client.data.core.getTrades returns historical fills across markets. Combine filters to analyse
liquidity, user behaviour, or market conditions.
Request
Parameters
| Name | Type | Required | Default | Notes |
|---|---|---|---|---|
limit | number (0–10000) | 100 | Page size. | |
offset | number (0–10000) | 0 | Page offset. | |
takerOnly | boolean | true | Set to false to include maker fills. | |
filterType | "CASH" | "TOKENS" | – | Must be provided with filterAmount. | |
filterAmount | number (≥ 0) | – | Minimum cash/tokens threshold. | |
market | string[] | – | Condition IDs (mutually exclusive with eventId). | |
eventId | number[] | – | Event IDs (mutually exclusive with market). | |
user | string (address) | – | Filter by participant. | |
side | "BUY" | "SELL" | – | Filter by trade direction. |
⚠️ Provide bothfilterTypeandfilterAmountor neither. Mixing them triggers a validation error. Likewise,marketandeventIdcannot be combined.
Response
Usage example
Failure modes
- Missing paired filters → validation error referencing both fields.
- Conflicting
market/eventId→ validation error. - HTTP failure →
HttpErrorwith parsed body. - Network failure →
Error("Network error: …")with original cause.