> ## Documentation Index > Fetch the complete documentation index at: https://docs.routeur.app/llms.txt > Use this file to discover all available pages before exploring further. # Top-of-book history > The top of the book over time: the best Yes bid and ask, mid, microprice, spread, the USD within 5 cents of each side's best bid, and the imbalance, one point per `step` in which the top changed, each the last state in its step, with how many changes the step saw. The series is recorded per second of change and kept hot for 30 days; at most 5,000 points per request, so a day at one-second resolution needs several requests. ## OpenAPI ````yaml /openapi.yaml get /v1/markets/{venue}/{id}/book/history openapi: 3.1.0 info: title: Routeur Graph API version: '2026-09-15' summary: >- Proven relations between Kalshi and Polymarket contracts, with the history and signals built on them. description: > Routeur reads every open market on Kalshi and global Polymarket, and proves which ones imply, exclude or equal each other from each venue's structured contract terms and exact arithmetic. No relation is inferred from prose, and ambiguous or conflicting evidence is withheld. ## Authentication Send your key in the `X-API-Key` header, or as `Authorization: Bearer `. Keys look like `rk_live_<12-character id>_<43-character secret>` and are shown once when issued. Keep them server-side. ## Rate limits Every key has a per-minute limit and a per-day quota set by its tier: | Tier | Requests per minute | Requests per day | |---|---|---| | free | 30 | 2,000 | | trader | 120 | 50,000 | | pro | 600 | 500,000 | | institutional | 3,000 | 10,000,000 | Responses carry `X-RateLimit-Limit`, `X-RateLimit-Remaining` and `X-RateLimit-Reset` (Unix seconds) for the minute window, and `X-Daily-Quota-Limit` and `X-Daily-Quota-Remaining` for the day (UTC). A request over either limit returns `429` with `Retry-After` in seconds. ## Conventions - Money and prices are decimal strings in USD (for example `"0.4100"`), never floats. Prices are per contract that pays $1. - Times are RFC 3339 in UTC. - Successful responses wrap results in `data`. Graph-derived responses also name the `graph_run` they were read from; runs finish hourly. - Paginated lists return `next_cursor` when more results exist. Pass it back as `cursor` unchanged; cursors are opaque. - Unknown or repeated query parameters are rejected with `400`, so typos never silently widen a query. ## Liquidity Every object that names a market carries its 24-hour volume, its spread and a `liquidity` grade, because a price nobody can trade at is not a price: | Grade | 24-hour volume or open interest | Round-trip spread | |---|---|---| | `deep` | $25,000 traded, or $250,000 open interest | 2¢ or less | | `tradeable` | $1,000 traded, or $25,000 open interest | 5¢ or less | | `thin` | anything less, or no quoted round trip | | Lists that suggest something to act on — price gaps, leads, movers, flows, large fills, closing soon, strategy matches — leave thin markets out by default, and rank what is left by the money behind it. Three parameters change that wherever it applies: `min_volume_usd`, `max_spread_usd` and `include_thin=true`, which drops both floors. Search and event listings show thin markets but rank them below what can be traded. ## Errors Errors return a JSON body `{"error": {"code": "...", "message": "..."}}`. Branch on `code`; messages may change. | Status | Code | Meaning | |---|---|---| | 400 | `invalid_parameter` | A query parameter is unknown, repeated or out of range. | | 400 | `invalid_market` | The venue is not `kalshi` or `polymarket`, or the market id is malformed. | | 400 | `invalid_rulebook` | The venue, rulebook kind or id is malformed. | | 401 | `api_key_required` | No key was sent. | | 401 | `invalid_api_key` | The key is malformed or unknown. | | 401 | `api_key_revoked` | The key was revoked. | | 404 | `market_not_found` | The market is not in the latest graph. | | 404 | `relation_not_found` | Both markets are listed, but no current proof relates them. | | 404 | `rulebook_not_found` | No such rulebook has been recorded. | | 404 | `book_not_found` | No order book is recorded for the market at that time. | | 404 | `not_found` | No such endpoint. | | 429 | `rate_limited` | The per-minute limit was exceeded. | | 429 | `daily_quota_exceeded` | The daily quota is used up. | | 429 | `too_many_streams` | The key already holds its concurrent live streams. | | 503 | `graph_unavailable` | No graph run has finished yet. | | 503 | `stream_unavailable` | No live stream capacity is free; retry shortly. | | 504 | `timeout` | The request took longer than 15 seconds. | | 500 | `internal` | Something failed on our side. | ## Webhooks Mispricing alerts are delivered as signed `POST` requests; see the `webhooks` section. Each request carries `Routeur-Signature: t=,v1=`, where `v1` is HMAC-SHA256 of `.` keyed by your subscription's signing secret. Reject requests whose signature does not match or whose `t` is more than five minutes old, and respond `2xx` within 10 seconds. `Routeur-Delivery` identifies the delivery and stays the same across retries, so use it to ignore duplicates. Any response other than `2xx` or `410`, or no response, is retried with exponential backoff from 30 seconds for up to 8 attempts; responding `410 Gone` disables the subscription. Endpoints must be HTTPS on a public address, and redirects are not followed. contact: name: Routeur url: https://routeur.app servers: - url: https://api.routeur.app security: - apiKey: [] - bearer: [] tags: - name: Events description: Real-world events across both venues, the way people browse them. - name: Graph description: Markets and the relations proven between them. - name: History description: Recorded quotes and trades. - name: Rules