Get Order Book Snapshot
Retrieve the current order book snapshot with bid and ask orders for a specific trading symbol.Endpoint
Parameters
Trading symbol (e.g., “OIL-BTC”, “GOLD-BTC”, “US500-BTC”, “US100-BTC”)
Instrument type: “perpetual”
Number of price levels to return per side (max: 100)
Units for price values: “sats” or “btc”
Example Request
Response
Order book response container
Understanding Order Books
Bid vs Ask
Bid vs Ask
- Bids: Buy orders showing the price buyers are willing to pay
- Asks: Sell orders showing the price sellers are asking for
- Spread: The difference between the highest bid and lowest ask
Price Format
Price Format
- Prices: Expressed as strings in BTC
- Quantities: Also expressed as strings in BTC
Price-Time Priority
Price-Time Priority
Orders are sorted by:
- Price priority: Best prices first (highest bids, lowest asks)
- Time priority: Earlier orders at the same price level come first
Market Impact
Market Impact
Use order book data to:
- Estimate market impact of large orders
- Find optimal execution prices
- Assess market liquidity and depth
Available Symbols
Currently supported trading symbols:- US100-BTC: QQQ (Invesco Nasdaq-100 ETF) perpetual futures.
- US500-BTC: SPY (SPDR S&P 500 ETF) perpetual futures.
- GOLD-BTC: PAXG (Tokenized Gold) perpetual futures.
- OIL-BTC: USO (United States Oil Fund) perpetual futures.
For real-time order book updates, use the WebSocket API which provides live depth streams for faster updates.