API DOCUMENTATION · v1

Build on the catastrophe-risk market.

The RSKX API is the same surface our trading UI runs on top of. REST for order entry, history, and positions. WebSocket for streaming book and trade data. FIX 4.4 for execution desks who already speak it. All endpoints below are documented pre-launch — production base URL goes live Q3 2026 alongside DCM designation.

Overview

Base URL: https://api.rskx.io/v1 · WebSocket: wss://stream.rskx.io/v1 · FIX: fix.rskx.io:443 (TLS, NY4 cross-connect available)

Contracts are binary event contracts, each keyed to an H3 resolution-9 hex and a defined peril + threshold. Each contract pays $1.00 on a qualifying event, $0.00 otherwise. All amounts are USD, prices are cents (0.00–100.00).

Conventions

Request & response bodies: JSON, UTF-8, Content-Type: application/json
Timestamps: ISO-8601 UTC, millisecond precision (2026-05-19T14:32:18.412Z)
Decimal: strings to preserve precision (e.g. "price": "0.5630")
Sequence: monotonic seq per stream channel; resyncs are explicit, never silent
Idempotency: Idempotency-Key header on order submit; same key returns same response

Authentication

Every request is authenticated with an API key + HMAC-SHA256 signature over a canonicalized request string. Keys are generated from the Account → API keys page. Treat the secret like a password.

Headers

X-RSKX-Key: rskx_live_8f72c… X-RSKX-Timestamp: 1716123138412 X-RSKX-Signature: hex(HMAC_SHA256(secret, ts + method + path + body))

SECURITY Requests with a timestamp more than 30 seconds out of sync with the server clock are rejected. Withdrawals and orders over $25K notional require a second factor (TOTP) — pass it as X-RSKX-2FA on the request.

Errors & rate limits

HTTP status codes for transport-level failures. Application errors return 4xx/5xx with a structured body.

{ "error": { "code": "INSUFFICIENT_FUNDS", "message": "Buying power $1,200 below required margin $2,100", "request_id": "req_8f72c0a..." } }

Rate limits

Public market data: 100 req/sec per IP
Authenticated reads: 50 req/sec per key, 600/min
Order writes: 25 req/sec per key, burst 100 (then 429)
Designated MM keys: 500 req/sec — request via api@rskx.io

Contracts

List active contracts, retrieve a single contract by id, or fetch metadata by (peril, hex).

GET/contracts

List active contracts. Filter by peril, season, or hex prefix.

Param	Type	Req	Description
peril	string	no	One of `hurricane`, `wildfire`, `flood`, `earthquake`, `severe_storm`
season	int	no	Contract season (e.g. `2026`)
hex_prefix	string	no	First N chars of H3 cell id (filters by region)
limit	int	no	Default 100, max 1000

# Example GET /v1/contracts?peril=hurricane&season=2026&limit=3 { "contracts": [ { "id": "HUR-2026-872a10072ffffff", "peril": "hurricane", "hex": "872a10072ffffff", "season": 2026, "threshold": "Category >= 1 landfall", "data_source": "NOAA HURDAT2", "settles_at": "2026-12-31T23:59:59Z", "status": "open", "last": "0.5630", "open_interest": 1420000 }, ... ], "seq": 18472918 }

GET/contracts/:id

Get a single contract by id, including full specification and resolution metadata.

Order book

GET/contracts/:id/book

Top-N snapshot of the lit order book. For streaming L2 use the WebSocket channel.

GET /v1/contracts/HUR-2026-872a10072ffffff/book?depth=10 { "contract_id": "HUR-2026-872a10072ffffff", "bids": [["0.562", 8400], ["0.561", 12000], ...], "asks": [["0.568", 6200], ["0.569", 9100], ...], "seq": 18472918, "ts": "2026-05-19T14:32:18.412Z" }

Orders

Submit, query, and cancel orders. Orders are binary: side is yes or no. Prices are cents (0.0–1.0).

POST/orders

Submit a new order. Use Idempotency-Key header for safe retries.

