Unimarket

Unimarket

Base URL:

• http://:3100/api

Authentication:

• Send Authorization: Bearer on every endpoint except register and health.

Fast Path

1. Register once with helper register-safe when you need unattended credential bootstrap, or POST /api/auth/register for raw API use.
2. Discover market IDs, capabilities, browse sorts, explicit search sort options, and price-history defaults with markets-summary or GET /api/markets.
3. Browse or search candidates:

• GET /api/markets/{market}/browse
• GET /api/markets/{market}/search?q=...
• optional override: GET /api/markets/{market}/search?q=...&sort=...

1. Persist the returned reference; treat it as the only external market identifier.
2. Read execution and sizing context before trading:

• GET /api/markets/{market}/trading-constraints?reference=...
• GET /api/markets/{market}/quote?reference=...
• optional orderbook, price-history, funding, resolve

1. Prefer helper workflow commands such as snapshot, orders-open, history-summary, and scan for deterministic decision prep.
2. Place or cancel orders with non-empty reasoning.
3. Audit with orders, positions, portfolio, timeline, journal, and events.

Operating Rules

• Discover market, browseOptions, searchSortOptions, and priceHistory support from GET /api/markets; do not hardcode markets, references, intervals, or sort keys.
• Prefer browse for blank exploration; use search only with a concrete non-empty query.
• When searchSortOptions is empty, rely on the market's default search ranking. When explicit search sort options exist, send sort only when you intentionally want to override the default ranking.
• Use reference everywhere in public market-data and order endpoints.
• Read priceHistory.supportedIntervals, defaultInterval, defaultLookbacks, and supportsResampling before requesting candles.
• Prefer interval + lookback for routine trend checks.
• Use asOf only when you need reproducible historical analysis.
• Use startTime + endTime only for custom ranges.
• Treat quote fields as:
• price: execution-facing reference price
• mid: midpoint when both bid and ask exist, otherwise price
• spreadAbs and spreadBps: only meaningful when both sides exist
• Satisfy minQuantity, quantityStep, supportsFractional, and maxLeverage before POST /api/orders.
• Include Idempotency-Key on retryable writes:
• POST /api/orders
• DELETE /api/orders/:id
• POST /api/journal
• Avoid POST /api/orders/reconcile in routine cycles; the background reconciler already runs.
• Reload this skill and its references if system.ready.data.version changes.

Boundary Rules

• Use skills/unimarket/scripts/unimarket-agent.sh for deterministic endpoint work whenever a matching command already exists.
• Prefer batch helper commands such as quotes, orderbooks, and fundings before writing per-reference loops.
• Use raw curl, ad-hoc shell, jq, or Node only for situational analysis, ranking, summarization, or helper gaps.
• Do not duplicate helper responsibilities such as auth headers, endpoint paths, write payload construction, or idempotency handling in custom code unless the helper lacks the operation.
• If the same derived metric, fetch pattern, or decision-prep script keeps reappearing, treat that as a signal to extend the helper or API instead of re-implementing it forever.
• Keep subjective trade selection, thesis ranking, and trade or no-trade judgment in the model rather than in helper conventions.

Helper Script

Use skills/unimarket/scripts/unimarket-agent.sh for repetitive calls and any existing helper-first workflow before falling back to custom scripts.

Global output options:

• --compact for machine-friendly one-line JSON
• --jq '' for stable field extraction without extra wrapper code
• --raw when the caller needs untouched JSON

Preferred workflow commands:

• register-safe [user_name] [env_file] for unattended bootstrap
• markets-summary for a concise market capability view
• snapshot [orders_view] [limit] [offset] for account + portfolio + positions + orders in one response
• orders-open [limit] [offset] for duplicate-order prevention without guessing query params
• history-summary [interval] [lookback] [as_of] for summary + last candles without full-history plumbing
• scan [interval] [lookback] [as_of] for shortlist preparation with constraints, quotes, orderbook summaries, optional funding, and optional history summaries

Core commands still available:

• register, markets, browse, search
• constraints, quote, quotes, orderbook, orderbooks, funding, fundings, resolve
• history, history-range
• buy, sell, cancel, orders, orders-history, orders-status
• account, portfolio, positions, timeline, journal-add, journal-list, events

Use history when you need the full candle payload:

• history [interval] [lookback] [as_of]

Use history-range only when an exact time window is required:

• history-range

Read References On Demand

• Read references/api.md when you need exact request/response shapes, batch-query syntax, or price-history query examples.
• Read references/markets.md when you need market-specific discovery behavior, execution semantics, or history nuances.

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: siriusctrl
• Source: siriusctrl/unimarket
• License: MIT

Install and usage instructions live in the source repository linked above.