---
title: "Tradable assets, busiest first"
method: GET
path: "/v1/assets"
---

# Tradable assets, busiest first

`GET /v1/assets`

## Request

- Base URL: `https://qmax.exchange/api`
- URL: `https://qmax.exchange/api/v1/assets`
- Auth: none declared

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.

## Query parameters

- `category` 'contract' | 'token'
- `q` string
- `sort` 'volume' | 'liquidity'

## Response `200`

Asset list

---

[API](https://skmtc.dev/qmax/apis/qmax-api.md) · [All operations](https://skmtc.dev/qmax/apis/qmax-api/llms.txt) · [OpenAPI document](https://skmtc.dev/qmax/apis/qmax-api/revisions/af70e2813a7a?raw)