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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

Devnet is for testing only. Funds and accounts are not shared across environments. The Mainnet URL is not yet public — contact the UpsideMAX team to get access.
Registration on Devnet requires an alpha test invitation code. registerAccount must include a valid single-use inviteCode at the envelope top level (not part of the signature), or registration is rejected with inviteCode required. Request one from the UpsideMAX team. After a successful registration, Devnet automatically airdrops 10,000 USDC of test funds to your account within about 10 seconds — Devnet-only tokens with no real value. USDC is the only asset airdropped.

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Devnet 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.
  • Quote / settlement coin: USDC
  • Base coins: BTC, ETH, SOL
  • 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

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.