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GET
Returns a bucketed time series for the market, built from on-chain snapshots read through the event index. Use it to chart liquidity, utilization, rates and collateral price over time. History is an enhancement rather than a dependency, so an indexing outage never fails the request. The call returns 200 with available: false and a reason instead, and callers should branch on available before reading points. A series is cached for up to a minute.

Path Parameters

string
required
The market’s record ID, as id on List Markets, not its contract address. See Market IDs.

Query Parameters

string
default:"30d"
Window to cover. One of 24h, 7d, 30d, 90d, 1y, all, lowercase. Any other value is rejected with VALIDATION_ERROR.
string
Bucket size, hour or day. Defaults to the natural resolution for the range: hour for 24h and 7d, day for everything else.

Response Fields

object
Supply rates are derived with today’s figures, not the ones in force at each point. The fee split is read from the market now, and on a FIXED market the stamp is the rate the market stamps today. Points from before a change of either are restated at the current values.
Buckets exist only where something happened. Gaps are filled by carrying the previous bucket forward, which is exact for pool state because balances genuinely do not change between mutations.

Error Codes