> ## Documentation Index > Fetch the complete documentation index at: https://docs.polymarket.com/llms.txt > Use this file to discover all available pages before exploring further. # 获取事件实时成交量 > Cumulative one-side (taker) volume per market. Pass `?event_id=` as a comma-separated list of integer event ids (aliases `id` / `eventId`); every market under those events is returned, `taker_volume` descending, with `taker_volume_total` their sum. A list spans events. Unlike the feeds this is not paginated; `data` is the object with no `pagination`. Unparseable ids are ignored; a request whose ids are *all* unparseable is a 400 rather than an empty 200, so a typo cannot read as "no volume". Ids are sorted and deduplicated before the lookup, so `?event_id=20,10` and `?event_id=10,20` are the same request and share a cache entry. ## OpenAPI ````yaml https://data-api.polymarket.com/v2/openapi.json GET /v2/live-volume openapi: 3.1.0 info: title: Polymarket Data API v2 description: >- The Polymarket Data API: wallet portfolios, trade and activity feeds, market state and ranked boards. ## Conventions every endpoint shares - **Envelope**: every response wraps its payload in `data` (paged routes add `pagination`). A documented miss is `data: null` or an empty list, never an error. - **Pagination is cursor-only**: follow `pagination.next_cursor` until `null`; `has_more` is exact, and there is no `offset` query parameter (sending one is a `400`). Cursors are signed, typed per endpoint, and opaque. The feeds (`trades`, `activity`, combo activity) are keyset walks, stable across concurrent writes; the boards, `holders` and most combo-position sorts are offset walks behind the opaque token, so a page taken across a data refresh can skip or repeat rows. Where a cursor binds its cohort (the boards, positions, combo positions), resuming bare is fine, restating the same values is fine, and contradicting them is a `400`. The `trades`/`activity` feed cursors carry only the seek anchor and page size (plus the sort direction on activity): re-send identical filters on every page, because changing one mid-walk re-anchors silently. - **Rate limiting**: `429` with `Retry-After` is the busy signal for heavy queries and pool saturation. A heavy query may first be queued briefly for a capacity slot; the `429` arrives only if that short wait ends unserved. Each caller also has a per-client request allowance, and bursts past it get the same `429` with `Retry-After` sized to the remaining wait. Retry after the given delay. - **Identifiers**: `condition` (aliases `condition_id`, `conditionId`) is the unified query key for on-chain 0x condition ids; `market_id` fields carry Gamma's own market ids; `event_id` takes Gamma event ids; `token_id` is the CLOB asset id (the key on `/v2/prices-history`). - **Params** accept both snake_case and camelCase spellings. - **Units**: bare `volume`/`size` values are **shares**; `_usdc` suffixed fields are USD; `taker_` prefixed volumes are one-side. - **Sentinels**: `outcome_index: 999` means the outcome could not be labeled; a missing or `null` numeric field means unavailable, never zero. - **Windows on `/v2/trades?user=` and `/v2/activity`**: an omitted or `0` `start` floors to three years back (`start=1` asks for full history); an omitted or `0` `end` is now plus one day. The other `/v2/trades` shapes ignore `start`/`end`: `condition`/`event_id` serve a fixed three-year window and the bare feed serves the rolling current-plus-previous month. Other windowed routes treat omitted/`0` bounds as unbounded; each documents its own rule. `/v2/prices-history` is the strict one, where a `0` bound is a `400`. - **Auth**: data routes take a bearer token in `Authorization` (the `AUTH_TOKEN` header is accepted as an alias). contact: name: Polymarket license: name: MIT identifier: MIT version: 0.1.0 servers: - url: https://data-api.polymarket.com description: Production - url: https://data-api-rs.stage.pmd.use1.polymarket.sh description: Staging security: - bearer: [] tags: - name: wallet description: >- Everything anchored on one wallet: positions (base and combos), portfolio value, PnL history, the profile card, trading volume, and token approvals. Pass the proxy wallet as `user`. One exception cuts across sections: `/v2/positions` with `condition` alone (no `user`) answers the market-wide holders question. - name: feeds description: >- The high-traffic keyset feeds: trades, activity and combo activity. Filter by `user`, `condition` or `event_id`; page with `next_cursor`. - name: markets description: >- Market and event state, keyed by on-chain `condition` ids, Gamma `event_id`s or a CLOB `token_id`: open interest, holders, per-event taker volume, resolution lifecycle, and price history. - name: boards description: >- Ranked, windowed boards: the PnL/volume leaderboard, biggest single wins, and the builder standings and volume buckets. Cursors pin the board they were minted on. - name: service description: >- Service metadata: data freshness: the serving watermark, its lag, and per-stream ingestion cursors. paths: /v2/live-volume: get: tags: - markets summary: Get live volume for an event description: >- Cumulative one-side (taker) volume per market. Pass `?event_id=` as a comma-separated list of integer event ids (aliases `id` / `eventId`); every market under those events is returned, `taker_volume` descending, with `taker_volume_total` their sum. A list spans events. Unlike the feeds this is not paginated; `data` is the object with no `pagination`. Unparseable ids are ignored; a request whose ids are *all* unparseable is a 400 rather than an empty 200, so a typo cannot read as "no volume". Ids are sorted and deduplicated before the lookup, so `?event_id=20,10` and `?event_id=10,20` are the same request and share a cache entry. operationId: get_live_volume parameters: - name: event_id in: query description: >- Event id(s), comma-separated. Required. `event_id` is the unified key across v2 (same as the feeds); `id` and `eventId` are accepted aliases. required: false schema: type: - string - 'null' responses: '200': description: >- Per-market taker volume for the requested event(s), plus taker_volume_total content: application/json: schema: $ref: '#/components/schemas/Envelope_LiveVolume' '400': description: Missing or unparseable event_id content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' '401': description: Missing or invalid authentication token content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' '429': description: Too many requests; retry after `Retry-After` content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' '500': description: Internal server error content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' components: schemas: Envelope_LiveVolume: type: object description: >- `{ "data": T }`; the envelope for endpoints that don't paginate. There is no `pagination` key: an aggregate or bounded list has no next page. Paginated feeds return a `*Page` shape (`{ data, pagination }`) instead. required: - data properties: data: type: object description: >- `/v2/live-volume`: one entry per market in the requested event(s), ordered by `taker_volume` descending, plus `taker_volume_total`; their sum. Events that resolve to no markets serve `{ taker_volume_total: 0.0, conditions: [] }`. required: - taker_volume_total - conditions properties: conditions: type: array items: $ref: '#/components/schemas/ConditionVolume' description: |- One row per market under the requested event(s), `taker_volume` descending; empty when the events resolve to no markets. taker_volume_total: type: number format: double description: Sum of the rows' `taker_volume`, in shares. ErrorResponse: type: object description: Error body returned by Data API endpoints for unsuccessful requests. required: - error properties: error: type: string description: Human-readable error message. ConditionVolume: type: object description: > One `/v2/live-volume` row: `taker_volume` is the market's cumulative one-side (taker) volume, truncated to 6 decimal places; qualified because the boards' `volume` is both-sides, and two measures must not share a name. required: - condition_id - taker_volume properties: condition_id: type: string description: On-chain condition id of the market (`0x` hex). taker_volume: type: number format: double description: >- Cumulative one-side (taker) volume in shares, truncated to 6 decimals. securitySchemes: bearer: type: http scheme: bearer ````