venues.
- Walk every market and its matched siblings — collect each
venueMarketId. - Batch-fetch midpoints — one
getMidpointscall returns the live Yes-side price per market. The client batches 75 ids.
0.55 means the
market implies a 55% probability of “Yes”. Comparing midpoints across venues for the same
matched event surfaces the spread an arbitrageur, smart router, or “best price” badge cares
about.
1. Create the client
2. List matched events
getVenueEvents accepts matchStatus as an array. Pass ["matched", "verified"] to restrict
the response to events confirmed across more than one venue — every market in the response
includes its matchedVenueMarkets. Calls GET /venue-events.
3. Collect every venueMarketId
Walk the response and gather every market ID — the event’s own markets plus eachmatchedVenueMarkets[].id.
venueMarkets array on a list event is a preview of up to three markets. Page
GET /venue-markets?venueEventId= for the full set.
Sibling venues stay on matchedVenueMarkets[]. Which id to pass is Ids. Midpoints
take venueMarketId.
4. Batch-fetch midpoints
The client sends at most 75 ids per request and merges the responses. PassbestPrice=true to add
bestBid, bestAsk, and arbReturn. Two Hyperliquid listings in one cluster are different books.
See Hyperliquid deployers.
Entries are never dropped — check error before trusting a price
Every requested id gets an entry back, even one the API can’t price. Unknown or
resolved markets return midpoint: null alongside a structured error rather
than being omitted, so the response array stays aligned with the ids you sent
and a batched request can’t silently shift. GET /orderbooks behaves the same way.
5. Build the comparison
Index midpoints byvenueMarketId, then for each market look up its own midpoint plus its
siblings’.
Live updates
/midpoints is a snapshot. There is no midpoint WebSocket channel. Live depth is the
orderbook socket, keyed by venueMarketOutcomeId. Snapshots and
deltas on that socket include a midpoint for the outcome.
Related
Building Market Views
Compose discovery and orderbook endpoints into event grids and trading views.
Real-Time Orderbook
Live depth for an outcome id.