Prices & markets

Where prices come from and how equity market hours are surfaced.

Prices

Prices come from Pyth Lazer feeds, filtered to the tokens present in the pool config. Read them with GET /prices or GET /prices/{symbol}.

Each price is an integer plus an exponent — apply price × 10^exponent, or just read priceUi:

{ "price": 54812000000, "exponent": -8, "priceUi": 548.12, "marketSession": "regular", "timestampUs": 1717407600000000 }

Market sessions

Some markets are equities (e.g. SPY, MSTR, CRCL) that only trade during market hours. Every price carries a marketSession so you can reflect the current session in your UI:

Value	Meaning
regular	Regular trading hours
preMarket	Pre-market session
postMarket	After-hours session
overNight	Overnight session
closed	Market closed

When a market is closed and has no fresh price, price and trade endpoints for that symbol can return 503.

Markets

A market is a (target custody, collateral custody, side) triple. You never construct that yourself — pass marketSymbol + side and the backend resolves the market against the live pool config. Enumerate raw markets, pools, and custodies under Market data.