Endpoint for submitting event-market orders using the V2 request/response shape (single-book bid/ask side and fixed-point dollar prices). The legacy /portfolio/orders endpoint will be deprecated no earlier than May 6, 2026 — clients should migrate to this path.
Your API key ID
RSA-PSS signature of the request
Request timestamp in milliseconds
Side of the book for an order or trade. For event markets, this refers to the YES leg only: bid means buy YES, ask means sell YES. (Selling YES is economically equivalent to buying NO at 1 - price, but this endpoint quotes everything from the YES side.)
bid, ask String representation of the order quantity in contracts.
"10.00"
Price for the order in fixed-point dollars.
"0.5600"
fill_or_kill, good_till_canceled, immediate_or_cancel The self-trade prevention type for orders
taker_at_cross, maker If this flag is set to true, the order will be canceled if the order is open and trading on the exchange is paused for any reason.
Specifies whether the order place count should be capped by the member's current position.
The subaccount number to use for this order. 0 is the primary subaccount.
x >= 0The order group this order is part of
Order created successfully
Number of contracts filled immediately upon placement.
"10.00"
Number of contracts remaining after placement. For IOC orders, this reflects the final state after unfilled contracts are canceled.
"10.00"
Volume-weighted average fill price. Only present when fill_count > 0.
"0.5600"