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Historical list REST success envelope

Historical list envelopes are used by the partner feed, events, messages, position history, and generated summary reads.

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Open positions and discovery REST success envelopes

Open positions, trader discovery, and asset discovery use the same outer envelope, but data.meta only contains:
  • hasMore
  • nextCursor
  • serverTime

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Stats REST success envelope

Stats responses use the same outer envelope and return:
  • filtersApplied
  • results
  • meta.requestedTraderIds and meta.missingTraderIds for trader stats
  • meta.requestedAssetIds and meta.missingAssetIds for asset stats
  • meta.totalCandidates for trader rankings
  • meta.totalMessages and meta.totalEvents for activity summaries
  • meta.serverTime
The applied time bounds for stats reads are returned in data.filtersApplied.appliedTimeRange.

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Server time anchor

Every list and stats response includes meta.serverTime: the server’s UTC time when the response was produced, as an ISO-8601 string. Use it as the anchor when resolving relative-time phrases such as “today”, “this week”, or “last 7 days” into explicit startTime and endTime values, in preference to a clock the client cached earlier. When the server applies a default history window, appliedTimeRange.endTime is taken from the same request clock and matches serverTime to within a few milliseconds.

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REST error envelope

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MCP mapping

  • MCP list tools return structured content with the same results and meta shape as the matching REST reads.
  • MCP stats tools return the same filtersApplied, results, and meta shape as the matching REST reads.
  • MCP errors are returned through the MCP response model instead of the REST envelope.
  • Preserve the REST requestId when debugging HTTP failures with Centaur support.

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Current-price freshness

Open-position rows include current mark fields when pricing is available. They do not currently include a separate priceAsOf timestamp. Treat current marks as best-effort live marks for the request, not as audited settlement prices.

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Price denomination

Prices are denominated in the quote currency of the asset’s preferred market, exposed as a nullable quoteSymbol field (for example USDT, USDC, or CAD) on position and event payloads. Do not assume every price is in US dollars: assets on non-USD markets, such as TSX equities quoted in CAD, report prices in their native quote currency. quoteSymbol reflects the asset’s current preferred market rather than the market the trade originally executed on, so treat it as the display denomination for the row’s price fields.
Last modified on September 15, 2026