Overview

The first market family tracks NYC Central Park temperature through HIP-3 scalar perpetuals. Two assets, NYCTMP1 and NYCTMP2, alternate on a 120-minute UTC clock. The active asset trades during the bucket; the other asset waits for the next bucket. Settlement uses the time-weighted average of the final 120 seconds.

RIP.BET also supports other market families when they are enabled:

Family	What users trade	Timing model
Scalar temperature	Encoded temperature marks on NYCTMP1 and NYCTMP2	120-minute buckets
Binary	Up/down contracts such as GBETA and GBETB	Bucket based, with binary-specific phases
Outcome	HIP-4 outcome shares	Per-market expiry

Use /v1/runtime-config before showing optional features. It tells clients whether waitlist access is enabled and whether outcome markets and outcome WebSocket streams are live. Probe scalar and binary market endpoints before showing those market families.

Public API shape

The API is built for two groups:

Audience	Typical use
App users	Read market data, trade through the app, view positions, referrals, and rewards
API partners	Build integrations against market data, account data, and signed trading flows

These docs cover only public and partner-facing behavior. Admin routes, deployment controls, data-store details, service runbooks, and payout operations are not part of the public documentation.

Base URL

Examples use:

{API_BASE_URL}

Use the base URL supplied by RIP.BET for your environment.

Data formats

• Timestamps are UTC.
• Most API timestamps are milliseconds since Unix epoch unless a field says it is ISO 8601.
• Decimal values are strings when exact precision matters.
• Normal API error responses use application/problem+json.
• Missing routes and mode-hidden routes may return a plain text 404 Not found.

Risk

Trading uses real capital. Market data can be stale, buckets can be settling, and trading routes can reject orders when the market is paused, close-only, outside the active phase, or gated by access rules.