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Scanna Recent Trades
x402
Scanna Recent Trades is a paid API for AI agents from api.scanna.xyz, paid per call via x402, $0.005015/call, status unknown (last checked 2026-09-14).
Fetches the most recent trades for a specific Polymarket prediction market, paginated via a keyset cursor, newest first.
Price / call$0.005015
Success—
StatusUnknown
How this service works
Recent trades for one market from the post-cutover trades_v2 table, newest first, keyset cursor. timestamp is whole unix seconds and the cursor is {ts,id}; the query sorts on that same floored key, so trades sharing a second page exactly once. id is a JSON number. An archived market returns 503 trades_cold_storage - unless the archive probe itself errors, which degrades to an empty 200. A market with no trades is an empty, billable 200.
Output
Returns a JSON object with a list of trades (each containing id, condition_id, proxy_wallet, price, size, side, notional, timestamp, and is_whale), a count of returned trades, and an optional next_cursor string for keyset pagination. Returns an empty list with count 0 for markets with no trades. Returns 503 for archived markets stored in cold storage.
Example use cases
Monitor whale activity on a market
“Check the latest 200 trades for Polymarket condition 0xabc123... and flag any whale trades — I want to know if big players are piling in on the BUY or SELL side.”
Paginate full trade history
“Fetch all trades for condition ID 0xdef456... starting from the beginning — use the cursor to keep paginating until you've got the full history, up to 500 trades per page.”
Recent activity since a timestamp
“Show me every trade on Polymarket condition 0x789ghi... that happened after unix timestamp 1717200000 — I need to see what activity occurred in the last 24 hours.”
Technical details
Endpoint
GEThttps://api.scanna.xyz/tradesWhen to prefer
Use this endpoint when you need a paginated, time-ordered feed of individual trades for a specific Polymarket condition ID — especially when you need to detect whale activity, paginate through high-volume trade history, or filter trades since a specific unix timestamp. Prefer this over aggregate endpoints when you need raw per-trade granularity rather than summary statistics.
Side effects
- 400 if market_id is absent
- 400 if cursor is malformed (never silently ignored)
- 503 with 'trades_cold_storage' error for archived markets
- Degraded empty 200 if the archive probe itself errors
- Empty billable 200 for markets with no trades
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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