Param	Type	Req	Description
contract	string	yes	Contract id, e.g. `HUR-2026-872a10072ffffff`
side	enum	yes	`yes` or `no`
type	enum	yes	`market` · `limit` · `ioc` · `fok`
qty	int	yes	Contracts. Each contract pays $1.00 on event.
price	decimal	no*	0.0–1.0. Required if `type=limit`. Optional `max_price` for market orders.
tif	enum	no	`GTC` · `DAY` · `IOC`

POST /v1/orders Idempotency-Key: desk-8f72c-2026-05-19-0001 { "contract": "HUR-2026-872a10072ffffff", "side": "yes", "type": "limit", "price": "0.563", "qty": 5000, "tif": "GTC" } # Response { "order_id": "ord_8f72c0a...", "status": "open", "filled_qty": 0, "avg_price": null, "created_at": "2026-05-19T14:32:18.412Z" }

GET/orders/:id

Retrieve an order by id. Includes status, filled_qty, avg_price, fills array.

DELETE/orders/:id

Cancel an open order. No-op if already filled/canceled. Returns latest state.

Positions

GET/positions

All open positions grouped by contract. Includes net qty, average entry, unrealized P&L.

Fills

GET/fills

Historical fills, paginated by cursor. Use from/to for time-bounded queries.

RFQ & large blocks

RFQ BEHAVIOR Orders above the visible book route through our RFQ engine. We sweep the lit book first, then ride the back of the resting maker spreads until the order is filled. Same model as Kalshi — no OTC, no dark pool, lit-with-tail.

POST/rfq

Submit a block RFQ. Returns an indicative all-in price; POST /rfq/:id/accept within 30s to execute at indicated levels.

POST /v1/rfq { "contract": "HUR-2026-872a10072ffffff", "side": "yes", "qty": 250000 } # Response { "rfq_id": "rfq_4b81f...", "avg_price": "0.5681", "lit_sweep_qty": 12400, "maker_tail_qty": 237600, "expires_at": "2026-05-19T14:32:48.412Z" }

WebSocket streaming

Subscribe to streaming book updates, trades, and order/position events. Single connection, multiple channel subscriptions, monotonic seq per channel.

// Subscribe to L2 + trades for one contract ws.send({ "type": "subscribe", "channels": ["book.l2", "trades"], "contracts": ["HUR-2026-872a10072ffffff"] }); // Incoming book delta { "channel": "book.l2", "contract": "HUR-2026-872a10072ffffff", "side": "bid", "price": "0.562", "size": 8400, "seq": 18472919 }

FIX 4.4

For execution desks already on FIX. Logon at fix.rskx.io:443, TLS-secured. NY4 cross-connect available — contact fix@rskx.io.

Supported messages

D — New Order Single (limit, market, IOC, FOK)
F — Order Cancel Request
G — Order Cancel/Replace Request
8 — Execution Report (fills, partials, cancels)
AB — New Order Multileg (for paired YES/NO basket trades)

# New Order Single — limit buy YES 5000 @ 0.563 8=FIX.4.4|9=148|35=D|49=DESK01|56=RSKX|34=12|52=20260519-14:32:18| 11=ord_8f72c0a|55=HUR-2026-872a10072ffffff|54=1|38=5000|40=2|44=0.563|59=1|10=174

Object reference

Contract

Field	Type	Description
id	string	Canonical id, e.g. `HUR-2026-872a10072ffffff`
peril	enum	One of the 5 perils
hex	string	H3 resolution-9 cell id
threshold	string	Human-readable trigger condition
data_source	string	Authoritative public source (NOAA HURDAT2, USGS ShakeMap, etc.)
settles_at	datetime	UTC, end of contract period
status	enum	`open` · `settling` · `disputed` · `resolved` · `paid`

Order

Field	Type	Description
order_id	string	Server-assigned id
status	enum	`open` · `partial` · `filled` · `canceled` · `rejected`
filled_qty	int	Cumulative filled contracts
avg_price	decimal	Volume-weighted average fill price

Changelog

v1.0 (Q3 2026 target) — Public API GA at DCM designation
v0.9-beta — RFQ endpoint, multileg FIX, idempotency keys
v0.8-beta — FIX 4.4 support, NY4 cross-connect
v0.5-alpha — Private beta REST + WebSocket for design partners

PRE-LAUNCH These docs describe the target API surface. The production endpoint goes live alongside CFTC DCM designation in Q3 2026. Design partners can request sandbox access today at api@rskx.io.