Retention and live history

What live listings keep, what they silently drop, and how to discover the caps.

Live list endpoints are count-capped. When a cap is hit, the oldest rows are evicted and simply stop appearing — there is no error and no “truncated” flag. Resting orders are never evicted; only terminal history is.

Discover the caps

GET /v1/exchange/retention

{
  "tape_cap": 256,
  "terminal_cap": 256,
  "reject_cap": 256,
  "fill_cap": 256
}

Defaults are typically 256. Treat the response as authoritative for the deployment you are talking to.

What each cap covers

Cap	Live endpoint	Evicts
tape_cap	GET /v1/markets/{id}/trades	Oldest public prints per market
terminal_cap	GET /v1/portfolio/orders	Oldest filled / canceled / expired rows per user
reject_cap	Rejected-order history (same orders listing)	Oldest rejects per user
fill_cap	GET /v1/portfolio/fills	Oldest own fills per user

Always available (not capped by retention)

Data	Why
Resting / partially filled orders	Never evicted from the live order list
Open positions	Live until settled / flattened
Current orderbook	Rebuilt from the active book, not a history ring
Round / market metadata for the live window	Bound to the active ring, not the tape

Impacted live endpoints

Endpoint	Cap	Gotcha
GET /v1/markets/{id}/trades	tape_cap	Walking with cursor eventually ends; older prints are gone
GET /v1/portfolio/fills	fill_cap	Full fill history is not available via REST
GET /v1/portfolio/orders?status=executed,canceled	terminal_cap	Terminal rows disappear; resting ones stay
Rejected orders in the same list	reject_cap	Same story

There is no historical API yet. Deeper history is deferred to an offline mirror and is not retrievable from these live endpoints. If you need durable history, persist fills and trades yourself from the WebSocket as they arrive.

Practical pattern

1. Call GET /v1/exchange/retention once at startup.
2. Stream trades and user over WebSocket and append to your own store.
3. Treat REST list endpoints as “recent window” views, not archives.

Related: Pagination, WebSocket channels.