Market Coverage
Venue, instrument, outcome, resolution, and data-quality coverage dimensions.
Draft v0.1 — design contract, not yet a live service
This documentation set defines a proposed Time Seventeen protocol for review and implementation planning. https://api.t17.capital is the approved and reserved REST origin, but neither that origin nor any documented endpoint is claimed to be live. The WebSocket origin remains unspecified. Credentials, chain IDs, contract addresses, rate limits, and SLAs remain unapproved; IDs, prices, and timestamps shown throughout are illustrative, not real production data.
Market coverage is more than a count of listed markets. A useful coverage statement identifies which venues, instruments, outcomes, resolution rules, and data-quality guarantees Time Seventeen is prepared to stand behind.
Coverage dimensions
| Dimension | What Time Seventeen’s coverage statement defines |
|---|---|
| Venues | Which source prediction-market platforms are eligible, and what data-quality bar a venue must clear before its markets can be a Constituent |
| Instruments | Which Market types are covered: binary, categorical/multi-outcome, scalar, and how each is normalized |
| Outcomes | How Outcome tokens/sides are represented, including binary complements and multi-outcome legs |
| Resolution | The resolution rule and resolution source recorded per Market, and how ambiguous or disputed resolutions are handled |
| Eligibility | The criteria a Market must meet to be eligible as an Index Constituent, independent of whether it is merely discoverable |
| Schedule | A Market’s open/close/resolution schedule and how schedule changes propagate to dependent Index Versions |
| Status | The Market status enum (see API Reference → Markets for the exact values) and how each status affects tradability and index eligibility |
| Liquidity / volume / open interest | Metadata used to evaluate whether a Market is usable, and as an input to Market Rating’s liquidity component |
| Price increment | Tick size and lot size metadata used for order validation |
| Temporal depth | How far back historical observations, ratings, and severity assessments are available for a given Market or Event |
Binary and multi-outcome handling
Time Seventeen does not assume every venue exposes identical YES/NO order-book semantics. A binary market’s YES bid may imply a NO ask, but Time Seventeen only publishes a derived value with an explicit derived flag and derivation rule — it never synthesizes an unlabeled price. Multi-outcome markets are not forced to sum outcome prices to exactly one, because independent books, spreads, and fees make that assumption unreliable.
Coverage is not a quality guarantee
Market Coverage answers “does Time Seventeen see this market and how is it modeled,” which is a separate question from “is this market a good market to trade or index.” Quality is answered by Market Ratings, a fully independent resource.
No production coverage table yet
Draft v0.1 defines the coverage dimensions a production coverage statement must populate. It does not publish a current list of covered venues, instruments, or markets — that list is production configuration pending approved venue integrations.
Where to go next
- Product Model for how coverage maps onto the Index/Constituent/Market hierarchy.
- Market Ratings for the independent quality assessment of a covered Market.
- API Reference → Markets for the concrete discovery and detail endpoint contract.