Tradable assets, busiest first
Each asset has id, symbol, issuer, category ('contract' = smart contract shares, 'token' = everything else), venues, priceQu and liquidityQu (priceQu is drawn from QX, where every asset trades: the price of the asset's newest QX trade when that is within 7 days, an older trade kept inside today's QX bid and ask, and for an asset with no QX trade the middle of its QX bid and ask; lastPriceQu and lastTradeAt are the raw trade and when it was, and bookPriceQu is the order-book or pool price, which a QSwap pool nobody trades against can leave far from the market), and (when the server keeps trade history) volume24hQu, volume72hQu, volume7dQu and trades24h: what traded on QX and QSwap together, and change24hPct, change72hPct and change7dPct: how far the price moved in 24 hours, 72 hours and 7 days (null when nothing traded to measure it). The list is the busiest first (most QU traded in 24 hours, then in 7 days, then the most liquid); sort=liquidity gives the most liquid first. ready is false until the first network scan finishes.
Request
- Base URL: https://qmax.exchange/api
- URL: https://qmax.exchange/api/v1/assets
- Auth: none declared
Query parameters
Filter by symbol
volume: busiest first. liquidity: most liquid first.
Response
Asset list
Changes
No recorded changes to this operation across all 1 revision of this API.