> ## 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.

# Signals

> What is moving, where money is going, and what is unusual.

Signals are read from recorded prices and trades. They describe what happened, not why.

<CardGroup cols={2}>
  <Card title="Moves" icon="chart-line">
    `GET /v1/insights/moves` — the day's biggest price changes on markets still worth trading.
  </Card>

  <Card title="Large fills" icon="whale">
    `GET /v1/insights/tape` — the biggest single trades, newest first.
  </Card>

  <Card title="One-sided money" icon="scale-unbalanced">
    `GET /v1/insights/flows` — net money toward Yes or No over a window.
  </Card>

  <Card title="Unusual flow" icon="bolt">
    `GET /v1/flow` — trading far outside a market's own normal.
  </Card>
</CardGroup>

## Moves

The biggest 24-hour price changes among markets with at least \$1,000 traded, each with its unusual-flow signals, trades and net money toward Yes, and how many markets the graph relates to it. Markets whose event is under way, priced outside 10¢–90¢, or that moved more than 40¢ are left out: those are results arriving, not prices changing their minds.

## Large fills

`GET /v1/insights/tape?min_usd=10000&hours=24` returns fills of at least `min_usd`, newest first, with `toward` naming the outcome each backs: buying Yes or selling No backs `yes`. Windows reach back 30 days; fills from before the live trade feed come from imported history and are marked `archived`.

## One-sided money

`GET /v1/insights/flows?hours=24` ranks markets with at least \$2,000 traded by net money toward Yes (`net_usd` positive) or No (negative), with the price change over the window. Windows are 1, 6 and 24 hours, a week (`168`) or a month (`720`).

## Unusual flow

`GET /v1/flow` lists markets whose last 15 minutes of trading were unusual against their own previous week, scored every five minutes.

| `kind`       | Meaning                                                                    |
| ------------ | -------------------------------------------------------------------------- |
| `burst`      | Far more trades than the market normally sees.                             |
| `large_fill` | One fill much larger than its typical trade.                               |
| `one_sided`  | Unusual flow almost all in one direction that moved the Yes price with it. |

`score` is the strength: for bursts and one-sided flow, −log10 of the chance of that much trading given the market's history; for large fills, the fill's multiple of its mean fill. Scores are capped at 1000, which means the chance was too small to measure: a market that rarely trades suddenly trading heavily reaches it easily, so read `metrics` for the size. `metrics` carries the measurements behind it. Repeated detections of the same market and kind within an hour extend one signal, counted in `detections`.

## Also available

| Endpoint                   | What it shows                                                                                         |
| -------------------------- | ----------------------------------------------------------------------------------------------------- |
| `GET /v1/insights`         | Cross-venue pairs priced furthest apart, the biggest movers and the most traded markets, in one call. |
| `GET /v1/insights/closing` | Events closing in the next days with \$500 or more traded today.                                      |
| `GET /v1/insights/ticker`  | A short mixed list of moves, large fills, venue gaps and strategy matches, for a scrolling display.   |