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UpsideMAX is a perpetuals exchange built for programmatic trading. Instead of a traditional REST API with per-resource URLs, every write operation flows through a single POST /exchange endpoint — routed by the action.type field in the request body. Reads flow through POST /info, routed by the type field. Real-time market and account updates are delivered over WebSocket. This action-based design keeps the interface minimal and consistent across all trading operations.

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API Channels

The UpsideMAX API exposes three channels:

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Action-Based Routing

Unlike REST APIs that use distinct URLs per resource, UpsideMAX routes all requests by a type field in the JSON body:
  • POST /exchange — All state-changing operations (place order, cancel, register account, etc.) share this single URL. The server dispatches by action.type.
  • POST /info — All read queries share this URL. The server dispatches by the top-level type field.
This means you always POST to the same URL and change only the JSON payload to perform different operations.

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Environments

Mainnet is the production environment and trades real funds; Devnet is a separate environment for integration testing. Accounts and funds are not shared between them, and each signs over its own chain ID — see Requests.
Registration requires an invitation code. registerAccount must include a valid single-use inviteCode at the top level of the request envelope (alongside action, signature, and nonce — it is not part of the signature). A missing code is rejected with inviteCode required (400); an invalid or already-used one returns INVITE_CODE_INVALID (403). Request a code from the UpsideMAX team. See registerAccount. A newly registered account has no balance: on Mainnet, deposit funds before trading; for Devnet funds, contact the UpsideMAX team.

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Constraints

  • Contracts: discover them at runtime from configs. Filter to status: "Active" first — the response also returns delisted contracts, with complete parameters and no other marker — then match on name, never on contractId. The listed set is small and changes; do not build against a fixed list.
  • Coins: each contract names its own baseCoinId and quoteCoinId, resolved against the coins array in the same response. Read the quote coin per contract rather than assuming one settlement asset.
  • Prices & sizes (p, s): Raw integer strings. Scale each with that contract’s own priceScale / qtyScale from configs, and snap to its tickSize / stepSize.
Never hardcode a scale, and never reuse one contract’s scale for another. priceScale and qtyScale differ per contract and are routinely 0 — a contract with priceScale: 0 takes the display price unchanged. Applying a wrong scale silently misprices an order by a factor of ten or more. Read both values from configs for the exact contract you are trading, on every session.
Contract and coin IDs are assigned by the server — always enumerate them from the configs endpoint rather than hardcoding. configs is the authoritative source for tick sizes, scales, and leverage tiers per contract.

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Explore the API

Python SDK

The fastest way in: a typed client that signs for you. pip install upside-python-sdk.

Quickstart

Register an account, place a limit order, and cancel it — all in under 50 lines of Python.

Authentication

Learn how to sign POST /exchange requests using ECDSA secp256k1.

Exchange API Overview

Explore all write actions: orders, cancels, account registration, and more.

Info API Overview

Query orders, balances, market data, and configuration via POST /info.

WebSocket Overview

Subscribe to real-time order book updates, trades, and account events.

Error Codes

Reference for HTTP-level and business-level error codes with troubleshooting tips.