Market Data (HTTP)
Get L2 Order Book
Returns current order book snapshot with optional filtering.
GET
Get L2 order book
Returns current order book snapshot with optional filtering by price levels and aggregation.
For real-time order book data:
- Use L2 Snapshot stream for periodic full snapshots (every 200ms)
- Use L2 Delta stream for real-time incremental updates (< 1ms)
Query Parameters
Must be "l2book"
Available options:
l2book Market symbol
Example:
"BTC-USD"
Number of price levels to return per side
Example:
10
Price increment for aggregation (in quote currency)
Example:
0.5
Response
Successful response
Order book snapshot or delta
snapshot = full order book state (both sides populated).
delta = incremental update (only one side has levels, other is an empty array).
Available options:
snapshot, delta Market symbol
Array with exactly 2 elements: [bids, asks]
- Index 0: Bid levels (highest to lowest price)
- Index 1: Ask levels (lowest to highest price)
- For deltas: Only one side will have levels, the other will be an empty array
[]
Required array length:
2 elementsTimestamp in milliseconds