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Venue API Catalog (dYdX)

type: summaryconfidence: highupdated: 2026-06-19sources: 6

The dYdX docs (docs.dydx.xyz, ~70 pages mirrored in raw/) are this wiki's worked example of a perp venue's integration surface. This page maps that space so an agent fetches the exact reference page; the concept pages distill the trading mechanics.

API surfaces

HTTP / REST API (http-rest-api, node-api, public-api, private-api) — query markets, account state, fills, funding payments.
WebSocket API (websockets-api) — streaming order book, fills, subaccount updates.
Indexer (indexer-deep-dive) — the read layer behind the APIs.
Permissioned keys (permissioned-keys, permissioned-keys-api) — scoped trading keys.

Core data objects (one ref page each in raw/)

Markets: PerpetualMarket, TradingPerpetualMarket, ClobPairId, quantums-and-subticks.
Orders: Order, OrderType, TimeInForce, OrderResponseObject, OrderSubaccountMessage.
Positions/accounts: accounts-and-subaccounts, PerpetualPositionResponseObject, AssetPositionSubaccountMessage, SubaccountResponseObject.
Fills & funding: FillResponseObject, FillType, FundingPaymentResponseObject.
Advanced: BuilderCodeParameters, TwapParameters, megavault (pooled liquidity vault).

Trading mechanics pages (distilled into this wiki)

funding → funding-rates; margining → margin-and-leverage; liquidations + contract-loss-mechanisms → liquidations-and-deleveraging; oracle-prices → mark-and-oracle-price; isolated-markets / isolated-positions → cross-vs-isolated-margin.

For exact request/response shapes, read the specific object page in raw/. Other venues expose different APIs for the same concepts.