description: | Contract terms and their history. Every version of every market's rule text is kept from the day it was first seen, along with the rulebooks above it (Kalshi series and event terms, Polymarket resolution metadata) and the venue's contract terms documents, with diffs between versions. - name: Books description: >- Order books recorded live from each venue's feed, their history, and the health of the feeds. - name: Signals description: Mispricing leads and unusual trading derived from the graph and history. - name: Live description: Quotes, trades, relations and leads pushed as they happen. - name: Service description: Service status and this document. paths: /v1/markets/{venue}/{id}/book/history: parameters: - $ref: '#/components/parameters/Venue' - $ref: '#/components/parameters/MarketID' get: tags: - Books summary: Top-of-book history description: | The top of the book over time: the best Yes bid and ask, mid, microprice, spread, the USD within 5 cents of each side's best bid, and the imbalance, one point per `step` in which the top changed, each the last state in its step, with how many changes the step saw. The series is recorded per second of change and kept hot for 30 days; at most 5,000 points per request, so a day at one-second resolution needs several requests. operationId: getBookHistory parameters: - name: from in: query description: Start of the window, RFC 3339. Defaults to 24 hours before `to`. schema: type: string format: date-time - name: to in: query description: End of the window, RFC 3339. Defaults to now. schema: type: string format: date-time - name: step in: query description: Resolution of the series. schema: type: string enum: - 1s - 10s - 1m - 5m - 15m - 1h default: 1m responses: '200': description: The series, oldest first. headers: X-RateLimit-Limit: $ref: '#/components/headers/X-RateLimit-Limit' X-RateLimit-Remaining: $ref: '#/components/headers/X-RateLimit-Remaining' X-RateLimit-Reset: $ref: '#/components/headers/X-RateLimit-Reset' X-Daily-Quota-Limit: $ref: '#/components/headers/X-Daily-Quota-Limit' X-Daily-Quota-Remaining: $ref: '#/components/headers/X-Daily-Quota-Remaining' content: application/json: schema: type: object additionalProperties: false required: - data - from - to - step properties: data: type: array items: $ref: '#/components/schemas/BookPoint' from: $ref: '#/components/schemas/Timestamp' to: $ref: '#/components/schemas/Timestamp' step: type: string enum: - 1s - 10s - 1m - 5m - 15m - 1h '400': $ref: '#/components/responses/BadRequest' '401': $ref: '#/components/responses/Unauthorized' '429': $ref: '#/components/responses/TooManyRequests' default: $ref: '#/components/responses/Error' components: parameters: Venue: name: venue in: path required: true description: The venue the market is listed on. schema: $ref: '#/components/schemas/Venue' example: kalshi MarketID: name: id in: path required: true description: >- The venue's market id, such as a Kalshi ticker or a Polymarket market slug. schema: $ref: '#/components/schemas/MarketID' example: KXNFLTEAMTOTAL-26SEP20MIASF-SF11 headers: X-RateLimit-Limit: description: Requests allowed per minute for this key. schema: type: integer X-RateLimit-Remaining: description: Requests left in the current minute. schema: type: integer X-RateLimit-Reset: description: Unix time when the minute window resets. schema: type: integer X-Daily-Quota-Limit: description: Requests allowed per UTC day. schema: type: integer X-Daily-Quota-Remaining: description: Requests left today. schema: type: integer schemas: BookPoint: type: object additionalProperties: false required: - at - yes_depth_5c_usd - no_depth_5c_usd - changes properties: at: $ref: '#/components/schemas/Timestamp' description: Start of the step. yes_bid_usd: $ref: '#/components/schemas/Decimal' yes_ask_usd: $ref: '#/components/schemas/Decimal' mid_usd: $ref: '#/components/schemas/Decimal' microprice_usd: $ref: '#/components/schemas/Decimal' spread_usd: $ref: '#/components/schemas/Decimal' yes_depth_5c_usd: $ref: '#/components/schemas/Decimal' no_depth_5c_usd: $ref: '#/components/schemas/Decimal' imbalance: $ref: '#/components/schemas/Decimal' changes: type: integer description: Seconds within the step in which the top changed. Timestamp: type: string format: date-time Venue: type: string enum: - kalshi - polymarket MarketID: type: string pattern: ^[A-Za-z0-9][A-Za-z0-9_.-]{0,199}$ Decimal: type: string description: An exact decimal number. pattern: ^-?[0-9]+(\.[0-9]+)?$ example: '0.4100' Error: type: object additionalProperties: false required: - error properties: error: type: object additionalProperties: false required: - code - message properties: code: type: string description: A stable machine-readable code. message: type: string description: A human-readable explanation. responses: BadRequest: description: Invalid parameter or market. content: application/json: schema: $ref: '#/components/schemas/Error' example: error: code: invalid_parameter message: 'Invalid or unsupported query parameter: limit.' Unauthorized: description: Missing, invalid or revoked API key. headers: WWW-Authenticate: schema: type: string content: application/json: schema: $ref: '#/components/schemas/Error' example: error: code: api_key_required message: Send an API key in the X-API-Key header or as a Bearer token. TooManyRequests: description: Rate limit or daily quota exceeded. headers: Retry-After: description: Seconds until the limit resets. schema: type: integer content: application/json: schema: $ref: '#/components/schemas/Error' Error: description: Any other error. content: application/json: schema: $ref: '#/components/schemas/Error' securitySchemes: apiKey: type: apiKey in: header name: X-API-Key bearer: type: http scheme: bearer description: The same API key sent as a Bearer token. ````